iid 1. Let X₁, X₂,..., Xn Bernoulli (1/2). For n= 1,2,..., define Yn = 1 X₁/2². (a) Find the pdf/pmf for Yn. (b) Investigate the convergence in distribution of Yn.
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Bernoulli(1/2).
1. Let X1, X2,..., Xn
For n = 1,2, ..., define Yn = E-1 X;/2'.
vi=1
(a) Find the pdf/pmf for Yn.
(b) Investigate the convergence in distribution of Yn.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fbdece6d9-660b-4f35-ab41-2bca8e76a0d7%2Fb2245fe7-bfb9-4125-a5f9-d8e0f55076c3%2Fzf8x6c_processed.png&w=3840&q=75)
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- (3) Let X = b >(8,-) find E(5+6x) and distribution function.Is f(r) a legitimate probability mass function? (1 – p)*-'p = p+ (1 – p)p + (1 – p)°p+ • . ² 1 r=1Figure I shows the piecewise function (I), (II), (III) and (IV) for cumulative distribution function F(x) for continuous random variable. F(x) (6. 1) IV III II (4.0.8333) (0.0.1667) Figure I Construct the probability density function fix). Should one of the piecewise functions (IV) is not constant, explain the changes.(13) Let X b(6,-) find E(5+6x) and distribution function. 3The X be a continuous random variable with cumulative distribution function 1 F(x) = 1 for x > 0 (and zero otherwise). - 1+ x Find the cumulative distribution function of Y = log X and sketch its curve.Q.3 The probability density function for a continuous random variable X is fx(x) = }" (a+ bx2; 0 < x< 1, 0; %3D e.w. (i) Find constants a and b if E (X) = 0.6 (ii) Find cumulative distribution function (cdf), moment generating function. (iii) Using mgf, find ß, and ß2 and comment on it. (iv) Sketch pdf and cdf. %3DSuppose the rate of inflation in year t, It, is to be modelled by the AR(1) It = 0.0182 = 0.42(It-1 – 0.0182) + 0.042Zt where Z~N[0,1] The current (period 0) annual rate of inflation is 5.3% (1 = 0.053). b) Find the distribution of I₁. Provide the necessary calculation.* Consider the probability density function fx (x) = a e-b lel where X is the random %3D variable which assumes all the values from (i) relation between a and b -00 to -00, Find (ii) the probability of finding X in the range 1 to 2.1. Let f be the probability density function of a continuous random variable X whose range is (-0, 00), where if a sxsb f(x) ={32 0 otherwise. (a) Explain why a, hence b, must be nonnegative. Graph the function f. (b) Find the value of b'-a. 7 (c) If it is known that P(X 8).Suppose the inter-arrival time of people using the elevator can be modeled as X ~ Exp(1/6) (in minutes). What is the distribution of the number of people waiting at an elevator in two minutes (since the last elevator left)? Hint: Let Tn be the time when the n-th person arrives at the elevator, and let N be the number of people waiting at time t, then P(N>=n) if and only P(Tn =n) and P(N>=n+1). The difference of the two gives you P(N=n).SEE MORE QUESTIONS