8.43 Let Y₁, Y2,..., Y₁ denote a random sample of size n from a population with a uniform distri- bution on the interval (0, 0). Let Y(n) = max(Y₁, Y₂, ..., Y,) and U = (1/0)Y(n). a Show that U has distribution function 0, u < 0, 0≤u≤ 1, Fu (u) = u", 1, u > 1. b Because the distribution of U does not depend on 0, U is a pivotal quantity. Find a 95% lower confidence bound for 0.
8.43 Let Y₁, Y2,..., Y₁ denote a random sample of size n from a population with a uniform distri- bution on the interval (0, 0). Let Y(n) = max(Y₁, Y₂, ..., Y,) and U = (1/0)Y(n). a Show that U has distribution function 0, u < 0, 0≤u≤ 1, Fu (u) = u", 1, u > 1. b Because the distribution of U does not depend on 0, U is a pivotal quantity. Find a 95% lower confidence bound for 0.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question

Transcribed Image Text:8.43 Let Y₁, ₂, ..., Y₁ denote a random sample of size n from a population with a uniform distri-
bution on the interval (0, 0). Let Y(n) = max(Y₁, Y₂, ..., Y₂) and U = (1/0)Y(n).
a Show that U has distribution function
0,
u < 0,
0≤u≤ 1,
Fu (u) = u",
1,
u > 1.
b Because the distribution of U does not depend on 0, U is a pivotal quantity. Find a 95%
lower confidence bound for 0.
Expert Solution

Step 1
Given
Y~U(0,θ)
Step by step
Solved in 2 steps with 2 images

Recommended textbooks for you

MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc

Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning

MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc

Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning

Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON

The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman

Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman