Mathematical Statistics with Applications
7th Edition
ISBN: 9780495110811
Author: Dennis Wackerly, William Mendenhall, Richard L. Scheaffer
Publisher: Cengage Learning
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Chapter 7.3, Problem 58E
To determine
Prove that
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Consider a real random variable X with zero mean and variance σ2X . Suppose that wecannot directly observe X, but instead we can observe Yt := X + Wt, t ∈ [0, T ], where T > 0 and{Wt : t ∈ R} is a WSS process with zero mean and correlation function RW , uncorrelated with X.Further suppose that we use the following linear estimator to estimate X based on {Yt : t ∈ [0, T ]}:ˆXT =Z T0h(T − θ)Yθ dθ,i.e., we pass the process {Yt} through a causal LTI filter with impulse response h and sample theoutput at time T . We wish to design h to minimize the mean-squared error of the estimate.a. Use the orthogonality principle to write down a necessary and sufficient condition for theoptimal h. (The condition involves h, T , X, {Yt : t ∈ [0, T ]}, ˆXT , etc.)b. Use part a to derive a condition involving the optimal h that has the following form: for allτ ∈ [0, T ],a =Z T0h(θ)(b + c(τ − θ)) dθ,where a and b are constants and c is some function. (You must find a, b, and c in terms ofthe information…
Let X1, X2 be two independent random variables with the same mean EXi = µ andpossibly different variances Var(Xi) = σ2i (sigma squared i), i = 1, 2. Consider the weighted average Y =λX1 + (1 − λ)X2 where λ is a constant.(a) Compute EY and Var(Y )(b) Find the λ in terms of σ2i (sigma squared i) , i = 1, 2 that minimizes Var(Y ).
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]
Chapter 7 Solutions
Mathematical Statistics with Applications
Ch. 7.2 - Refer to Example 7.2. The amount of fill dispensed...Ch. 7.2 - Refer to Exercise 7.9. Assume now that the amount...Ch. 7.2 - A forester studying the effects of fertilization...Ch. 7.2 - Suppose the forester in Exercise 7.11 would like...Ch. 7.2 - The Environmental Protection Agency is concerned...Ch. 7.2 - If in Exercise 7.13 we want the sample mean to...Ch. 7.2 - Suppose that X1, X2,Xm and Y1, Y2,Yn are...Ch. 7.2 - Referring to Exercise 7.13, suppose that the...Ch. 7.2 - Applet Exercise Refer to Example 7.4. Use the...Ch. 7.2 - Applet Exercise Refer to Example 7.5. If 2 = 1 and...
Ch. 7.2 - Ammeters produced by a manufacturer are marketed...Ch. 7.2 - a If U has a 2 distribution with v df, find E(U)...Ch. 7.2 - Refer to Exercise 7.13. Suppose that n = 20...Ch. 7.2 - Prob. 22ECh. 7.2 - Applet Exercise a Use the applet Chi-Square...Ch. 7.2 - Applet Exercise Refer to Example 7.6. Suppose that...Ch. 7.2 - Applet Exercise Suppose that T is a t-distributed...Ch. 7.2 - Refer to Exercise 7.11. Suppose that in the forest...Ch. 7.2 - Applet Exercise Refer to Example 7.7. If we take...Ch. 7.2 - Applet Exercise Suppose that Y has an F...Ch. 7.2 - If Y is a random variable that has an F...Ch. 7.2 - Suppose that Z has a standard normal distribution...Ch. 7.2 - a Use Table 7, Appendix 3, to find F.01 for...Ch. 7.2 - Applet Exercise a Find t.05 for a t-distributed...Ch. 7.2 - Prob. 33ECh. 7.2 - Suppose that W1 and W2 are independent...Ch. 7.2 - Prob. 35ECh. 7.2 - Let S12 denote the sample variance for a random...Ch. 7.2 - Let Y1, Y2,,Y5 be a random sample of size 5 from a...Ch. 7.2 - Suppose that Y1, Y2,,Y5, Y6, Y,W, and U are as...Ch. 7.2 - Prob. 39ECh. 7.3 - The fracture strength of tempered glass averages...Ch. 7.3 - An anthropologist wishes to estimate the average...Ch. 7.3 - Suppose that the anthropologist of Exercise 7.43...Ch. 7.3 - Workers employed in a large service industry have...Ch. 7.3 - The acidity of soils is measured by a quantity...Ch. 7.3 - Prob. 47ECh. 7.3 - Prob. 48ECh. 7.3 - The length of time required for the periodic...Ch. 7.3 - Shear strength measurements for spot welds have...Ch. 7.3 - Refer to Exercise 7.50. If the standard deviation...Ch. 7.3 - Resistors to be used in a circuit have average...Ch. 7.3 - One-hour carbon monoxide concentrations in air...Ch. 7.3 - Unaltered bitumens, as commonly found in leadzinc...Ch. 7.3 - The downtime per day for a computing facility has...Ch. 7.3 - Prob. 56ECh. 7.3 - Twenty-five heat lamps are connected in a...Ch. 7.3 - Prob. 58ECh. 7.3 - Prob. 59ECh. 7.3 - Prob. 60ECh. 7.3 - Refer to Exercise 7.60. Suppose that n1 = n2 = n,...Ch. 7.3 - Prob. 62ECh. 7.3 - Refer to Exercise 7.62. Find the number of...Ch. 7.5 - Applet Exercise Suppose that Y has a binomial...Ch. 7.5 - Prob. 66ECh. 7.5 - Prob. 67ECh. 7.5 - Prob. 70ECh. 7.5 - Prob. 71ECh. 7.5 - A machine is shut down for repairs if a random...Ch. 7.5 - An airline finds that 5% of the persons who make...Ch. 7.5 - According to a survey conducted by the American...Ch. 7.5 - A pollster believes that 20% of the voters in a...Ch. 7.5 - a Show that the variance of Y/n, where Y has a...Ch. 7.5 - The manager of a supermarket wants to obtain...Ch. 7.5 - If the supermarket manager (Exercise 7.77) samples...Ch. 7.5 - Suppose that a random sample of 25 items is...Ch. 7.5 - Prob. 80ECh. 7.5 - Prob. 81ECh. 7.5 - Prob. 82ECh. 7.5 - Prob. 84ECh. 7.5 - Prob. 85ECh. 7.5 - Prob. 86ECh. 7.5 - Prob. 87ECh. 7 - The efficiency (in lumens per watt) of light bulbs...Ch. 7 - Refer to Exercise 7.88. What should be the mean...Ch. 7 - Prob. 90SECh. 7 - A retail dealer sells three brands of automobiles....Ch. 7 - From each of two normal populations with identical...Ch. 7 - Prob. 93SECh. 7 - Prob. 94SECh. 7 - The coefficient of variation (CV) for a sample of...Ch. 7 - Prob. 96SECh. 7 - Prob. 97SECh. 7 - Prob. 100SECh. 7 - Prob. 101SECh. 7 - Prob. 102SECh. 7 - Prob. 103SECh. 7 - Prob. 104SECh. 7 - If the probability that a person will suffer an...
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- Let X₁,X₂,...,Xₙ denote a random sample from a distribution that is N(0,θ), where the variance θ is an unknown positive number. Show that there exists a uniformly most powerful test of size α for testing the simple hypothesis H₀ : θ = θ', where θ' is a fixed positive number.arrow_forwardSuppose 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).arrow_forwardLet X1, X2, ... , Xn be a random sample, normally distributed with mean μ and variance σ2If σ2 is unknown, find a minimum value for n to guarantee, with probability 0.90, that a 0.95 CI for μ will have length no more than σ/4arrow_forward
- Let X1...., Xn be a random sample of size n from an infinite population and assume X1 d= a + bU2 with the constants a > 0 and b > 0 unknown and U a standard uniform distributed random variable given by FU (x) := P(U ≤ x) = 0 if x ≤ 0 x if 0 < x < 1 1 if x ≥ 1 1. Compute the cdf of the random variable X1. 2. Compute E(X1) and V ar(X1). 3. Give the method of moments estimators of the unknown parameters a and b. Explain how you construct these estimators!arrow_forwardSuppose that Z1, Z2, . . . , Zn are statistically independent random variables. Define Y as the sum of squares of these random variablesarrow_forwardConsider a random variable Y with PDF Pr(Y=k)=pq^(k-1),k=1,2,3,4,5....compute for E(2Y)arrow_forward
- Let X1 and X2 be two independent random variables. Suppose each Xi is exponentially distributed with parameter λi. Let Y=Min (X1, X2). A) Find the pdf of Y. B) Find E(Y). Hint: Let Y = Min (X1, X2). 1. P[Y > c] = P[Min (X1, X2) > c] = P[X1 > c, X2 > c] 2. Obtain the pdf of Y by differentiating its cdf of Y.arrow_forwardFind the variance by calculating the first two moments of the random variable X = (- 1 / λ) ln (1-U), where U ~ U (0,1) and λ> 0.arrow_forwardLet 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.arrow_forward
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