Let X have Normal distribution with mean 45 and variance 81. If
a random sample of size 25 is taken, which of the following is the
probability that the sample average is between 41.40 and 45.63?
a. A random sample of 25 is taken from a normal
distribution with population mean = 62, and population standard
deviation = 7. What is the margin of error for a 90% confidence
interval?
b. Repeat the last problem if the standard deviation
is unknown, given that the sample standard deviation is S=5.4
2. Let X be a normal random variance with media 1 and variance
4. Consider a new variance A random variable T defined below:
T = -1 if X < -2
T = 0 if - 2 ≤ X ≤ 0
T = 1 if x>0
Find the moment generating function of T and, from it, calculate E (T) and Var (T).
2. Let X be a normal random variance with media 1 and variance
4. Consider a new variance A random variable T defined below: T =
-1 if X < -2 T = 0 if - 2 ≤ X ≤ 0 T = 1 if x>0 Find the
moment generating function of T and, from it, calculate E (T) and
Var (T).
2. Let X1, . . . , Xn be a random sample from the distribution
with pdf given by fX(x;β) = β 1(x ≥ 1).
xβ+1
(a) Show that T = ni=1 log Xi is a sufficient statistic for β.
Hint: Use
n1n1n=exp log=exp −logxi .i=1 xi i=1 xi i=1
(b) Find the pdf of Y = logX, where X ∼ fX(x;β).
(c) Find the distribution of T . Hint: Identify the distribution of
Y and use mgfs.
(d) Find...
Let z denote a random variable having a normal
distribution with ? = 0 and ? = 1. Determine each
of the probabilities below. (Round all answers to four decimal
places.)
(a) P(z < 0.3) =
(b) P(z < -0.3) =
(c) P(0.40 < z < 0.85) =
(d) P(-0.85 < z < -0.40)
=
(e) P(-0.40 < z < 0.85) =
(f) P(z > -1.26) =
(g) P(z < -1.5 or z > 2.50) =
Question #3. A random sample of n = 9 is selected from a normal
distribution with μ = 80 and σ=12. What is the probability that the
sample mean will be between 75 and 86? Report to the
thousandths
Question #4. A random sample of n= 4 is obtained from a normal
distribution μ= 30,σ= 8. What is the probability the sample mean
will be smaller than M = 22? Report to the thousandths
Question #5. A random sample of...
Let x1, x2,x3,and x4 be a random sample from
population with normal distribution with mean ? and variance ?2 .
Find the efficiency of T = 17 (X1+3X2+2X3 +X4) relative to
x= x/4 , Which is relatively more efficient? Why?
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).