The random variable X is said to be a discrete uniform random variable on the integers 1.2..... n if P { X = i } = 1 n i = 1 , 2 , ... , n . For any nonnegative real number x, let in t(x) (sometimes written as [x]) be the largest integer that is less than or equal to x. Show that if U is a uniform random variable on (0, 1), then X = int ( n U ) + 1 is a discrete uniform random variable on 1. ....n.
The random variable X is said to be a discrete uniform random variable on the integers 1.2..... n if P { X = i } = 1 n i = 1 , 2 , ... , n . For any nonnegative real number x, let in t(x) (sometimes written as [x]) be the largest integer that is less than or equal to x. Show that if U is a uniform random variable on (0, 1), then X = int ( n U ) + 1 is a discrete uniform random variable on 1. ....n.
Solution Summary: The author explains that X is a discrete uniform random variable on 1,mathrm...,n.
The random variable X is said to be a discrete uniform random variable on the integers 1.2..... n if
P
{
X
=
i
}
=
1
n
i
=
1
,
2
,
...
,
n
.
For any nonnegative real number x, let in t(x) (sometimes written as [x]) be the largest integer that is less than or equal to x. Show that if U is a uniform random variable on (0, 1), then
X
=
int
(
n
U
)
+
1
is a discrete uniform random variable on 1. ....n.
5) Let N= [0, 1) and let F = o ([0, 1/3), [1/3, 2/3), [2/3, 1))
(a) Write down F.
(b) Is X(w)
= 2w an F - random variable on N? Why?
(c) Find all possible F - random variables on 2.
Let X1 , X2 , X3 be a collection of independent discrete random variables that all take the value 1 with probability p and take the value 0 with probability (1-p).
The mean and variance of p-hat = 1/n ( X1 + X2 +... Xn ) .
E(p-hat)= p
Var(p-hat) = p(1-p) / n
The parts to this question are attached
Let X1, X2, ….,n be iid random variables with common CDF F. Generate the random variable defined by
In terms of the inverse of F
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