Define a sequence (xn)n≥1 recursively by x1 = 1, x2 = 2, and xn
= ((xn−1)+(xn−2))/...
Define a sequence (xn)n≥1 recursively by x1 = 1, x2 = 2, and xn
= ((xn−1)+(xn−2))/ 2 for n > 2. Prove that limn→∞ xn = x exists
and find its value.
Consider the sequence (xn)n given by x1 = 2, x2 = 2 and xn+1 =
2(xn...
Consider the sequence (xn)n given by x1 = 2, x2 = 2 and xn+1 =
2(xn + xn−1).
(a) Let u, w be the solutions of the equation x 2 −2x−2 = 0, so
that x 2 −2x−2 = (x−u)(x−w). Show that u + w = 2 and uw = −2.
(b) Possibly using (a) to aid your calculations, show that xn =
u^n + w^n .
Let X1, X2, . . . , Xn be a random sample of size n from...
Let X1, X2, . . . , Xn be a random sample of size n from a
distribution with variance σ^2. Let S^2 be the sample variance.
Show that E(S^2)=σ^2.
Let X1, X2, ..., Xn be a random sample (of size n) from U(0,θ).
Let Yn...
Let X1, X2, ..., Xn be a random sample (of size n) from U(0,θ).
Let Yn be the maximum of X1, X2, ..., Xn.
(a) Give the pdf of Yn.
(b) Find the mean of Yn.
(c) One estimator of θ that has been proposed is Yn. You may
note from your answer to part (b) that Yn is a biased estimator of
θ. However, cYn is unbiased for some constant c. Determine c.
(d) Find the variance of cYn,...
let X1,X2,..............,Xn be a r.s from
N(θ,1). Find the best unbiased estimator for
(θ)^2
let X1,X2,..............,Xn be a r.s from
N(θ,1). Find the best unbiased estimator for
(θ)^2
) Let α be a fixed positive real number, α > 0. For a
sequence {xn},...
) Let α be a fixed positive real number, α > 0. For a
sequence {xn}, let x1 > √ α, and define x2, x3, x4, · · · by the
following recurrence relation xn+1 = 1 2 xn + α xn (a) Prove that
{xn} decreases monotonically (in other words, xn+1 − xn ≤ 0 for all
n). (b) Prove that {xn} is bounded from below. (Hint: use proof by
induction to show xn > √ α for all...
Let X1,X2...Xn be i.i.d. with N(theta, 1)
a) find the CR Rao lower-band for the variance...
Let X1,X2...Xn be i.i.d. with N(theta, 1)
a) find the CR Rao lower-band for the variance of an
unbiased estimator of theta
b)------------------------------------of theta^2
c)-----------------------------------of P(X>0)
Let B > 0 and let X1 , X2 , … , Xn be a random...
Let B > 0 and let X1 , X2 , … , Xn be a random sample from
the distribution with probability density function.
f( x ; B ) = β/ (1 +x)^ (B+1), x > 0, zero otherwise.
(i) Obtain the maximum likelihood estimator for B, β ˆ .
(ii) Suppose n = 5, and x 1 = 0.3, x 2 = 0.4, x 3 = 1.0, x 4 =
2.0, x 5 = 4.0. Obtain the maximum likelihood...
Let X = ( X1, X2, X3, ,,,, Xn ) is iid,
f(x, a, b) =...
Let X = ( X1, X2, X3, ,,,, Xn ) is iid,
f(x, a, b) = 1/ab * (x/a)^{(1-b)/b} 0 <= x <= a ,,,,, b
< 1
then,
Show the density of the statistic T = X(n) is given by
FX(n) (x) = n/ab * (x/a)^{n/(b-1}} for 0 <= x <=
a ; otherwise zero.
# using the following
P (X(n) < x ) = P (X1 < x, X2 < x, ,,,,,,,,, Xn < x
),
Then assume...