Suppose that three random variables x,„X,„X, fom a random sample from the uniform distribution on the interval [0,2], and they are independent. Determine the value of Е(2X, —3х, +х, -4). Var(2X, —3х, +х, —4) and E(2х, -зх, +х, —4)*|
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- Suppose that three random variables X1, X2, X3 form a random sample from the uniform distribution on interval [0, 1]. Determine the value of E[(X1-2X2+X3)2]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 X1, . . . , Xn form a random sample from the uniform distribution on the interval [θ1, θ2], where both θ1 and θ2 are unknown (−∞ < θ1 < θ2 < ∞). Find the MOM estimates of θ1 and θ2.
- 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 the distribution of some random variable X is modeled as Negative binomial with parameters, p and r, where p is the probability of success and r is the total number of success over the trials. Find the method of moment (MM) estimators for (p,r), in closed algebraic form expressions based on a random sample of size n, X1, X2,...,Xn.Suppose that X1,X2,...,X200 is a set of independent and identically distributed Gamma random variables with parameters α = 4,λ = 3. Describe the normal distribution that would correspond to the sum of those 200 random variables if the Central Limit Theorem holds.
- Let X1, X2, ..., Xn be independent and identically distributed random variables, X ∼ Exp(λ). Show that the sum X1 + X2 + · · · + Xn is Γ(n, λ) distributed.A poisson random variables has f(x,3)= 3x e-3÷x! ,x= 0,1.......,∞. find the probabilities for X=0 1 2 3 4 and also find mean and variance from f(x,3).?Suppose a random variable Y uniformly distributed over the interval [2, 7]. 1. What is f(y)?
- Suppose Y is a continuous random variable drawn from the uniform distributionon the interval [3, 4], that is, Y ∼ Uniform([3, 4]). Conditioned on Y = y, a second randomvariable X is drawn from the uniform distribution on the interval [0, y]. What is fX(x), thepdf of X?Let X1, X2, X3 and X4 be exponential(1) random variables. Find the joint distribution of X1/(X1+X2+X3+X4) and (X1+X2)/(X1+X2+X3+X4) and (X1+X2+X3)/(X1+X2+X3+X4) using Jacobian method?Suppose that Z1, Z2, . . . , Zn are statistically independent random variables. Define Y as the sum of squares of these random variables