a. Find the moment-generating function of Y = X₁ + X₂ + ... + X₁. b. What is the distribution of the random variable Y?
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- If X is exponentially distributed with parameter λ and Y is uniformly distributed on the interval [a, b], what is the moment generating function of X + 2Y ?If we let RX(t) = ln MX(t), show that R X(0) = μ and RX(0) = σ2. Also, use these results to find the mean and the variance of a random variable X having the moment-generating function MX(t) = e4(et−1)Let X1, . . . , Xn be iid with pdf f(x) = 1 x √ 2πθ2 e − (log(x)−θ1) 2 2θ2 , −∞ < x < ∞, and unknown parameters θ1 and θ2. Find the maximum likelihood estimators for θ1 and θ2, respectively
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- I need helping finding the Jeffreys’ prior for the parameter alpha of the Maxwell distribution and then finding a transformation of this parameter in which the corresponding prior is uniform.Let X1 ... Xn i.i.d random variables with Xi ~ U(0,1). Find the pdf of Q = X1, X2, ... ,Xn. Note that first that -log(Xi) follows exponential distribuition.Consider the time series xt = β1 + β2t + wt, where β1 and β2 are known constants and wt is a white noise process with variance σ2 w. (a) Determine whether xt is stationary. (b) Show that the process yt = xt − xt−1 is stationary. (c) Show that the mean of the moving average vt = 1 2q + 1 q j=−q xt−j is β1 + β2t, and give a simplified expression for the autocovariance function.