Let Z be a discrete random variable with E(Z) =0. Does it necessarily follow that EC 7³ ) = 0 ? If yes give a proof; if nogice a Counter example.
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- Let X1,...,Xn be iid exponential(θ) random variables. Derive the LRT of H0 : θ = θ0 versus Ha : θ 6= θ0. Determine an approximate critical value for a size-α test using the large sample approximation.Given that the discrete random variables X has probability mass function, Pr(X=x)= (x/6 where x=1,2,3) 0 elsewhere, Describe and graph its cumulative distribution function,F(x)Consider a random variable X with E[X] = 10, and X being positive. Estimate E[ln square root(X)] using Jensen’s inequality.
- Let Y be a discrete random variable. Let c be a constant. PROVE Var (Y) = E (Y2) - E (Y)2If X1, X2, ... , Xn constitute a random sample of size nfrom a geometric population, show that Y = X1 + X2 +···+ Xn is a sufficient estimator of the parameter θ.A masking tape manufacturer expects 0.04 flaws per meter of tape, on average. The Poisson assumptions hold. Find the probability of exactly 1 flaw in 0.1 meters of tape. 0.0138 0.0289 0.0103 0.0221 0.0040
- If X1, X2, and X3 constitute a random sample of sizen = 3 from a Bernoulli population, show that Y =X1 + 2X2 + X3 is not a sufficient estimator of θ. (Hint:Consider special values of X1, X2, and X3.)Let X1,X2,... be a sequence of identically distributed random variables with E|X1|<∞ and let Yn = n−1max1≤i≤n|Xi|. Show that limnE(Yn) = 0If X is a continuous random variable, then we know P(a≤x≤b) is equal to the area under PDF curve between a and b. So, if k is some particluar value of X, then what is the value of P(X=k)