Question

7. Let U1, . . . , Un be a random sample from the Uniform(0, θ)...

7. Let U1, . . . , Un be a random sample from the Uniform(0, θ) distribution.

(a) Find the joint density of order statistics U(1) and U(n) .

(b) Find the joint density of the random variables R = U(1)/U(n) and M = U(n) .

(c) State whether R and M are independent.

(d) Give the marginal pdf of R and identify the distribution

Homework Answers

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Let U1, U2, . . . , Un be independent U(0, 1) random variables. (a) Find...
Let U1, U2, . . . , Un be independent U(0, 1) random variables. (a) Find the marginal CDFs and then the marginal PDFs of X = min(U1, U2, . . . , Un) and Y = max(U1, U2, . . . , Un). (b) Find the joint PDF of X and Y .
Let U1 and U2 be independent Uniform(0, 1) random variables and let Y = U1U2. (a)...
Let U1 and U2 be independent Uniform(0, 1) random variables and let Y = U1U2. (a) Write down the joint pdf of U1 and U2. (b) Find the cdf of Y by obtaining an expression for FY (y) = P(Y ≤ y) = P(U1U2 ≤ y) for all y. (c) Find the pdf of Y by taking the derivative of FY (y) with respect to y (d) Let X = U2 and find the joint pdf of the rv pair...
Suppose that X and Y are independent Uniform(0,1) random variables. And let U = X +...
Suppose that X and Y are independent Uniform(0,1) random variables. And let U = X + Y and V = Y . (a) Find the joint PDF of U and V (b) Find the marginal PDF of U.
Let Y1,Y2,...,Yn denote a random sample of size n from a population with a uniform distribution...
Let Y1,Y2,...,Yn denote a random sample of size n from a population with a uniform distribution on the interval (0,θ). Let Y(n)= max(Y1,Y2,...,Yn) and U = (1/θ)Y(n) . a) Show that U has cumulative density function 0 ,u<0, Fu (u) =   un ,0≤u≤1, 1 ,u>1
Suppose that X1,...,Xn ∼ U(0,θ); that is, a sample of N observations from a random variable...
Suppose that X1,...,Xn ∼ U(0,θ); that is, a sample of N observations from a random variable with a uniform distribution where the lower bound is 0 and the upper bound θ is unknown. Find the maximum likelihood estimate of θ, also demonstrating this in R. Draw the pdf and the likelihood, and explain what they represent, in R.
Could you please guide on how to approach this confidence interval review problem? Let U1, U2,...
Could you please guide on how to approach this confidence interval review problem? Let U1, U2, · · · , Un be i.i.d observations from Uniform(0, θ), where θ > 0 is unknown. Suppose U(1) = min{U1, U2, · · · , Un} and U(n) = max{U1, U2, · · · , Un}. Show that for any α ∈ (0, 1), (U(1), α-1/nU(n)) is a (1 − α) level confidence interval for θ.
Let ? and ? be two independent random variables with uniform distribution. ?(? = 0|? =...
Let ? and ? be two independent random variables with uniform distribution. ?(? = 0|? = ?, ? = ?) = 1 − ?, ?(? = 1|? = ?, ? = ?) = ?(1 − ?) and ?(? = 2|? = ?, ? = ?) = ??. 1. Find the conditional joint p.d.f. (the posterior) ??,?|?=?. 2.Write down the conditional expectation ?[?|? = ?] and ?[?|? = ?] as functions of ?.
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,...
Suppose that (X1, · · · , Xn) is a random sample from uniform distribution U(0,...
Suppose that (X1, · · · , Xn) is a random sample from uniform distribution U(0, θ). (a) Prove that T(X1, · · · , Xn) = X(n) is minimal sufficient for θ. (X(n) is the largest order statistic, i.e., X(n) = max{X1, · · · , Xn}.) (b) In addition, we assume θ ≥ 1. Find a minimal sufficient statistic for θ and justify your answer.
Let θ > 1 and let X1, X2, ..., Xn be a random sample from the...
Let θ > 1 and let X1, X2, ..., Xn be a random sample from the distribution with probability density function f(x; θ) = 1/xlnθ , 1 < x < θ. c) Let Zn = nlnY1. Find the limiting distribution of Zn. d) Let Wn = nln( θ/Yn ). Find the limiting distribution of Wn.