If the moment-generating function of X is find (a) The mean of X. M (t) = exp(166t + 200t²), (b) The variance of X. (c)Pr(17
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- 3.2-5. There are times when a shifted exponential model is appropriate. That is, let the pdf of X be 1 -(xr-8)/0 8 < x < 00. = (a) Define the cdf of X. (b) Calculate the mean and variance of X.The variance of Y is σ2y = 4.6875 and the variance of the sum is σ2x + y = 9.1875. You knowthe variance of X=1. Find the covariance, xy. Show workx > 1 A RV X has the PDF fx(x) = otherwise (a) Find the MGF Mx(t) of X and clearly define the values of t for which it exists. (b) Find the mean (µ) and variance (o?) of the RV X using the MGF from (a).
- (a) Let Y be a random variable distributed as X. Determine E(Y) in terms of r. (b) Let {X1, X2, . .. , Xn} be a random sample drawn from a normal distirbution with mean u and 1 variance o?. Denote S E-(X; – X)² as the sample standard deviation. Use the 1 n - result in part (a), or otherwise, to find E(S). (c) Find an unbiased estimator for the population standard deviation o.You test some components with a Weibull distribution at temperatures of 100 Celcius and 60 Celcius. At those temperatures you estimate a characteristic life of 15000 hours and 25000 hours respectively. hint: Boltzmann's constant is k = 8.617 x 10-5. Temperature in Celcius + 273.15 = temperature in Kelvin. If n is an integer, T(n) = (n – 1) a) Using linear regression, estimate the Arrhenius model parameters A and AH. b) Give the MTTF, median, and 90th percentile at T = 20 Celcius. Assume that the shape parameter is 0.5For the data shown to the right, determine the linear correlation coefficient using two different formulas shown below. Complete parts (a) and (b) below and compare your answers. x 1|2| 4 | 5|5 y 3 5 1 1 2 Exy - (Ex)(E) in b. Use the computing formula r= E-(Ex)*/n] E-(Ex)° /n] Find the sums required to calculate r using the computing formula. Ex-D Σ- (Type integers or decimals. Do not round.) Using the computing formula, r= (Round to three decimal places as needed.) V the value in part (b). The value in part (a) is ?
- Prove the following8. Let the random variable X have the pdf 2 x2 fx (x) = exp %3D - V2n 2 Find the mean and the variance of X. Hint: Compute E (X) directly and E (X²) by comparing the integral with the integral representing the variance of a random variable that is N(0,1). i DCO 04 < (X - 5)2 < 38.4).Use Itô Isometry To Calculate The Variance Of Each Of The Following
- If E[X] = 1 and Var(X) = 5, use definition of variance and properties of expectation to find (a) E[(2 + X)^2] (b) V ar(aX) for any constant a. (c) V ar(X + b) for any constant b. (d) V ar(4 + 3X)3. 1 + x Check whether the following function is a valid pdf? If it is valid, obtain its CDF. If not valid, would scaling by a constant make it valid? If so, make it valid. Obtain its CDF? What is its mean? Variance? ƒ = —exp(-√x)U(x)1. Fix r € N, and suppose that Y₁,..., Yn are independent and identically distributed NegBin(r, ) random variables, each with probability mass function given by ¡v (u | 0) – (1 + r − ¹) (1 - fy y (1 - 0) ³0⁰ for y ¤ N and unknown 0 € (0, 1). Here the number of successes r in the negative binomial is known.