dt" It=0 Exercise 4. Show that if X is a normal random variable, then the parameters u and o? in Equation (26) are indeed the expected value and variance of X, respectively, by applying Theorem 11 to the MGF of the normal distribution, which is given by Equation (27). 10
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- Suppose that the number of drivers who travel between a particular origin and destination during a designated time period has a Poisson distribution with parameter μ = 20 (suggested in article "Dynamic Ride Sharing: Theory and Practice," J. of Transp. Engr., 1997: 308-312). What is the probability that the number of drivers will: (i) Be at most 10? (ii) Exceed 20? (iii) Be between 10 and 20, inclusive? (iv) Be strictly between 10 and 20?If X, Y are normally distributed independent random variables, then show that W = 2X - Y is normally distributed. Do not use moment generating function, only use convolution formula.If X is a random variable having the standard normaldistribution and Y = X2, show that cov(X, Y) = 0 eventhough X and Y are evidently not independent.
- The number of passengers willing to travel with a certain train is as- sumed to be a Poisson variabel with parameter µ = 300. How many seats should the train have if the probability for an over-booked train should be at most 1%?Assume that the variables Y1, Y2,... in a compound Poisson process have Bernoulli distribution with parameter p . Show that the process reduces to the Poisson process of parameter λp.Let X1, ..., Xn be a sample from an Poisson population with parameter λ.(a) Find the maximum likelihood estimator for λ.(b) Is the estimator unbiased?(c) Is the estimator consistent?
- Suppose that the lifetime, X, and brightness, Y, of a light bulb are modeled as continuous random variables. Let their joint pdf be given by:f(x,y)=λ_1λ_2e^{-λ_1x-λ_2y},x,y>0 •Are lifetime and brightness independent?•Are lifetime and brightness uncorrelated?Let Mx, y be the moment generating function of random variables that are not independent of X and Y. Which of the following / which are not the properties of the function Mx, y?If X1 and X2 constitute a random sample of size n = 2from a Poisson population, show that the mean of thesample is a sufficient estimator of the parameter λ.
- 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?Suppose that X1, . . . , Xn is a random sample from the Normal distribution N (0, σ2 ) with parameter σ > 0, Find the Maximum Likelihood Estimation of σ.X is an poisson random variable with parameter λ = 4 Calculate P {X ≤ 3}