Write the bivariate normal pdf f(x, y; θ1, θ2, θ3, θ4, θ5) in
exponential form and...
Write the bivariate normal pdf f(x, y; θ1, θ2, θ3, θ4, θ5) in
exponential form and show that Z1 = n i=1 X2 i , Z2 = n i=1 Y2 i ,
Z3 = n i=1 XiYi, Z4 = n i=1 Xi, and Z5 = n i=1 Yi are joint
sufficient statistics for θ1, θ2, θ3, θ4, and θ5.
Suppose the random variables X and Y form a bivariate normal
distribution. You are given that E[X] = 3, E[Y ] = −2, σX = 4, and
σY = 3. Find the probability that X and Y are within 3 of each
other under the following additional assumptions:
(a) Corr(X, Y ) = 0
(b) Corr(X, Y ) = −0.6
Let X be a exponential random variable with pdf f(x) = λe−λx for
x > 0, and cumulative distribution function F(x).
(a) Show that F(x) = 1−e −λx for x > 0, and show that this
function satisfies the requirements of a cdf (state what these are,
and show that they are met). [4 marks]
(b) Draw f(x) and F(x) in separate graphs. Define, and identify
F(x) in the graph of f(x), and vice versa. [Hint: write the
mathematical relationships,...
Given below is a bivariate distribution for the random variables
x and y.
f(x,
y)
x
y
0.3
50
80
0.2
30
50
0.5
40
60
(a)
Compute the expected value and the variance for x and
y.
E(x)
=
E(y)
=
Var(x)
=
Var(y)
=
(b)
Develop a probability distribution for
x + y.
x + y
f(x +
y)
130
80
100
(c)
Using the result of part (b), compute
E(x +
y)
and
Var(x +
y).
E(x...
2. Let X be exponential with rate lambda. What is the pdf of Y =
X^0.5? How about Y = X^3? Contrast the complexity of this result to
transformation of a discrete random variable.
The random variable Y has an exponential distribution with
probability density function (pdf)
as follows:
f(y) = λe−λy, y >0
= 0, otherwise
(i) Showing your workings, find P (Y > s|Y > t), for s ≥
t. [3]
(ii) Derive an expression for the conditional pdf of Y ,
conditional on that Y ≤ 200. [3]
N(t) is a Poisson process with rate λ
(iii) Find an expression for the Cumulative Distribution
Function (CDF) of the waiting time until...
The joint PDF of X and Y is given by f(x, y) = C, (0<
x<y<1).
a) Determine the value of C
b) Determine the marginal distribution of X and compute E(X) and
Var(X)
c) Determine the marginal distribution of Y and compute E(Y) and
Var(Y)
d) Compute the correlation coefficient between X and Y
Let X and Y have the joint pdf f(x, y) = 8xy, 0 ≤ x ≤ y ≤ 1. (i)
Find the conditional means of X given Y, and Y given X. (ii) Find
the conditional variance of X given Y. (iii) Find the correlation
coefficient between X and Y.
Suppose that X1,X2,...,Xn form a random sample from a uniform
distribution on the interval [θ1,θ2], where (−∞ < θ1 < θ2
< ∞). Find MME for both θ1 and θ2.
3. (Not Bayesian) Let Y have pdf fY (y, θ) =
2(θ − y)/θ2
if 0 < y < θ
0 otherwise . You are
going to construct a confidence interval for θ based on a single
observation Y .
(a) Show that Y/θ is pivotal quantity.
(b) Suppose Y = 6. Find (numerically) a 10% confidence interval for
θ .
A joint pdf is defined as f(x) =cxy for x in [1,2] and y in
[4,5]
(a) What is the value of the constant c?
(b) Are X and Y independent? Explain.
(c) What is the covariance oc X and Y? i.e. Cov(X ,Y)