7.5.5. Let X be a random variable with the pdf of a regular case of the exponential class, given by f(x; 0) = exp[0K(x) + H(x) + q(0)], a < x
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![7.5.5. Let X be a random variable with the pdf of a regular case of the exponential
class, given by f(x; 0) = exp[0K(x) + H(x) + q(0)], a < x <b, y < 0 < 6. Show
that E[K(X)] = -q'(0)/p'(0), provided these derivatives exist, by differentiating
both members of the equality
[*exp|p(0)K(x) + H(2) + q(0)] dx = 1
with respect to 0. By a second differentiation, find the variance of K(X).](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F32f77ee0-291c-46d0-b315-80fb2fd096d8%2Fca96e9c0-0d42-4055-8646-f7881076b7d7%2F4sg1pef_processed.jpeg&w=3840&q=75)
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- 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.If X1 and X2 constitute a random sample of size n = 2from an exponential population, find the efficiency of 2Y1relative to X, where Y1 is the first order statistic and 2Y1and X are both unbiased estimators of the parameterSuppose 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?
- X 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-Y2The time for the first widget to be manufactured each morning is random between 1 and 3 seconds with a pdf of f(x)=1/162(x-3)^2(x+6) for 0 < x < 6What is the cumulative distribution function, F(x)? What is the probability of a widget being made earlier than 4 s?Answer to four decimal places What is the probability of a widget being made later than 1.3 s?Answer to four decimal placesConsider 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 .)
- 1. Let X have a gamma distribution with α > 1. Show thatE [1/X] = 1/[θ*(α −1)]10 Suppose that X is a continuous random variable with pdf given by X(x) =cxα−1e−(x/β)α for x≥0, where α >0,β >0 are some parameters of the distribution, and c is a constant. (a) Find the value of c such that fX is a valid pdf.(b) Find the cdf and the quantile function of X.(c) Ifα= 2 andβ= 4, calculate P(X <1) and find the quartiles of X.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?
- 9.1) Suppose X1, X2, and X3, denotes a random sample from the exponential distribution with density function shown in the image. a) Which of the above estimators are unbiased for θ? b) Among the unbiased estimators of θ, which has the smallest variance?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?Let X be an exponential random variable with standard deviation σ. FindP(|X − E(X)| > kσ ) for k = 2, 3, 4, and compare the results to the boundsfrom Chebyshev’s inequality.