Question

Let X1,...,Xn be a random sample from a normal distribution with mean zero and variance σ^2....

Let X1,...,Xn be a random sample from a normal distribution with mean zero and variance σ^2. Construct a 95% lower confidence limit for σ^2. Your anwser may be left in terms of quantiles of some particular distribution.

Math   Statistics-And-Probability   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Let X1,...,Xn be a random sample from a normal distribution where the variance is known and...
Let X1,...,Xn be a random sample from a normal distribution where the variance is known and the mean is unknown.   Find the minimum variance unbiased estimator of the mean. Justify all your steps.
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.
Suppose X1, . . . , Xn are a random sample from a N(0, σ^2) distribution....
Suppose X1, . . . , Xn are a random sample from a N(0, σ^2) distribution. Find the MLE of σ^2 and show that it is an unbiased efficient estimator.
Let (X1, Y1), . . . ,(Xn, Yn), be a random sample from a bivariate normal...
Let (X1, Y1), . . . ,(Xn, Yn), be a random sample from a bivariate normal distribution with parameters µ1, µ2, σ2 1 , σ2 2 , ρ. (Note: (X1, Y1), . . . ,(Xn, Yn) are independent). What is the joint distribution of (X ¯ , Y¯ )?
Let ​Y​ be a normal random variable with mean ​μ​ and variance ​σ​2 . Assume that...
Let ​Y​ be a normal random variable with mean ​μ​ and variance ​σ​2 . Assume that ​μ​ is known but ​σ​2 is unknown. ​​Show that ((​Y​-​μ​)/​σ​)2​ ​is a pivotal quantity. Use this pivotal quantity to derive a 1-​α confidence interval for ​σ​2. (The answer should be left in terms of critical values for the appropriate distribution.)
Let X1, X2, . . . , Xn be a random sample from the normal distribution...
Let X1, X2, . . . , Xn be a random sample from the normal distribution N(µ, 36). (a) Show that a uniformly most powerful critical region for testing H0 : µ = 50 against H1 : µ < 50 is given by C2 = {x : x ≤ c}. Find the values of c for α = 0.10.
Let X1, X2,...,Xn represent n random draws from a population with standard deviation σ and variance...
Let X1, X2,...,Xn represent n random draws from a population with standard deviation σ and variance σ^2 , so that V ar[X1] = V ar[X2] = ... = V ar[Xn] = σ^ 2 . Define the sample average taken from a sample of size n as follows: X¯ n ≡ (X1 + X2 + ... + Xn)/ n . a) Derive an expression for the standard deviation of X¯ n. [Hint: Your answer should depend only on σ and n]...
Let X1,...,Xn be a sample drawn from a normal population with mean μ and standard deviation...
Let X1,...,Xn be a sample drawn from a normal population with mean μ and standard deviation σ. Find E[X ̄S2].
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 X¯ be the sample mean of a random sample X1, . . . , Xn...
Let X¯ be the sample mean of a random sample X1, . . . , Xn from the exponential distribution, Exp(θ), with density function f(x) = (1/θ) exp{−x/θ}, x > 0. Show that X¯ is an unbiased point estimator of θ.
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT