The Gamma pdf for continuous random variable Y takes the form 1 va-le-y/ß -lB y > 0 f(y) = βαΓ (α) " for a, ß > 0. y<0 If the two parameters
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- N(0, o?) is For the simple linear model Y = a + BX + €, where the error variable e ~ independent of X, use the law of total variance to show that Var(Y) = 3² Var(X)+o².Let X₁, X2,..., Xñ be a random sample from the exponential distribution with rate parameter A. (a) Find the CRLB for the variance of all unbiased estimators of X. (b) Find the efficiency of the MLE of X. (c) Find the CRLB for the variance of all unbiased estimators of E(X) = 1/λ. (d) Can you find an estimator of E(X) = 1/λ that is efficient? Justify your answer.k = Question 5 Suppose the random variables X and Y have a pdf given by f (x, y) = x+y on 0 Y). prob = b. Find F (,글): ans = Question 6 ch 30 Hisense
- 3. Consider two random variables X₁ and X2 whose joint pdf is given by for x₁0, x2 > 0, x₁ + x2 < 2, { Find the pdf of Y = X₂ - X₁. f(x1, x₂) = NIT otherwise.Let X and Y be independent exponential random variables with parameter 1. Find the cumulativedistribution function of Z = X/(X + Y )Suppose X and Y are two independent variables with variance 1. Let Z = X+bY where b > 0. If Cor(Z, Y ) = 1/2, what is the value of b?
- We have a random variable X and Y that jave the joint pdf f(x) = {1 0<x<1, 0<y<1} {0 otherwise} If U = Y-X2 , what is the support for the random variable U? What would fu(u) and Fu(u) be? Say U = Y/X, what is the support for the random variable U? What would fu(u) and Fu(u) be?Let X = (X1, X, )" be a bivariate random variable with variance-covariance matrix 4 -1.5 E(X – E(X))(X – E(X))") = ( -1.5 1 You are given that X1 + aX2 is independent of X1. Find the number a. Give your answer in 2 decimal places. Answer:B) Let X1,X2, .,Xn be a random sample from a N(u, o2) population with both parameters unknown. Consider the two estimators S2 and ô? for o? where S2 is the sample variance, i.e. s2 =E,(X, – X)² and ở² = 'E".,(X1 – X)². [X = =E-, X, is the sample mean]. %3D n-1 Li%3D1 [Hint: a2 (п-1)52 -~x~-1 which has mean (n-1) and variance 2(n-1)] i) Show that S2 is unbiased for o2. Find variance of S2. ii) Find the bias of 62 and the variance of ô2. iii) Show that Mean Square Error (MSE) of ô2 is smaller than MSE of S?. iv) Show that both S2 and ô? are consistent estimators for o?.
- Let x1, x2, ..., n represent a random sample from a distribution with mean E(x) and variance Var(x). Show that Cov(x, x₁ - x) = 0.True or False: For an exponentially distributed random variable, x, P(x) = 1/(b - a).Let X and Y have the joint pdf f(x,y)= x+y , 0<=x<=1, 0<=y<=1. Calculate the mean(x) mean (y) variance (x) variance(y)