where 0 > 0 is a parameter. Assume that 0 < a1 < 5 and 0 < a2 < 5. Using the pivotal quantity U = 0²Y, verify that |– log(1 – a1) |- log(@2) Y Y is a confidence interval for 0 with coverage probability 1 (a1 + a2).

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Question
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where θ > 0 is a parameter. Assume that 0 < α1 < 12 and 0 < α2 < 21. Using the pivotal quantity U = θ2Y , verify that


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Consider a random variable Y with density function
1.
f (y|0) = 0²e-o²y¸
y > 0,
where 0 > 0 is a parameter. Assume that 0 < aj < 5 and 0 < a2 < 5. Using the pivotal quantity
U = 0²Y, verify that
- log(1 -
a1)
– log(a2)
Y
Y
is a confidence interval for 0 with coverage probability 1 – (a1 + a2).
Transcribed Image Text:Consider a random variable Y with density function 1. f (y|0) = 0²e-o²y¸ y > 0, where 0 > 0 is a parameter. Assume that 0 < aj < 5 and 0 < a2 < 5. Using the pivotal quantity U = 0²Y, verify that - log(1 - a1) – log(a2) Y Y is a confidence interval for 0 with coverage probability 1 – (a1 + a2).
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