Question 7. Generalized Neyman-Pearson Lemma. Let fo(x), f1(x), · ‚ ƒk(x) be k + 1 probability density functions. Let 0 be a test function of the form 1, k j=1 0(x) = (x), 0, if fo(x)>ajf; (x) if fo(x) =Σajf; (x) if_fo(x) < Σ½³±1 αjƒ¡(x) where a; 0 for j = 1, .. ,k. Show that 0 maximizes among all , 0 ≤ ≤ 1, such that Solution: 2)f(x)dz (x)dx [ ø(x)f;(x)dr ≤ [ Þ(x)ƒ,(x)dx, j = 1, 2,..., k
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- Repeat Example 5 when microphone A receives the sound 4 seconds before microphone B.QUESTION 10 Suppose f(x) = 1/4 over the range a ≤ x ≤ b, and suppose P(X > 4) = 1/2. What are the values for a and b? a. 2 and 6 b. Cannot answer with the information given. c. 0 and 4 d. Can be any range of x values whose length (b − a) equals 4. QUESTION 11 The probability density function, f(x), for any continuous random variable X, represents: a. all possible values that X will assume within some interval a ≤ x ≤ b. b. the probability that X takes on a specific value x. c. the height of the density function at x. d. None of these choices. QUESTION 12 Which of the following is true about f(x) when X has a uniform distribution over the interval [a, b]? a. The values of f(x) are different for various values of the random variable X. b. f(x) equals one for each possible value of X. c. f(x) equals one divided by the length of the interval from a to b.…QUESTION 5 The decision rule for a Wilcoxon signed-rank test is always to reject H0 if W is greater than or equal to the critical value. True False
- Problem 1. A continuous random variable X is defined by f(x)=(3+x)^2/16 -3 ≤ x ≤ -1 =(6-2x^2)/16 -1 ≤ x ≤ 1 =(3-x^2)/16 -1 ≤ x ≤ 3 a)Verify that f(x) is density. b)Find the Mean1..Consider that a game involves the spinning of a dial which is not fair. As the dial is not fair, after spinning it is more likely to point in any particular direction than another. Suppose that the movement of a dial, X, can be modelled by the following probabilityfunction f(x) = A sin x; 0 ≤ x ≤ π. (i) Determine the value of A so that f(x) is a pdf (ii) Calculate E(X) and Var(X).1) Let X1, X2, ..., Xn be a sample of n units from a population with a probability density function f (x I θ)=θxθ-1 , 0<x<1, θ>0 . According to this: Find the estimator of moments for the parameter θ.
- QUESTION 2 Delta Airlines quotes a flight time of 4 hours, 3 minutes for a particular flight. Suppose we believe that actual flight times are uniformly distributed between 4 hours and 4 hours, 12 minutes. (a) Show the graph of the probability density function for flight time. The graph has a shaded area. The horizontal axis is labeled: x with the title: Flight Time in Minutes and has tickmarks labeled: 234, 240, 246, 252. The vertical axis is labeled: f(x), and has tickmarks labeled: 1/12, 1/6, 1/4. The shaded area is the region bounded by the horizontal axis and the following line segments. A 1/12 unit long vertical line segment begins at 240 on the horizontal axis. A 1/12 unit long vertical line segment begins at 252 on the horizontal axis. A 12 unit long horizontal line segment begins at the tickmark labeled 240 on the horizontal axis and the tickmark labeled 1/12 on the vertical axis. This line segment connects the two vertical line segments. The graph has a shaded…13) Random variables X and Y have joint pdf fXY={4xy, 0≤x≤1, 0≤y≤1fXY={4xy, 0≤x≤1, 0≤y≤1 Find Correlation and CovarianceQuestion 1.2 Consider the function f (x) = (1/24(x^2 +1) 1 < or = x < or = 4) = (0 otherwise) Calculate P (x = 3) Calculate P (2 < or = x < or = 3) Question 1.3 Consider the function f (x) = (k - x/4 1 < or = x < or = 3) = (0 otherwise) which is being used as a probability density function for a continuous random variable x? a. Find the value of K b. Find P (x < or = 2.5)
- 1.9.5. Let a random variable $X$ of the continuous type have a pdf $f(x)$ whose graph is symmetric with respect to $x=c .$ If the mean value of $X$ exists, show that $E(X)=c$Hint: Show that $E(X-c)$ equals zero by writing $E(X-c)$ as the sum of two integrals: one from $-\infty$ to $c$ and the other from $c$ to $\infty .$ In the first, let $y=c-x$ and, in the second, $z=x-c .$ Finally, use the symmetry condition $f(c-y)=f(c+y)$ in the first.A simple random sample X1, …, Xn is drawn from a population, and the quantities ln X1, …, ln Xn are plotted on a normal probability plot. The points approximately follow a straight line. True or false: a) X1, …, Xn come from a population that is approximately lognormal. b) X1, …, Xn come from a population that is approximately normal. c) ln X1, …, ln Xn come from a population that is approximately lognormal. d) ln X1, …, ln Xn come from a population that is approximately normal.10 Suppose that X is a continuous random variable with pdf given by X(x) =cxα−1e−(x/β)α for x≥0, where α >0,β >0 are some parameters of the distribution, and c is a constant. (a) Find the value of c such that fX is a valid pdf.(b) Find the cdf and the quantile function of X.(c) Ifα= 2 andβ= 4, calculate P(X <1) and find the quartiles of X.
