1. Develop a random variate (composition method) generator for the random variable X with the probability density function where I represents the indicator function. 5 e*I(x<0)+=e³I(x>0) 6
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- For a certain psychiatric clinic suppose that the random variable X represents the total time (in minutes) that a typical patient spends in this clinic during a typical visit (where this total time is the sum of the waiting time and the treatment time), and that the random variable Y represents the waiting time (in minutes) that a typical patient spends in the waiting room before starting treatment with a psychiatrist. Further, suppose that X and Y can be assumed to follow the bivariate density function fXY(x,y)=λ2e−λx, 0<y<x, where λ > 0 is a known parameter value. (a) Find the marginal density fX(x) for the total amount of time spent at the clinic. (b) Find the conditional density for waiting time, given the total time. (c) Find P (Y > 20 | X = x), the probability a patient waits more than 20 minutes if their total clinic visit is x minutes. (Hint: you will need to consider two cases, if x < 20 and if x ≥ 20.)Suppose that Y1,Y2,Y3 denote a random sample from an exponential distribution with density function f(y) = Consider the following four estimators of θ: ?1θe−y/θ, y>0,0, otherwise. θˆ =Y, θˆ =Y1+Y2, θˆ =Y1+2Y2, θˆ =Y1+Y2+Y3 =Y ̄. 11223343 Which estimators are unbiased? Among the unbiased estimators, which has the smallest variance?Suppose that Y1, . . . , Yn is a random sample from a population whose density function is
- The random variables X and Y have the joint density: fX,Y(x,y) = 2−x−y, for 0<x<1, 0<y<1 0, otherwise For each of the following, please provide your answers in three decimal places: (a) What is the expected value of X? (b) What is the variance of X? (c) What is the covariance of X and Y? (d) What is the correlation of X and Y?2. Identify the probability density function, then find the mean and variance without integrating. b. f(x) =1/6 e^−x/6, [0,∞) c. f(x) =1 / 3√2π e^−(x−16)^2/18, (−∞,∞)Let X1, .... Xn be a random sample from a population with location pdf f(x-Q). Show that the order statistics, T(X1, ...., Xn) = (X(1), ... X(n)) are a sufficient statistics for Q and no further reduction is possible?
- Suppose X and Y are independent and identically distributed (i.i.d.) randomvariables, each with the uniform distribution on [0, 1]. What is the cumulative distributionfunction and the density function of XY ?Suppose that Yt follows the Moving Average process of order 1 (MA(1)) model Yt=ϵt−θϵt−1, where ϵt is i.i.d. with E(ϵt)=0 and Var(ϵt)=σϵ2 . a) Compute the mean and variance of Yt b) Compute the first two autocovariances of Yt c) Compute the first two autocorrelations of1. Suppose that Yt follows the Moving Average process of order 1 (MA(1)) model Yt=ϵt−θϵt−1, where ϵt is i.i.d. with E(ϵt)=0 and Var(ϵt)=σϵ2 . a) Compute the mean and variance of Yt b) Compute the first two autocovariances of Yt c) Compute the first two autocorrelations of Yt
- Suppose that the random variables X,Y, and Z have the joint probability density function f(x,y,z) = 8xyz for 0<x<1, 0<y<1, and 0<z<1. Determine P(X<0.7).let X and Y are two random variables with p.d.f as f(x,y)=3x2y+3yx2 0<x<1 0<x<1.find conditional density of X given Y?.Find mean mode and standard deviation of r.v Y?. Correlation between X and Y?. check that X and Y are independent or not?.Consider three random variables X, Y, and Z with distribution functions, Which of the random variables X, Y and Z has a density function?