3. Time intervals (in minutes) X₁,..., Xn between successive eruptions of a geyser are modeledasX₂Exponential (A),where A (> 0) is the eruption rate per minute. We want to report a plausible range for themedian interval time.(d)0Find the MLE of A.(b)(c)Construct an approximate 95% confidence interval for A using the asymptotic distri-bution of AMLE. (Hint: use the approximation method for confidence interval)i.i.d.N=The median of the Exponential(A) distribution, denoted by 8, is a function of A as(log 2)/λ 0.693/A. Calculate an approximate 95% confidence interval for the medianinterval time using the Delta method.Find the Fisher information of A.-

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Answered: 3. Time intervals (in minutes) X₁,...,…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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An ANOVA produces an F-ratio with df = 1, 34. Could the data have been analyzed with a t test? What would the degrees of freedom be for a t statistic?
You are performing a two-tailed z-test If a = 0.2, find the positive critical value, to two decimal places.
N= 150 observations were collected on a time series that was identified as a AR(2) time series. The following statistics were computed from the data. Mean - 45.0 Variance 15.6 Autocorrelation function (up to lag 5) r1 = 0.80, r2 = .50, rз = .26, r4 = -.10, rs = 0.08: == Estimate the parameters of the model using the method of moments.
The desired percentage of SiO₂ in a certain type of aluminous cement is 5.5. To test whether the true average percentage is 5.5 for a particular production facility, 16 independently obtained samples are analyzed. Suppose that the percentage of SiO₂ in a sample is normally distributed with = 0.32 and that x = 5.23. (Use a = 0.05.) (a) Does this indicate conclusively that the true average percentage differs from 5.5? State the appropriate null and alternative hypotheses. O Ho: μ = 5.5 H₂:μ> 5.5 O Ho: μ = 5.5 H₂: μ = 5.5 ⒸHO: μ = 5.5 H₂:μ ≥ 5.5 O Ho: μ = 5.5 H₂: μ< 5.5 Calculate the test statistic and determine the P-value. (Round your test statistic to two decimal places and your P-value to four decimal places.) Z = P-value = State the conclusion in the problem context. O Do not reject the null hypothesis. There is not sufficient evidence to conclude that the true verage percentage differs from the desired percentage. O Reject the null hypothesis. There is not sufficient evidence to…
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Suppose you simulate the price path of stock HHF using a geometric Brownian motion model with µ = 0.1, o = 0.2, and time step At = 1/52 (weekly). Let St be the price of the stock at time t. If So = 100, and the first simulated (randomly selected) standard normal variable is e = -0.591, what is the simulated return over the next week? (a) -0.061 (b) -0.015 (c) 0.061 (d) -0.093
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