Concept explainers
When X1, X2,…, Xn are independent Poisson variables, each with parameter μ. and n is large, the sample mean
has approximately a standard normal distribution. For testing H0: μ = μ0, we can replace μ by μ0 in the equation for Z to obtain a test statistic. This statistic is actually preferred to the large-sample statistic with denominator
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Probability and Statistics for Engineering and the Sciences
- 1. Consider the Gaussian distribution N (m, σ2).(a) Show that the pdf integrates to 1.(b) Show that the mean is m and the variance is σ.arrow_forwardConsider 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…arrow_forwardIf we let RX(t) = ln MX(t), show that R X(0) = μ and RX(0) = σ2. Also, use these results to find the mean and the variance of a random variable X having the moment-generating function MX(t) = e4(et−1)arrow_forward
- LetX1,X2,...,Xn be a sequence of independent and identically distributed random variables having the Exponential(λ) distribution,λ >0, fXi(x) ={λe−λx, x >0 0, otherwise Define the random variable Y=X1+X2+···+Xn. Find E(Y),Var(Y)and the moment generating function ofY.arrow_forwardIf two random variables X and Y are independent with marginal pdfs fx(x)= 2x, 0≤x≤1 and fy(y)= 1, 0≤y≤1 Calculate P(Y/X>2)arrow_forwardX is normally distributed with standarddeviation of 2 and a mean of 10. solve for x(a) P(X > x) = 0.95 (b) P(x < X < 10) = 0.2 (c) P(-x < X - 10 < x) = 0.95arrow_forward
- 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.arrow_forwardFor an exponential random variable (X) having θ = 4 and pdf given by: f(x) = (1/θ)e^(−x/θ ) where x ≥ 0, compute the following: a) E(X). b) Var(X). c) P(X > 3).arrow_forwardConsider the following two formulations of the bivariate PRF, where ui and εi are both mean-0 stochastic disturbances (i.e random errors): yi = β0 + β1xi + u yi = α0 + α1(xi − x¯) + ϵ a) Write the OLS estimators of β1 and α1. Are the two estimators the same? b) What is the advantage, if any, of the second model over the first?arrow_forward
- 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.arrow_forwardIf the probability density of X is given by f(x) =kx3(1 + 2x)6 for x > 00 elsewhere where k is an appropriate constant, find the probabilitydensity of the random variable Y = 2X 1 + 2X . Identify thedistribution of Y, and thus determine the value of k.arrow_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
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