Px,Y(x, y) | y = 0 | y = 1 | y = 2 | y = 3 x = 0 %3D %3D 8/27 4/27 4/27 2/27 x = 1 8/27 x = 2 1/27 Calculate the marginal pmfs. Calculate E[X] and E[Y]. Calculate the pmf of XY.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Topic Video
Question

The Question details are in the images 

Consider the following joint pmf:
рх,у (л, у) | у %3D 0
8/27
y = 1
Y = 2
y = 3
4/27
8/27
x = 0
4/27
2/27
x = 1
x = 2
1/27
(a)
Calculate the marginal pmfs.
(b)
Calculate E[X] and E[Y].
(c)
Calculate the pmf of XY.
(d)
Calculate E[XY].
(e)
Calculate Cov (X,Y).
(f)
Are X and Y independent random variables?
Transcribed Image Text:Consider the following joint pmf: рх,у (л, у) | у %3D 0 8/27 y = 1 Y = 2 y = 3 4/27 8/27 x = 0 4/27 2/27 x = 1 x = 2 1/27 (a) Calculate the marginal pmfs. (b) Calculate E[X] and E[Y]. (c) Calculate the pmf of XY. (d) Calculate E[XY]. (e) Calculate Cov (X,Y). (f) Are X and Y independent random variables?
Suppose we have a sample of 100 radioactive particles whose lifetimes are distributed
Exp(log(2)/B) for some unknown half-life B > 0.
(a)
X1, x2, . .. , x100 . Write the log-likelihood function for 3.
Suppose we measure the time it takes for these particles to decay, obtaining the observations
(b)
What is BMLE in this setting?
Estimate the distribution of BMLE using the CLT. Be sure to give any parameters for the ap-
(c)
proximating distribution.
(d)
If B = 3, what is the probability that
|BMLE – 3| < 0.05?
(e)
another) and compute BMLE for each of these 7 samples, what is the average number of samples for
which |BMLE – 3| < 0.05?
If B = 3, and we draw 7 such samples of size 100 from this distribution (independently of one
Consider a population with unknown pdf, and parameters a > -1, 0 > 0. If X is a
random observation from this distribution, suppose that we have reason to believe the moments of X depend
on the parameters in the following way:
θ (α + 1)
0² (a + 1)
= E[X] =
12 = E[X*] =
a + 2
a + 3
(a)
Show that the ratio
r =
is just a quadratic polynomial in a. [A quadratic polynomial is just a function of the form p(x)
ax? + bx + c for some constants a, b, c, like 5x² + 3x –
2.]
(Ъ)
intermediate calculations. This isn’t a requirement, just a suggestion.]
Determine the method of moments estimators for a and 0. [Hint: Use the ratio r for your
(c)
second moment are given by
Suppose we collect a sample from this population, and find that the sample mean and sample
9
=
4
27
m2 =
5
What are ô MoM, 0M0M, based on this sample data?
Consider a random variable X with pdf
I 0< x <1
* 1< x < 2
f (x) =
otherwise.
(a)
Find the MGF of X.
(b) (8 pts) Use the MGF to obtain the first four moments of X:
E[X], E[X*], E[Xx³], E[X*).
Hint: e' = Eo
k=0
Transcribed Image Text:Suppose we have a sample of 100 radioactive particles whose lifetimes are distributed Exp(log(2)/B) for some unknown half-life B > 0. (a) X1, x2, . .. , x100 . Write the log-likelihood function for 3. Suppose we measure the time it takes for these particles to decay, obtaining the observations (b) What is BMLE in this setting? Estimate the distribution of BMLE using the CLT. Be sure to give any parameters for the ap- (c) proximating distribution. (d) If B = 3, what is the probability that |BMLE – 3| < 0.05? (e) another) and compute BMLE for each of these 7 samples, what is the average number of samples for which |BMLE – 3| < 0.05? If B = 3, and we draw 7 such samples of size 100 from this distribution (independently of one Consider a population with unknown pdf, and parameters a > -1, 0 > 0. If X is a random observation from this distribution, suppose that we have reason to believe the moments of X depend on the parameters in the following way: θ (α + 1) 0² (a + 1) = E[X] = 12 = E[X*] = a + 2 a + 3 (a) Show that the ratio r = is just a quadratic polynomial in a. [A quadratic polynomial is just a function of the form p(x) ax? + bx + c for some constants a, b, c, like 5x² + 3x – 2.] (Ъ) intermediate calculations. This isn’t a requirement, just a suggestion.] Determine the method of moments estimators for a and 0. [Hint: Use the ratio r for your (c) second moment are given by Suppose we collect a sample from this population, and find that the sample mean and sample 9 = 4 27 m2 = 5 What are ô MoM, 0M0M, based on this sample data? Consider a random variable X with pdf I 0< x <1 * 1< x < 2 f (x) = otherwise. (a) Find the MGF of X. (b) (8 pts) Use the MGF to obtain the first four moments of X: E[X], E[X*], E[Xx³], E[X*). Hint: e' = Eo k=0
Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
Knowledge Booster
Research Design Formulation
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
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 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…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
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
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman