2. Let X be exponentially distributed with population mean u. Recall that the exponential cdf is F(x) = 1 – exp(-) for x > 0. Suppose that we wish to test the hypothesis: Η1 : μ< 1. %3| US We define the test statistic to be the value of a single random variable, X. From using a 5% significance level, show that the critical region for the test statistic is given by C = (0, – log . Given this, derive the power function, B(u), for the hypothesis test.
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- Consider a real random variable X with zero mean and variance σ2X . Suppose that wecannot directly observe X, but instead we can observe Yt := X + Wt, t ∈ [0, T ], where T > 0 and{Wt : t ∈ R} is a WSS process with zero mean and correlation function RW , uncorrelated with X.Further suppose that we use the following linear estimator to estimate X based on {Yt : t ∈ [0, T ]}:ˆXT =Z T0h(T − θ)Yθ dθ,i.e., we pass the process {Yt} through a causal LTI filter with impulse response h and sample theoutput at time T . We wish to design h to minimize the mean-squared error of the estimate.a. Use the orthogonality principle to write down a necessary and sufficient condition for theoptimal h. (The condition involves h, T , X, {Yt : t ∈ [0, T ]}, ˆXT , etc.)b. Use part a to derive a condition involving the optimal h that has the following form: for allτ ∈ [0, T ],a =Z T0h(θ)(b + c(τ − θ)) dθ,where a and b are constants and c is some function. (You must find a, b, and c in terms ofthe information…1. Consider the Gaussian distribution N (m, σ2).(a) Show that the pdf integrates to 1.(b) Show that the mean is m and the variance is σ.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?
- The time X of a radioactive isotope decays with an expected value of 10 years, and is modeled as an exponential random variable. a) What is the parameter λ of the exponential RV X? b) Compute P(X < 10).Consider the following two formulations of the bivariate PRF, where ui and εi are both mean-0 stochastic disturbances (i.e random errors): yi = β0 + β1xi + u yi = α0 + α1(xi − x¯) + ϵ a) Write the OLS estimators of β1 and α1. Are the two estimators the same? b) What is the advantage, if any, of the second model over the first?The average effect size in social psychology is around d = 0.21. Conventionally, a sample over 30individuals is considered 'large.' If we are running an experiment for which we will perform atwo-tailed test t-test and we have 30 individuals in each of the two conditions, what is ourpredicted power? (use the standard alpha)
- If you let X1, X2, X3, X4 equal the cholesterol level of a woman under the age of 50, a man under 50, a woman 50 or older, and a man 50 or older, respectively. Assuming the distribution of Xi is N(μi, σ2), i = 1, 2, 3, 4 and you test the null hypothesis H0: μ1 = μ2 = μ3 = μ4, using seven observations of each Xi, what would be the critical region for an alpha = 0.05 significance level?If the df value for a two tailed test with alpha =0.05 were to increase from df=5 to df=22,what would happen to the critical values for t?Find P(R>3|R>1). thru the given exponential random variable R with rate parameter of 0.5.
- Consider a random variable X with E[X] = 10, and X being positive. Estimate E[ln√X] using Jensen’s inequality.D.1.2 Test the hypothesis that the average content of containers of a particular lubricant is 10 liters if the contents of a random sample of 10 containers are 10.2, 9.7, 10.1, 10.3, 10.1, 9.8, 9.9, 10.4, 10.13, and 9.8 liters. Use α 0.01 level of significance and assume that the distribution of contents is normal.Suppose X1, ..., Xn have been randomly sampled from a normal distribution with mean 0 and unknown variance sigma^2, and let U = c * i=1 -> n summation (X_ i)^2 , where c is a constant. Find the value of c that minimises the Mean Squared Error (MSE)