4.3 (i) Let X ~ N (µ, o), and for 0 x1-a) = a, so that P(x,
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![4.3
(i) Let X - N (u, o'), and for 0< a < 1, let x, and X1-a be the ath and (1 – a)th quantiles, respectively, of
X; i.e., P(X < x,) = P(X > x1-a) = a, so that P(x, <X<x1-a) = 2a. Show that x, = u +o$* (a), x1-a =µ + o
(1 - a), so that [xa, X1-a] = [u + o @ 1 (æ), µ + o O1 (1 – a)].](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fa5c31afb-398a-4010-8e5c-32dcce262e31%2Fdb062424-ddca-469d-b61e-2129cbaf6478%2Fz0kkgo_processed.png&w=3840&q=75)
Transcribed Image Text:4.3
(i) Let X - N (u, o'), and for 0< a < 1, let x, and X1-a be the ath and (1 – a)th quantiles, respectively, of
X; i.e., P(X < x,) = P(X > x1-a) = a, so that P(x, <X<x1-a) = 2a. Show that x, = u +o$* (a), x1-a =µ + o
(1 - a), so that [xa, X1-a] = [u + o @ 1 (æ), µ + o O1 (1 – a)].
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