The random variables X, X2,..., Xn are independent and identically distributed random vari- ables with common probability density function (pdf) Sx (=) = { o, z4 (0,1). y?-1, x € (0, 1), x¢ (0, 1), fx (x) = { where y 0

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
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ISBN:9780079039897
Author:Carter
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Chapter10: Statistics
Section10.1: Measures Of Center
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Need sol of b part only. Within 20 minutes.
Question 2 (
The random variables X, X2,..., Xn are independent and identically distributed random vari-
ables with common probability density function (pdf)
fx (x) = { v, x € (0, 1),
0,
x ¢ (0, 1),
where y> 0.
Note: You may use the fact that - log X;, i = 1, ...,n, follow an exponential distribution with
mean 1/y.
(a) Show that - , log , is a sufficient statistic for y.
(b) Show that -yElog X; is a pivotal quantity and that a 100(1-a)% confidence interval
for y is of the form
a
E log X;' - , log X:
where a and b are some constants.
Transcribed Image Text:Question 2 ( The random variables X, X2,..., Xn are independent and identically distributed random vari- ables with common probability density function (pdf) fx (x) = { v, x € (0, 1), 0, x ¢ (0, 1), where y> 0. Note: You may use the fact that - log X;, i = 1, ...,n, follow an exponential distribution with mean 1/y. (a) Show that - , log , is a sufficient statistic for y. (b) Show that -yElog X; is a pivotal quantity and that a 100(1-a)% confidence interval for y is of the form a E log X;' - , log X: where a and b are some constants.
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