q: I need help with question 13, the picture attached, please! tell me if the question is not clear.
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13. Let (X 15, X2011, 2′ = 1, . – – , n, be iid random vectors from a bivariate normal distribution with mean vector (#1, ”QT, variances of, 0% and covariance 012. (8.) Write down the likelihood function;(b) Derive the maximum likelihood estimates of the five parameters, in, pg, of, 03, 012;
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Let X 1 X 2 X N Be A Random Sample Of Size N Form A Uniform Distribution On The
/in Uncategorized /by developerLet X1,X2,…Xn be a random sample of size n form a uniform distribution on the interval [θ1,θ2]. Let Y = min (X1,X2,…,Xn).
(a) Find the density function for Y. (Hint: find the cdf and then differentiate.)
(b) Compute the expectation of Y.
(c) Suppose θ1= 0. Use part (b) to give an unbiased estimator for θ2.
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Let X 15 X2011 2 1 N Be Iid Random Vectors From A Bivariate Normal Distribut
/in Uncategorized /by developerq: I need help with question 13, the picture attached, please! tell me if the question is not clear.
13. Let (X 15, X2011, 2′ = 1, . – – , n, be iid random vectors from a bivariate normal distribution with mean vector (#1, ”QT, variances of, 0% and covariance 012. (8.) Write down the likelihood function;(b) Derive the maximum likelihood estimates of the five parameters, in, pg, of, 03, 012;
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Let X And Y Are Two Random Variables The Expected Value Of X E X Is 2 60 The Exp
/in Uncategorized /by developerLet X and Y are two random variables. The expected value of X, E(X), is 2.60, the expected value of Y, (E(Y), is 2.35, and the expected value of X*Y, E(XY), is 7.06. The covariance between X,Y , Cov(X,Y) is ? (2 d.p.)
Select one:
0.870.9513.171.161.95
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Let X And Y Be Independent N 0 1 Rvs Suppose U X Y Root 2 And U X Y Root2 A Comp
/in Uncategorized /by developerLet X and Y be independent N(0; 1) RVs. Suppose U =X+Y/root 2and U =X-Y/root2a. Compute E[U], V ar(U), E[V ], V ar(V ), E[UV ].b. Derive the joint distribution of (U; V ) by using the Jacobian matrix method.
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Let X And Y Be Random Variables With E X Mx 40 Sd X Ox 10 E Y Hy 71 Sd Y Oy 2 Co
/in Uncategorized /by developerNeed help for a and b. Here is the question. Thank you!
Let X and Y be random variables withE ( X ) = MX = 40 , SD ( X ) = OX = 10,E ( Y ) = HY = 71, SD ( Y ) = OY = 2, Cor ( X , Y ) = P = – 0. 9 .a . Find E ( 2 X – 7Y ) and SD ( 2 X – 7Y ) . Give your answers to 2 decimal places .E ( 2 X – 7Y ) =SD ( 2 X – 7Y ) =Submit AnswerIncorrect . Tries 1 / 5 Previous Triesb . Let X and Y be random variables withSD ( X ) = OX = 2, SD ( Y ) = OY = 9, SD ( 2 X + 3 Y ) = 28.Find Cor ( X , Y ) = P. Give your answer to 4 decimal places .P =Submit Answer`Tries 0 / 5
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Let X And Y Be Two Correlated Random Variables If The Correlation Coefficient Be
/in Uncategorized /by developerLet X and Y be two correlated random variables. If the correlation coefficient between X
and Y is1 ,i.e., ρ(X,Y)=1, show that
Question:Let X and Y be two correlated random variables. If the correlation coefficient between Xand Y is 1.Answer:p ( X ,Y ) = COV ( X , Y )√V ( X )∗V ( Y ) Since , p ( X ,Y )=1, V(X+Y) =…
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Let X Bar Be The Mean Of A Random Sample From The Exponential Distribution
/in Uncategorized /by developerLet X bar be the mean of a random sample from the exponential distribution.
a) show that xbar is unbiasedpoint estimator of θ
b) using the mgf technique,determine the distribution of xbar
c) use (b) to show that Y= 2nx bar/ θ has x^2 (chi) distibution with 2n degrees of freedom.
d) based on part (c),find a 95 % confidence interval for θ if n=10
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Let X Be A Continuous Random Variable With Cdf F X Taking Values In An Interval
/in Uncategorized /by developer4. Let X be a continuous random variable, with CDF F(x), taking values in an interval[0, b]; that is, F(0) = 0 and F(b) = 1. Then there is an alternative formula forexpected value:E(X) =Z b0(1 − F(x)) dx. (1)(a) Assume b is a finite number. Prove (1) using integration-by-parts. [Hint:Recall that the PDF is f(x) = ddxF(x).](b)Check that the formula (1) holds when X Unif(0, b).(c) Formula (1) also works for b = 1. Check this when X is an Exponential RVwith PDF f(x) = e−x for x 0.
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Let X Be A Non Central Chi 2 5 Lambda Random Variable And Y Independent Of X Be
/in Uncategorized /by developerLet X be a non-central (5, ) random variable, and Y, independent of X, be a (4) random variable.
a) Derive the moment generating function of 2X-1, and find its mean and variance.
b) Find the mean of W =
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Let X Be A Non Empty Set And D Be The Discrete Metric On X Let X N Be A Cauchy S
/in Uncategorized /by developerLet X be a non empty set and d be the discrete metric on X. Let {xn } be a Cauchy sequence in (X,d).
xn = xk
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