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Let
Show that the limit, as
Thus, in the limit, the distribution of 2 is degenerate with probability 1 at
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- 2. Suppose that X1, . Xn are iid Geometric random variables with frequency func- ... tion f(x; 0) = 0(1 – 0)", x = 0, 1, 2, ..., 0 E (0, 1). Find the ML estimator 0, of 0. Show that Ôn is consistent an find its asymptotic distribution.arrow_forwardSuppose that Y is a random variable that follows the uniform distribution on [0, 2]. Calculate the cumulative distribution function of random variable X = e³ such that1≤x≤e² ( a. - ln x 2 b. 2¹In x 2 ² ln x 4 d. All of the above are correct C.arrow_forwardSuppose that X1, X2, ..., Xn and Y1, Y2,., Yn are independent random samples from populations with means µ1 and M2 and variances of and o, respectively. Show that the distribution of the random variable (X – Ỹ) – (41 – 2) Un V(o +o3)/n converges to a standard normal distribution as n → o.arrow_forward
- . Consider the continuous random variables x and y, whose distributions p(x) and q(y) are plotted below: p(x) 5 X q(y) 2 3 4 5 6 7 y (a) Find the probability that 2 < x ≤ 3. (b) Assume that the value of q(y) for 2 < y < 4 is twice as large as that of q(y) for 4 ≤ y ≤ 5. What is the median of y? I.e., for what value y* is the probability that y ≤ y precisely 0.5?arrow_forwardLet X₁, X₂ be a random sample from N (1,1) and Y₂₁, Y₂ be a random sample from N (0,1), where the samples are independent. Determine the distribution of the following Y1+Y2 2 (X1-X₂)²+(Y₁-Y₂)² 4arrow_forwardse 3 Let Y1, Y2,..., Yn denotes a random sample from the uniform distribution on the interval (0,0 + 1). Let Ô = Y -2 and 02 =Y(n)- n+1 %3D Show that both 6, and 02 are consistent estimators for 0.arrow_forward
- 3. Let X1, X2, X, be a random sample from a normal population with mean µ and variance o2 taken independently from another random sample Yı, Y2, ..., Ym from a normal population with mean 0 X1-H. Derive the distribution of T = %3D and variance o². Let Z¡ (Y1-9)² m-1arrow_forwardSuppose that X has the discrete uniform distribution on the integers 0,1,2 (i.e. P(X = k) = 1/3, k = 0, 1, 2) and that Y has a binomial distribution with n = 2 and p = 1/2. If X and Y are independent, find %3D P(X = Y). 1/6 1/2 1/9 1/3 1/12arrow_forwardSuppose that the random variable X has the continuous uniform distribution on the interval [0,1]. A random sample of n = 36 is selected from this population. Find the probability that the sample mean is greater than 0.4 but less than 0.8.arrow_forward
- Glencoe Algebra 1, Student Edition, 9780079039897...AlgebraISBN:9780079039897Author:CarterPublisher:McGraw Hill