a) Let X₁, X2, X3,..., Xn be a random sample of size n from population X. Suppose that X follows an exponential distribution with parameter 0 and Y = = =1X₁. 41=1 i) Show that y follows a chi-square distribution with 2n degrees of freedom. ii) What is the value of the sample size n, if P(Y> 20.4831) = 0.025? iii) What is the value of sample size n, if P(|Y2n| <40) ≥ 0.025?

MATLAB: An Introduction with Applications
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Chapter1: Starting With Matlab
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a)
Let X₁, X2, X3,..., X₁ be a random sample of size n from population X. Suppose that X follows
an exponential distribution with parameter 0 and Y = ===1 X₁.
n
b)
i) Show that y follows a chi-square distribution with 2n degrees of freedom.
ii) What is the value of the sample size n, if P(Y > 20.4831) = 0.025?
iii) What is the value of sample size n, if P(|Y - 2n| <40) ≥ 0.025?
iv) Use the Central Limit Theorem to compute P(100 < Y < 115), for n = 40.
Let X₁, X2, ..., X5 be a random sample of size 5 from the standard normally population. If the
statistic Y is given by
Y =
X1 X2 X3
₁²+X3² +X5²
i) Briefly explain why Y follows a Student's t distribution with 3 degrees of freedom.
ii) Compute the probability that Y is between 2.35 and 5.84.
iii) What is the mean and variance of the statistic Y?
Transcribed Image Text:a) Let X₁, X2, X3,..., X₁ be a random sample of size n from population X. Suppose that X follows an exponential distribution with parameter 0 and Y = ===1 X₁. n b) i) Show that y follows a chi-square distribution with 2n degrees of freedom. ii) What is the value of the sample size n, if P(Y > 20.4831) = 0.025? iii) What is the value of sample size n, if P(|Y - 2n| <40) ≥ 0.025? iv) Use the Central Limit Theorem to compute P(100 < Y < 115), for n = 40. Let X₁, X2, ..., X5 be a random sample of size 5 from the standard normally population. If the statistic Y is given by Y = X1 X2 X3 ₁²+X3² +X5² i) Briefly explain why Y follows a Student's t distribution with 3 degrees of freedom. ii) Compute the probability that Y is between 2.35 and 5.84. iii) What is the mean and variance of the statistic Y?
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