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- show that if X11, X12,..., X1, X21, X22,..., X2n₂ are independent random variables, with the first n constitut- ing a random sample from an infinite population with the mean μ₁ and the variance of and the other n2 constitut- ing a random sample from an infinite population with the mean μ2 and the variance o2, then 1 M2 (a) E(X₁-X₂) = μ₁ −μ2; 07 0 22 (b) var(X₁-X₂) = + n₁ n₂hoosing among several different estimators of 0, select one that is unbiased. Example 9.3: Let X₁, X2, ..., Xn be a random sample from a population mean and variance o². Show that the sample variance, - Σ(x₁ - x)² = n-1 is an unbiased estimator of o². 5²Let X1 and X2 be two random variables, and suppose V( X1) = V( X2) = 1, and Cov( X1, X2 ) = 0, then the variance of the simple average of the two random variables, i.e., V( (Xq + X2 ) /2) is: OA. 1/2. Ов. 1. OC. close to 0. O D. none of the above.
- TF.9 Let Z be a standard normal random variable. Find... a) P(-1.35 ≤ Z ≤ 2.48) b) the value of z so that P(Z ≥ z) = .1230Suppose that Y₁ is a negative binomial random variable with p= .75 and r = 6, Y₂ is a random variable with mean -5 and variance 11, and Y3 is a gamma random variable with 1.6 and a = 5.9. Further suppose that all of these random variables are independent. (a) What is E[2Y₁ − 6Y2 + 5Y₁Y3]? (b) What is the variance of 3Y₁ +5Y2 - 8Y3? (c) What is the mgf of 7Y₁ +4Y3? 0 =Suppose X, Y, and Z are three independent normal random variables. X has an expected value of -7 and a standard deviation of 1.6; Y has an expected value of -9 and a standard deviation of 1.8; Z has an expected value of 8 and a standard deviation of 1.4 Let T = 2X + 4Y+7Z Variable Mean(Expected Value) Standard Deviation Coefficient X Y -7 -9 1.8 4 1.6 2 Z 8 1.4 7