B5. Let X₁, X2,..., Xn be IID random variable with common expectation and common variance o², and let X = (X₁ + + X)/n be the mean of these random variables. We will be considering the random variable S² given by (a) By writing or otherwise, show that n S² - Σ(x − x). i=1 (b) Hence or otherwise, show that X₁ X = (X₁-μ) - (x-μ) S² = Σ(X - μ) – n(Χ – μ). i=1 ES² = (n-1)0². You may use facts about X from the notes provided you state them clearly. (You may find it helpful to recognise some expectations as definitional formulas for variances, where appropriate.) (c) At the beginning of this module, we defined the sample variance of the values x₁, x2,...,n to be 1 n-1 n i=1 (x₁ - x)². Explain one reason why we might consider it appropriate to use 1/(n-1) as the factor at the beginning of this expression, rather than simply 1/n.
B5. Let X₁, X2,..., Xn be IID random variable with common expectation and common variance o², and let X = (X₁ + + X)/n be the mean of these random variables. We will be considering the random variable S² given by (a) By writing or otherwise, show that n S² - Σ(x − x). i=1 (b) Hence or otherwise, show that X₁ X = (X₁-μ) - (x-μ) S² = Σ(X - μ) – n(Χ – μ). i=1 ES² = (n-1)0². You may use facts about X from the notes provided you state them clearly. (You may find it helpful to recognise some expectations as definitional formulas for variances, where appropriate.) (c) At the beginning of this module, we defined the sample variance of the values x₁, x2,...,n to be 1 n-1 n i=1 (x₁ - x)². Explain one reason why we might consider it appropriate to use 1/(n-1) as the factor at the beginning of this expression, rather than simply 1/n.
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
100%
Expert Solution
This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
This is a popular solution!
Trending now
This is a popular solution!
Step by step
Solved in 4 steps
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