(a) Mn+1=1+(1-2/M)μn. (b) Use (a) to prove that M Pa = 7/7+ Mn 2 2 M (M7²)" (EIXO) - 4/1) 2
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![54. Consider the Ehrenfest urn model in which M molecules are distributed be-
tween two urns, and at each time point one of the molecules is chosen at
random and is then removed from its urn and placed in the other one. Let
Xn denote the number of molecules in urn 1 after the nth switch and let
Mn = E[X₂]. Show that
(a) Mn+1=1+ (1 – 2/Μ)μη·
(b) Use (a) to prove that
Mn =
n
M
4/1 + (M = ²)" (E[Xo] - M1)
쓸)
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- 1 Suppose that X is a stochastic process with dynamics dXt = µdt +σdWt , where W is a P-Brownian motion. The drift µ and the volatility σ are both constants. Find if there is a measure Q such that the drift of process X under Q is η(∈ R) instead of µ.a man is investigating the populaion of bear in two areas. Area 1 and Area 2. He expect the number of bear to be X and Y in area 1 and area 2 to be Poisson- distributeted. He expect the number og bear to be λ1 = 3 in area 1 and λ2 = 5 in area 2. Find P(X = 2) and P(X ≥3) and find an approximate value expression for P(X = Y)The article “n-Nonane Hydroconversion on Ni and Pt Containing HMFI, HMOR and HBEA” (G. Kinger and H. Vinek, Applied Catalysis A: General, 2002:139–149) presents hydroconversion rates (in μmol/g · s) of n-nonane over both HMFI and HBEA catalysts. The results are as follows: HMFI: 0.43 0.93 1.91 2.56 3.72 6.19 11.00 HBEA: 0.73 1.12 1.24 2.93 Can you conclude that the mean rate differs between the two catalysts?
- In the production of synthetic motor lubricant from coal, a new catalyst has been discovered that seems to affect the viscosity index of the lubricant. In an experiment consisting of 23 production runs, 11 used the new catalyst and 12 did not. After each production run, the viscosity index of the lubricant was determined to be as follows. With catalyst 4.0 4.4 2.6 1.2 3.9 4.2 2.8 3.2 4.1 2.1 1.6 Without catalyst 3.3 2.3 3.7 3.0 4.3 2.7 4.5 1.5 3.6 2.5 2.2 3.4 The two samples are independent. Use a 0.01 level of significance to test the null hypothesis that the viscosity index is unchanged by the catalyst against the alternate hypothesis that the viscosity index has changed. 1.) Find the sample test statistic. (Use 2 decimal places.)2.) For the sign test, rank-sum test, and Spearman correlation coefficient test, find the P-value of the sample test statistic. For the runs test of randomness, find the critical values from Table 10 of Appendix II. (Use 4 decimal places.)Let X1,...Xn be iid Poisson(λ1) and Y1,...,Ym be iid Poisson(λ2). Write out the GLRT for testing H0: λ1 = λ2 versus Ha: λ1 ≠ λ2.If the alleles A and B of the cystic fibrosis gene occur in a population with frequencies p and 1 - p (where pis between 0 and 1), then the frequency of heterozygous carriers (carriers with both alleles) is 2p(l - p). Which value of p gives the largest frequency of heterozygous carriers?
- If X1, X2, ... , Xn constitute a random sample of size n from an exponential population, show that X is a consis-tent estimator of the parameter θ.Give a clear and detailed solution of the intergral of e^-ct/m 2)An ecologist is considering two different positions in which to setup his solar energy collector. He takes two identical collector places one in each of the positions and measure the energy in at collected as 10 consecutive days. Days 1 2 3 4 5 6 7 8 9 10 Position X 2.6 5.4 3.2 5.0 4.3 2.7 2.6 3.9 6.0 1.6 POSITION y 2.8 5.1 3.1 6.0 4.6 3.2 2.9 4.5 6.2 2.2 Test whether the difference of mean is significance ? what will be the answer
- Resistors labeled as 100 Ω are purchased from two different vendors. The specification for this type of resistor is that its actual resistance be within 5% of its labeled resistance. In a sample of 180 resistors from vendor A, 150 of them met the specification. In a sample of 270 resistors purchased from vendor B, 233 of them met the specification. Vendor A is the current supplier, but if the data demonstrate convincingly that a greater proportion of the resistors from vendor B meet the specification, a change will be made. a) State the appropriate null and alternate hypotheses. b) Find the P-value. c) Should a change be made?Resistors labeled as 100 Ω are purchased from two different vendors. The specification for this type of resistor is that its actual resistance be within 5% of its labeled resistance. In a sample of 180 resistors from vendor A, 149 of them met the specification. In a sample of 270 resistors purchased from vendor B, 233 of them met the specification. Vendor A is the current supplier, but if the data demonstrate convincingly that a greater proportion of the resistors from vendor B meet the specification, a change will be made. P-value?You may use homogenous, exact/inexact, linear, Bernoulli, or second order reducible to first order