Professional Documents
Culture Documents
MAL522Tut1 Inference
MAL522Tut1 Inference
3. Show that mr →P µr
4. Find Cov(X, s2 ) in terms of population moments. Under what conditions is Cov(X, s2 ) = 0 ?
5. If Xi , i = 1, 2 are(population moments
) of two normal distributed populations with mean µ and variance σ 2 .
Find n so that P | X1 − X2 |< 5 = 0.99. Justify your calculations.
σ
6. Let X1 , . . . , Xn be a random sample from a normal distributed population, i.e., N (µ, σ 2 ). Find a function g
2 2
of the sample variance √ s , that satisfies E(g(s )) = σ.
2 2
(Hint: Try g(s ) = c s )
X(1)
7. A random sample of size n is obtained from a unform distribution on the interval (0, 1). Show that X(n) and
X(n) are independent random variables.
( 5 )
∑
2
8. Let X1 , . . . , Xn be a sample from N (0, 4). Find P Xi > 5.75
i=1
16. Let X1 , . . . , Xn be a random sample from a distribution function F and let FN∗ (x) be the empirical distribution
function of the random sample. Find Cov(Fn∗ (x), Fn∗ (y)).
17. For a population with pdf f (x, θ) = θe−θx , x > 0, find a transformation g such that g(X)−g(1/θ) is AN (0, c),
where c is a constant not depending on θ.