*1. Let Y1,...,Yn * uniform(0, 1). Find the distribution of their geometric mean: U = (11: II (Hint: consider first finding the distribution of -n log U.)

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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1. Let \( Y_1, \ldots, Y_n \stackrel{\text{iid}}{\sim} \text{uniform}(0, 1) \). Find the distribution of their geometric mean:

\[ 
U = \left( \prod_{i=1}^{n} Y_i \right)^{\frac{1}{n}} 
\]

(Hint: consider first finding the distribution of \(-n \log U\).)

2. Let \(\log Y \sim N (\mu, \sigma^2) \). Find the distribution of \( Y \) and show that \( P(Y \leq e^\mu) = 0.5 \) (i.e., \( e^\mu \) is the median of \( Y \)).
Transcribed Image Text:1. Let \( Y_1, \ldots, Y_n \stackrel{\text{iid}}{\sim} \text{uniform}(0, 1) \). Find the distribution of their geometric mean: \[ U = \left( \prod_{i=1}^{n} Y_i \right)^{\frac{1}{n}} \] (Hint: consider first finding the distribution of \(-n \log U\).) 2. Let \(\log Y \sim N (\mu, \sigma^2) \). Find the distribution of \( Y \) and show that \( P(Y \leq e^\mu) = 0.5 \) (i.e., \( e^\mu \) is the median of \( Y \)).
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