• Let X1,...,Xn iid Poisson (0) such that E(X1) = 0. Suppose that Find the level a = 0.05 LRT for testing Ho : 0 < 0.1 vs H1 :0 > 0.1
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Q: Consider a population P(t) satisfying the logistic equation dP = aP – bP2 where B = aP is dt - the…
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- For a non-homogeneous Poisson process, the intensity function is given by λ(t) = 5 if t is in (1, 2] or (3, 4]; λ(t) = 3 if t is in (0, 1] or (2, 3]. Find the probability that the number number of observed occurrences in the time period (1.5; 4] is more than 2. Round answer to 4 decimals.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 ?Let 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?
- A discrete random variable X has probability mass function X 0 1 2 3 4 P(x) 0.1 0.2 0.2 0.2 0.3 Use the inverse transform method to generate a random sample of size 1000 from the distribution of X. Construct a relative frequency table and compare with the theoretical values.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-Y2dW is normally distributed, dW has mean zero, dW has variance equal to dt. Parameter other than dw is assumed as constant. We have a representation of the geometric Brownian motion as dS/ S = µ dt + σ dW, prove µ dt + σ dW is normally distributed and find its mean and variance.
- Suppose that X is a continuous unknown all of whose values are between -5 and 5 and whose PDF, denoted f, is given by f ( x ) = c ( 25 − x^2 ) , − 5 ≤ x ≤ 5 , and where c is a positive normalizing constant. What is the expected value of X^2?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?Show that the random process X(t) =cos(2π fot + θ) Where θ is an random variable uniformly distributed in the range {0, π/2, π, π/3} is a wide sense stationary process .
- Let Y1 < Y2 < · · · < Yn be the order statistics of a random sample of size nfrom a distribution with pdf f(x) = 1, 0 < x < 1, zero elsewhere. Show that thekth order statistic Yk has a beta pdf with parameters α = k and β = n − k + 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, respectivelyIn an effort to make the distribution of income more nearly equal, the government of a country passes a tax law that changes the Lorenz curve from y = 0.98x2.1for one year to y = 0.32x2 + 0.68x for the next year. Find the Gini coefficient of income for both years. (Round your answers to three decimal places.) after before