5.5.4. Let Y1, Y2, ..., Yn be a random sample from the uniform pdf fy(y; 0) = 1/0, 0 ≤ y ≤ 0. Compare the Cramér-Rao lower bound for fy (y; 0) with the variance of the unbiased estimator ê = "+1 Ymax. Discuss.
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- Repeat Example 5 when microphone A receives the sound 4 seconds before microphone B.Suppose that n observations are chosen at random from a continuous pdf fY(y). What is the probability that the last observation recorded will be the smallest number in the sample? I asked this question earlier today, but didn't quite understand all of the response. P(y1<=yn)p(y2<=yn) and so on was used, but shouldn't the yn be listed first in the inequality since we want to know if yn is the smallest?f X1,X2,...,Xn constitute a random sample of size n from a geometric population, show that Y = X1 + X2 + ···+ Xn is a sufficient estimator of the parameter θ.
- 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?For b there are two cases and for c I have to plug the initial data into the odeX is an exponential random variable with λ =1 and Y is a uniform random variable defined on (0, 2). If X and Y are independent, find the PDF of Z = X-Y2
- Suppose that X is a continuous unknown all of whose values are between -3 and 3 and whose PDF, denoted f , is given by f ( x ) = c ( 9 − x^2 ) , − 3 ≤ x ≤ 3 , and where c is a positive normalizing constant. What is the variance of X?1.9.5. Let a random variable $X$ of the continuous type have a pdf $f(x)$ whose graph is symmetric with respect to $x=c .$ If the mean value of $X$ exists, show that $E(X)=c$Hint: Show that $E(X-c)$ equals zero by writing $E(X-c)$ as the sum of two integrals: one from $-\infty$ to $c$ and the other from $c$ to $\infty .$ In the first, let $y=c-x$ and, in the second, $z=x-c .$ Finally, use the symmetry condition $f(c-y)=f(c+y)$ in the first.Consider a random sample X1,...,Xn (n > 2) from Beta(θ,1), where we wish to estimate the parameter θ. (a) Find the MLE θˆ and write it as a function of T = − ∑ni=1 log Xi. (b) Find the sampling distribution of T = − ∑ni=1 log Xi . (Hint: First find the distribution of Ti = − log Xi .)
- In an effort to make the distribution of income more nearly equal, the government of a country passes a tax law that changes the Lorenz curve from y = 0.98x2.1for one year to y = 0.32x2 + 0.68x for the next year. Find the Gini coefficient of income for both years. (Round your answers to three decimal places.) after beforeSuppose μ1 and μ2 are true mean stopping distances at 50 mph for cars of a certain type equipped with two different types of braking systems. The data follows: m = 8, x = 114.6, s1 = 5.03, n = 8, y = 129.3, and s2 = 5.38. Calculate a 95% CI for the difference between true average stopping distances for cars equipped with system 1 and cars equipped with system 2. (Round your answers to two decimal places.) ,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