2.Let Y₁, Y₂, Y3, Y4, Y5 and X₁, X₂, ..., X, be independent and normally distributed random samplesfrom populations with means μ₁ = 2 and μ₂ = 8 and variances ₁² = 5 and ₂² = k₁respectively. Suppose that P(X-Ỹ > 10) = 0.02275, find the value of 0₂² = k.(5)Suppose that Y. Yy and X. X. X are independent normally distributed random

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Answered: 2. Let Y₁, Y₂, Y3, Y4, Y5 and X₁, X₂,…

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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Similar questions

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?
A snack food manufacturer estimates that the variance of the number of grams of carbohydrates in servings of its tortilla chips is 1.34. A dietician is asked to test this claim and finds that a random sample of 16 servings has a variance of 1.22. At α=0.05, is there enough evidence to reject the manufacturer's claim? Assume the population is normally distributed. Complete parts (a) through (e) below.
A finance analyzer have come to the conclusion that he wants to purchase stocks from Company A, with an expected yield of E(X) = 4% and variance to the yield being V(X) = 0.49. Another stock from another Company B have an expected yield of E(Y) = 6% and variance V(Y) = 0.64. The correlation of the yield between the two stocks is p(X,Y) = 0.3. The finance analyzer wants to invest a portion p(0 < p < 1) into Company A stocks, and the rest (1 - p) into company B stocks. The combined investment have a yield of W = pX + ( 1 - p)Y. For p = 0.4, such that W = 0.4X + 0.6Y. What is the expected value and variance for W.
2) Let G and H be two independent unbiased estimators of θ. Assume that the variance of G is two times the variance of H. Find the constants a and b so that aG + bH is an unbiased estimator with the smallest possible variance for such a linear combination.
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 10.1, 9.9, 10.2, 10.3, 10.3, 9.7, 9.8, 10.5, 10.2, and 9.8 liters. Use alpha 0.01 and assume that the distribution of content is normal.
IfX1 andX2 are the means of independent random samples of sizes n1 and n2 from a normal population with the mean μ and the variance σ ^2 , show that the variance of the unbiased estimator ω·Xbar1+(1−ω)·Xbar2is a minimum whenω=n1/(n1+n2)
A snack food manufacturer estimates that the variance of the number of grams of carbohydrates in servings of its tortilla chips is 1.141.14. A dietician is asked to test this claim and finds that a random sample of 2424 servings has a variance of 0.950.95. At alpha equals 0.10α=0.10, is there enough evidence to reject the manufacturer's claim? Assume the population is normally distributed.

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