ii) Find the mean and variance of the statistic T = Σ117,7
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- Suppose that the random variables X1,...,Xn form a random sample of size n from the uniform distribution on the interval [0, 1]. Let Y1 = min{X1,. . .,Xn}, and let Yn = max{X1,...,Xn}. Find E(Y1) and E(Yn).Suppose that the continuous two-dimensional random variable (X, Y ) is uniformly distributed over the square whose vertices are (1, 0), (0, 1), (−1, 0), and (0, −1). Find the Correlation Coefficient ρxyLet 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?
- Suppose that Y1, . . . , Yn is a random sample from a population whose density function isThe 4-dimensional random vector X has PDF fX(x)={1 when 0≤xi≤1, i=1,2,3,4 and 0 otherwise}. Are the for components of X independent random variables?Suppose that the random variables X, Y, Z have multivariate PDFfXYZ(x, y, z) = (x + y)e−z for 0 < x < 1, 0 < y < 1, and z > 0. Find (a) fXY(x, y), (b) fYZ(y, z), (c) fZ(z)
- 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?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-Y2Let Y1 < Y2 < Y3 be the order statistics of a random sample of size 3 froma distribution having the pdf f(x) = 2x, 0 < x < 1, zero elsewhere. Show thatZ1 = Y1/Y2, Z2 = Y2/Y3, and Z3 = Y3 are mutually independent.
- Let X1, X2 denote two independent variables, each with a x^2(2) distribution. Find the joint pdf of Y1=X1 and Y2 = X2+X1. Note that the support of Y1, Y2 is 0<y1<y2<infinity. Also, find the marginal pdf of wach Y1 and Y2. Are Y1 and Y2 independent?Let X1, ... , Xn be a random sample from Uniform(theta, theta + 1). Let theta_hat_1 = Xbar - 1/2, theta_hat_2 = X(n) - n/(n+1). Find the efficiency of theta_hat1 (type error in the image) relative to theta_hat_2Let Y1 < Y2 < Y3 < Y4 < Y5 denote the order statistics of a random sampleof size 5 from a distribution having pdf f(x) = e−x, 0 < x < ∞, zero elsewhere.Show that Z1 = Y2 and Z2 = Y4 − Y2 are independent.Hint: First find the joint pdf of Y2 and Y4.
