Exercise 6. Let 0> 0 and XU[0,0], i.e. X is uniformly distributed on the interval [0,0]. a) As a function of 0, determine P(X ≤ 1). b) Assume that 0 is unknown, but we can observe X. For given Oo, we want to test the hypothesis H: 020 against the alternative H₁: 0 < 0o. Consider the test which rejects Ho, if and only if X < c. dow should we choose c, as a function of 0o and a, to get a test with significance level a? Carefully justify your answer.
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- 2. A random variable X has the exponent ial distribution as f(x) = Xe¯, x>0 %3D a) Find the mom ent generating function, Mx(t). b) Use the moment generating funct ion to find the mean and variance of X.Let X1,., X, be independent and identically distributed random variables with Var(X1) < ∞. Show that 1 EjX; →p EX1. n(n + 1) j=1 Note. A simple way to solve a problem of showing Yn →p a is to establish lim, EY, = aLet X-(1,0,– 1,–/2)'. Then, ||X||=V2 %3D Select one: O True False امتحان نص Jump to...
- Let X.,X,"(4,0²). Consider the fotlowing estimators of u A, =(X+ Xs + X, + X10) A = (X2+ X, +Xp). Then (a) A, is more efficient than Az (b iz is more efficient than i (e) Can't deside (d) Nonewhere alpha > 0, find the method of moments (MOM) estimator for alpha.Let T be a statistic, then T is sufficient statistic for 6 if the conditional pdf f(8,x1, X2,...,X, \ T)depend on the parameter 0 Select one: True False
- 8. Assume that X is a continuous random variable with pdf 1 if -6Let X₁,..., Xn be a random sample from a geometric distribution, X~ GEO(p). Here, -1 P[X = x] = p(1 − p)*−¹ for x = The method of moments unbiased estimator for Var [X] None of the other answers ·Σ" (X; – X)² i= X² n 1 [X² -x] = 1, 2,... n+1 = 1-p p² isYou are given the Posterior pdf fexp[-(0-x)]. p(0|x) = [0, e >x eRecommended textbooks for youAdvanced Engineering MathematicsAdvanced MathISBN:9780470458365Author:Erwin KreyszigPublisher:Wiley, John & Sons, IncorporatedNumerical Methods for EngineersAdvanced MathISBN:9780073397924Author:Steven C. Chapra Dr., Raymond P. CanalePublisher:McGraw-Hill EducationIntroductory Mathematics for Engineering Applicat…Advanced MathISBN:9781118141809Author:Nathan KlingbeilPublisher:WILEYMathematics For Machine TechnologyAdvanced MathISBN:9781337798310Author:Peterson, John.Publisher:Cengage Learning,Advanced Engineering MathematicsAdvanced MathISBN:9780470458365Author:Erwin KreyszigPublisher:Wiley, John & Sons, IncorporatedNumerical Methods for EngineersAdvanced MathISBN:9780073397924Author:Steven C. Chapra Dr., Raymond P. CanalePublisher:McGraw-Hill EducationIntroductory Mathematics for Engineering Applicat…Advanced MathISBN:9781118141809Author:Nathan KlingbeilPublisher:WILEYMathematics For Machine TechnologyAdvanced MathISBN:9781337798310Author:Peterson, John.Publisher:Cengage Learning,