3.Consider a random variable Y with density functionely-0)f (y|0) =[1+ ew¬0)]²*-0 < y < o0,where -o < 0 < ∞ is a parameter. Use the pivotal method to verify that if 0 < a1 < 1/2 and0 < a2 < 1/2, then1Y – loga2Y – logA2is a confidence interval for 0 with coverage probability 1 – (a1 + a2).

Answered: Image /qna-images/answer/a3a52c6c-4288-4b0b-b990-fbce259deb1a.jpg

Answered: -00 < y < ∞, f(y|0) = [1+ elv-0)]²…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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-00 < y < ∞, f(y|0) = [1+ elv-0)]² where -o < 0 < ∞ is a parameter. Use the pivotal method to verify that if 0 < ai < 1/2 and 0 < a2 < 1/2, then 1 Y – log a2 Y – log 1- a1 a2 is a confidence interval for 0 with coverage probability 1– (a1 + a2).