Let X1,..., XN be a random sample from a N(u, 1) distribution.(a) Show that X is an efficient estimator of u.(b) Find the likelihood ratio test statistic for testingHo : u = µo vrs HA:u # µ0

Answered: Image /qna-images/answer/95a076c1-781f-48dd-bff1-1f3bf6fe299d.jpg

Answered: Let X1,..., XN be a random sample from…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Similar questions

The U.S. Geological Survey compiled historical data about Old Faithful Geyser (Yellowstone National Park) from 1870 to 1987. Let x1 be a random variable that represents the time interval (in minutes) between Old Faithful eruptions for the years 1948 to 1952. Based on 9180 observations, the sample mean interval was x1 = 62.6 minutes. Let x2 be a random variable that represents the time interval in minutes between Old Faithful eruptions for the years 1983 to 1987. Based on 24,872 observations, the sample mean time interval was x2 = 70.0 minutes. Historical data suggest that σ1 = 8.91 minutes and σ2 = 11.78 minutes. Let μ1 be the population mean of x1 and let μ2 be the population mean of x2. (a) Compute a 95% confidence interval for μ1 – μ2. (Use 2 decimal places.) lower limit upper limit (b) Comment on the meaning of the confidence interval in the context of this problem. Does the interval consist of positive numbers only? negative numbers only? a mix of positive and…
Consider the performance function Y= 2X1-2X2+8X3 are all normally distributed random variables with μΧ1 = 10.4 ; μΧ2 = 11.8 ; μΧ3= 11.5Vx1 = 4 % , Vx2 = 5% ; Vx3 = 8 % X1 X2 X3q = 1 0,8 6 X1 0,8 1 0,5 X2 -----> correlation of Matrix 0,6 0,5 1 X3 Y < 0; failure occurs 15 simulations Pf =? . Determine the probability of failure ? (Reliability of Structures)
Let Y₁, Y2₂,..., Yn be a random sample whose probability density function is given by Sape et. 0, 23 0 0 elsewhere and suppose that n = 200, y = 20, y = 100, 20y = 250 and 8 = 0.025. 200 200 200,3 i) Derive the standard error of ß, se() = 0.0009, using MLE approach. ii) Find an approximate 95% Confidence interval for p. f(y; B): 684
Let x1, X2, ..., Xn be a random sample from a normal population with unknown mean u and an unknown variance o?. At a given significance level a, derive the generalized likelihood ratio test for Ho : o 5. versus Completely specify the test when a = population: 0.05 and n = 26. Does the power function of the test depend on the mean of the The following `answers" have been proposed. %3B 26 (a) For a = 0.05 and n = 26 the test rejects Ho when E(X; – X„)² > 941.25. The power function of the test indirectly depends on the population mean u via = 7. (b) For a = 0.05 and n = 26 the test rejects Ho when E(X; – Xn)² > 941.25. The power function of the test does not depend on the population mean µ. (c) For a = 26 ,26 0.05 and n = 26 the test rejects Ho when E(X; – Xn)² > 188.25. The power function of the test does not depend on the population mean µ. (d) For a = 0.05 and n = 26 the test rejects Ho when E(X; – X„)² > 188.25. The power function of the test indirectly depends on the population mean…
If the coefficient B₁ has a nonzero value, then it is helpful in predicting the value of the response variable. If B₁ = 0, it is not helpful in predicting the value of the response variable and can be eliminated from the regression equation. To test the claim that B₁ = 0 use the test statistic t = (b₁-0) /sp. Critical values or P-values can be found using the t distribution with n - (k+1) degrees of freedom, where k is the number of predictor (x) variables and n is the number of observations in the sample. The standard error sp, is often provided by software. For example, see the accompanying technology display, which shows that sp=0.076885101 (found in the column with the heading of "Std. Err." and the row corresponding to the first predictor variable of height). Use the technology display to test the claim that B₁ = 0. Also test the claim that B₂ = 0. What do the results imply about the regression equation? Click the icon to view the technology output. Test the claim that B₁ = 0. For…
The useful life of a concrete built on the seashore has a Weibull distribution of parameter scale δ> 0 year and power β = 2. Determine a) The half life of concrete EXb) The variance VXc) The probability that the concrete lasts more than 10 years; P (X> 10)
TRUE OR FALSEa. When the assumptions of distributions are met, the parametric tests are more powerful than non-parametric testsb. In Poisson distribution, the mean is equal to its variance c. The Main objective of Statistical inference is to make inferences about the population-based n the whole set of population values d. The Variable X defined X~N(0,1) is called the Standard Normal Distribution e. Welch Test for testing two population means does not assume that the variances are equal
A researcher that wanted to estimate the expectation AY of a random variable Y got three independent observations, Y, Y, Y The researcher knows the value o, of the variance of Y and is considering the following estimators: Pi = 4) Yi + (+) ¥ Py = () Yn + (;) ¥½ + () Y½ in (}) Yi + (}) ¥z + (() %D Which of the following is correct? ONone of the above Ois an unbiased estimator of l and it has the smallest variance of the three estimators. Ois an unbiased estimator of µ and it has the smallest variance of the three estimators. O and i, are both unbiased estimators of fl and Var (ſîz) < Var (îì3). is an unbiased estimator of µ and it has the smallest variance of the three estimators.
The U.S. Geological Survey compiled historical data about Old Faithful Geyser (Yellowstone National Park) from 1870 to 1987. Let x1 be a random variable that represents the time interval (in minutes) between Old Faithful eruptions for the years 1948 to 1952. Based on 9520 observations, the sample mean interval was x1 = 62.8 minutes. Let x2 be a random variable that represents the time interval in minutes between Old Faithful eruptions for the years 1983 to 1987. Based on 23,117 observations, the sample mean time interval was x2 = 73.0 minutes. Historical data suggest that ?1 = 8.98 minutes and ?2 = 12.83 minutes. Let ?1 be the population mean of x1 and let ?2 be the population mean of x2. (a) Compute a 90% confidence interval for ?1 – ?2. (Use 2 decimal places.) lower limit upper limit (b) Comment on the meaning of the confidence interval in the context of this problem. Does the interval consist of positive numbers only? negative numbers only? a mix of positive and…
Let Y₁, Y₂, ..., Y₁ denote a random sample from a normal distribution with unknown mean and unknown variance o². For testing Ho: o² = 0 vs. Ha: o²o, show that the a-level Likelihood Ratio Test (LRT) is equivalent to the x² test
Let X₁, X₂,...,Xn be a random sample of size, n from a normal distribution with mean, € and variance, 5. a) b) c) Find the maximum likelihood estimator for 0. Is the estimator obtained in (a) unbiased? Show that the estimator obtained in (a) is a minimum variance unbiased estimator for the parameter, 0.

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

SEE MORE TEXTBOOKS

Let X1,..., XN be a random sample from a N(u, 1) distribution. (a) Show that X is an efficient estimator of µ. (b) Find the likelihood ratio test statistic for testing Ho : µ = Ho vrs HA : H + Ho