(a) Is X a complete sufficient statistic?
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- Suppose the random variable y is a function of several independent random variables, say x1,x2,...,xn. On first order approximation, which of the following is TRUE in general?7 Let X1,...Xn be iid Normal( θ+ c, σ^2), where c and σ ^2 are known constants (i.e., E(Xi) = θ + c). Find a sufficient statistic forθ then obtain the minimum-variance unbiased estimator for θ.1.- A study conducted in the automotive field states that more than 40% of vehicle engine failures are due to problems in the cooling system. To test this statement, a study is carried out on 70 vehicles and the critical region is defined as x < 26, where x is the number of vehicle engines that have problems in the cooling system. (use the normal approximation)a) Evaluate the probability of making a type I error, assuming that p = 0.4.b) Evaluate the probability of committing a type II error, for the alternative p = 0.3.
- Let X1, X2, . . . , Xn be iid from distribution: f(x; θ) = 2x/θ^2 , 0 < x < θ (a) Find a sufficient statistic for θ. (b) Is it minimal?Let X1, X2, ... Xn random variables be independent random variables with a Poisson distribution whose parameters are l1, l2, ... ln, respectively. Which of the following is the moment generating function of the random variable Z defined as (the little image)?1. Define a random variable X as the proportion of time that a student spends on a certain test. Research suggests that the pdf of x is f(x) = (θ + 1)xθ , 0 ≤ x ≤ 1. For the parameter θ, we know θ > −1, but its exact value is still unknown. To estimate the parameter, a random sample of 10 students is obtained, and their proportions of time are: 0.92, 0.79, 0.90, 0.65, 0.86, 0.47, 0.73, 0.97, 0.94, 0.77. Find the Maximum Likelihood Estimator (MLE) of θ.
- 2) The time between successive customers coming to the market is assumed to have Exponential distribution with parameter l. a) If X1, X2, . . . , Xn are the times, in minutes, between successive customers selected randomly, estimate the parameter of the distribution. b) b) The randomly selected 12 times between successive customers are found as 1.8, 1.2, 0.8, 1.4, 1.2, 0.9, 0.6, 1.2, 1.2, 0.8, 1.5, and 0.6 mins. Estimate the mean time between successive customers, and write down the distribution function. c) In order to estimate the distribution parameter with 0.3 error and 4% risk, find the minimum sample size.(b)A random variable is defined as 172⁄(3X+1); X = 0 ,1,2,3,4,5,6. Construct the PDF of X, and comment analytically onthe variability of the given computed var(X).A simple random sample X1, …, Xn is drawn from a population, and the quantities ln X1, …, ln Xn are plotted on a normal probability plot. The points approximately follow a straight line. True or false: a) X1, …, Xn come from a population that is approximately lognormal. b) X1, …, Xn come from a population that is approximately normal. c) ln X1, …, ln Xn come from a population that is approximately lognormal. d) ln X1, …, ln Xn come from a population that is approximately normal.
- 13) Random variables X and Y have joint pdf fXY={4xy, 0≤x≤1, 0≤y≤1fXY={4xy, 0≤x≤1, 0≤y≤1 Find Correlation and CovarianceSuppose that three random variables X1, X2, X3 form a random sample from the uniform distribution on interval [0, 1]. Determine the value of E[(X1-2X2+X3)2]If X is a continuous random variable with X ∼ Uniform([0, 2]), what is E[X^3]?