Suppose that a sequence of mutually independent and identically distributed discrete randomvariables X₁, X₂, X3,..., X has the following probability density function(exe-ea)b)c)f(x; 0) =x!0,"for x = 0,1,2,...elsewhereShow that for any &> 0 and S₂ = 1X₁, lim P(|S₂ - 0 ≥ ) = 0.12-00Show that a statistic S, in a) is the maximum likelihood estimator of the parameter 0.Let 0₁ = X₁+²x₂+2x₁-X and Ô₂ = (X₁ + X₂ + X3 + X4) be two unbiased estimators of 8. Which4one of the two estimators is more efficient?d) What is the Cramer-Rao lower bound for the variance of the unbiased estimator of theparameter 9?e)Use the one-parameter regular exponential family definition to find the functions,h(x), c(0), w(0) and t(x).

As per bartleby guidelines we can solve only first three subparts and rest can be reposted

Answered: a) b) c) Show that for any &> 0 and S,…

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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2) Let X₁, X2, X3, X4 be a random sample of size 4 from a population with the following distribution function Where, ß > 0. 1 f(x; 0) = B 0, e (x-4) B for x > 4 otherwise f) Is the maximum likelihood estimator of the parameter ß unbiased or not? g) What is the maximum likelihood estimator of g (B) = 2(B + 1). h) Is the maximum likelihood estimator of g (B) = 2(ß + 1) unbiased or not?
A lot of 25 light bulbs consists of N₁ defectives and N₂ working bulbs. The buyer accepts the lot of N₁ + N₂ = 25 bulbs if the number of defectives, X among n = 5 items taken at random and without replacement from the lot is less than or equal to 1. The operating characteristic curve is defined as the probability of accepting the lot, namely OC (p) = P(X ≤ 1) = P(X = 0) + P(X = 1), where p = N₁/25 is the probability of a bulb being defective. (a) Show that the probability of the picking exactly X defectives follows a hypergeometric distribution. (b) Determine the operating characteristic curve for p = 0.04, p = 0.08, p = 0.12 and p = 0.16. (c) Plot, using R, the operating characteristic curve for N₁ = 1 to N₁ = 4.
Suppose that X and Y are independent random variables each with a x²(4) distribution. Find the moment generating function of U = X +5Y and evaluate the expectation value E(U). State clearly and justify all steps taken. Hint: You may use without proof the fact that the moment generating function of a x²(v) random variable W is Mur-(t) = (-)". 2t
Suppose that independent Bernoulli trials with parameter p are performed successively. Let N be the number of trials until x successes, and X be the number of successes in the first n trials. Show that P(N = n) = "P(X = x).
1a) Derive a maximum-liklihood estimator for the unknown parameter Y 1b) An experienced sales person completes sales following a Poisson distribution, with a mean rate of Y = 1.8 sales/month. A junior sales person completes sales at a mean rate of Y = 0.85 sales per month Find the probability of the joint sales team (experienced and junior) completing exactly 2 sales in any given months, assuming the two sales people act independently of each other. 1c) Find the probability of the joint sales team (experienced and junior) completing more than 2 sales in any given months
A.2) The time between successive customers coming to the market is assumed to have Exponential distribution with parameter lambda. a) If X1, X2. ..., Xp are the times, in minutes, between Successive customers selected randomly, estimate the parameter of the distribution. b) The randomly selected 15 times between successive customers are found as 1.8, 1.2, 0.8, 1.4, 1.2, 0.9, 0.6, 1.2, 1.2, 0.8, 1.5, 1.8, 0.9, 1.5 and 0.6 mins. Estimate the mean time between successive customers, and write down the distribution function. c) In order to estimate the distribution parameter with 0.4 error and 4% risk, find the minimum sample size.
Consider a random sample X1,...,Xn,... ∼ iid Beta(θ,1) for n > 2. Prove that the MLE and UMVUE are both consistent estimators for θI got MLE = n/-∑logXi and UMVUE = (n-1)/∑logXi. Need help in proving consistency
2) Let X₁, X2, X3, X4 be a random sample of size 4 from a population with the following distribution function Where, ß > 0. If fram e ¹- {** f(x;0)=B for x > 4 otherwise "1 g) What is the maximum likelihood estimator of g (B) = 2(ß + 1). h) Is the maximum likelihood estimator of g (B) = 2(B + 1) unbiased or not?
3A) Given P=822-30Q2 and MC=12+9Q find the consumer surplus (CS) (Hint: TR to MR and optimum quantity is MR=MC). B) S=200000 e5find the growth rate of S. C) MC=24eQ and FC=72 Find the total cost. D) The probability of waiting in bus station is given with the frequency distribution f(t)= 1/16 t3 find the probability that your waiting time will be between 1 and 2 minutes?
1. Please as fast as possible
b) Let X₁, X₂,..., X and Y₁, Y₂, ..., Ym be random samples from populations with moment generating 25 functions Mx₁(t) = ³t+t² and My(t) = (₁-¹)²5, respectively. i) Find the sampling distribution of the statistic W = X₁ + 2X₂ − X3 + X4 + X5. ii) What is the value of the sample size n, if P[Σ1(X¡ − X)² > 68.3392] = 0.025? iii) What is the value of the sample size m, if P(|Ỹ - µy| ≥10) < 0.04?
If the roots of the quadratic equation x – ax + b = 0 are real and b is positive but otherwise unknown, what are the expected values of the roots of the equation. Assume that b has a uniform distribution in the permissible range. -

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