2. Let X ~ Pois (λ) λ > 0
a. Show explicitly that this family is “very regular,” that is,
that R0,R1,R2,R3,R4 hold.
R 0 - different parameter values have different functions.
R1 - parameter space does not contain its own endpoints.
R 2. - the set of points x where f (x, λ) is not zero and should
not depend on λ .
R 3. One derivative can be found with respect to λ.
R 4. Two derivatives can...
Let ?1, ?2, ?3 be 3 independent random variables with uniform
distribution on [0, 1]. Let ?? be the ?-th smallest among {?1, ?2,
?3}. Find the variance of ?2, and the covariance between the median
?2 and the sample mean ? = 1 3 (?1 + ?2 + ?3).
Let X ∼ Normal(0, σ^2 ).
(a) Find the distribution of X^2/σ^2 . (Hint: It is a pivot
quantity.)
(b) Give an interval (L, U), where U and L are based on X, such
that P(L < σ^2 < U) = 0.95.
(c) Give an upper bound U based on X such that P(σ^2 < U) =
0.95.
(d) Give a lower bound L based on X such that P(L < σ^2 ) =
0.95
Let A = [ 0 2 0
1 0 2
0 1 0 ] .
(a) Find the eigenvalues of A and bases of the corresponding
eigenspaces.
(b) Which of the eigenspaces is a line through the origin? Write
down two vectors parallel to this line.
(c) Find a plane W ⊂ R 3 such that for any w ∈ W one has Aw ∈ W
, or explain why such a plain does not exist.
(d) Write down explicitly...
Let X be a continuous random variable that has a uniform
distribution between 0 and 2 and let the cumulative distribution
function F(x) = 0.5x if x is between 0 and 2 and let F(x) = 0 if x
is not between 0 and 2. Compute
1. the probability that X is between 1.4 and 1.8
2. the probability that X is less than 1.2
3. the probability that X is more than 0.8
4. the expected value of X...
Let A = 0 2 0
1 0 2
0 1 0 .
(a) Find the eigenvalues of A and bases of the corresponding
eigenspaces.
(b) Which of the eigenspaces is a line through the origin? Write
down two vectors parallel to this line.
(c) Find a plane W ⊂ R 3 such that for any w ∈ W one has Aw ∈ W
, or explain why such a plain does not exist.
(d) Write down explicitly a diagonalizing...
Let A = 0 2 0
1 0 2
0 1 0 .
(a) Find the eigenvalues of A and bases of the corresponding
eigenspaces.
(b) Which of the eigenspaces is a line through the origin? Write
down two vectors parallel to this line.
(c) Find a plane W ⊂ R 3 such that for any w ∈ W one has Aw ∈ W
, or explain why such a plain does not exist.
(d) Write down explicitly a diagonalizing...
(2) Let ωn := e2πi/n for n = 2,3,....
(a) Show that the n’th roots of unity (i.e. the solutions to zn
= 1) are
ωnk fork=0,1,...,n−1.
(b) Show that these sum to zero, i.e.
1+ω +ω2 +···+ωn−1 =0.nnn
(c) Let z◦ = r◦eiθ◦ be a given non-zero complex number. Show
that the n’th roots of z◦ are
c◦ωnk fork=0,1,...,n−1 where c◦ := √n r◦eiθ◦/n.
2. Let ?1, ?2, ?3 be 3 independent random variables with uniform
distribution on [0, 1]. Let ?? be the ?-th smallest among {?1, ?2,
?3}. Find the variance of ?2, and the covariance between the median
?2 and the sample mean ? = 1 3 (?1 + ?2 + ?3).