Question

1)Let X1, ..., Xn be independent standard normal random variables, we know that X2 1 +...

1)Let X1, ..., Xn be independent standard normal random variables, we know that X2 1 + ... + X2 n follows the chi-squared distribution of n degrees of freedom. Find the third moment of the the chi-squared distribution of 2 degrees of freedom.

2) Suppose that, on average, 1 person in 1000 makes a numerical error in preparing his or her income tax return. If 10,000 returns are selected at random and examined, find the probability that 6 or 7 of them contain an error

Homework Answers

Answer #1

Using the definition of Moment Generating Function

[We have replaced ]

[By the definition of Gamma function]

Again by the definition of c, we obtain

According to the problem n = 2

So the MGF is =

The same can be expanded as

Comparing with

or,

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 X1 X2 ...Xn-1 Xn be independent exponentially distributed variables with mean beta a). find sampling...
let X1 X2 ...Xn-1 Xn be independent exponentially distributed variables with mean beta a). find sampling distribution of the first order statistic b). Is this an exponential distribution if yes why c). If n=5 and beta=2 then find P(Y1<=3.6) d). find the probability distribution of Y1=max(X1, X2, ..., Xn)
Let X1, X2, X3, and X4 be mutually independent random variables from the same distribution. Let...
Let X1, X2, X3, and X4 be mutually independent random variables from the same distribution. Let S = X1 + X2 + X3 + X4. Suppose we know that S is a Chi-Square random variable with 2 degrees of freedom. What is the distribution of each of the Xi?
Consider n independent variables, {X1, X2, . . . , Xn} uniformly distributed over the unit...
Consider n independent variables, {X1, X2, . . . , Xn} uniformly distributed over the unit interval, (0, 1). Introduce two new random variables, M = max (X1, X2, . . . , Xn) and N = min (X1, X2, . . . , Xn). (A) Find the joint distribution of a pair (M, N). (B) Derive the CDF and density for M. (C) Derive the CDF and density for N. (D) Find moments of first and second order for...
Let X1, X2, . . . , Xn be iid exponential random variables with unknown mean...
Let X1, X2, . . . , Xn be iid exponential random variables with unknown mean β. (1) Find the maximum likelihood estimator of β. (2) Determine whether the maximum likelihood estimator is unbiased for β. (3) Find the mean squared error of the maximum likelihood estimator of β. (4) Find the Cramer-Rao lower bound for the variances of unbiased estimators of β. (5) What is the UMVUE (uniformly minimum variance unbiased estimator) of β? What is your reason? (6)...
Let X1,X2,..., Xn be independent random variables that are exponentially distributed with respective parameters λ1,λ2,..., λn....
Let X1,X2,..., Xn be independent random variables that are exponentially distributed with respective parameters λ1,λ2,..., λn. Identify the distribution of the minimum V = min{X1,X2,...,Xn}.
Let X1, X2, . . . Xn be iid random variables from a gamma distribution with...
Let X1, X2, . . . Xn be iid random variables from a gamma distribution with unknown α and unknown β. Find the method of moments estimators for α and β
We have a value Y dependent on a set of independent random variables X1, X2,..., Xn...
We have a value Y dependent on a set of independent random variables X1, X2,..., Xn by the following relation: Y=X12+X22+...+Xn2. Each of X variables is distributed via the normal distribution with following parameters: 1. Mean values of all Xi = 0 2. Variances are identical and are equal to ak2 Find probability density of a random value of Y.
Suppose that X1, X2, . . . , Xn are independent identically distributed random variables with...
Suppose that X1, X2, . . . , Xn are independent identically distributed random variables with variance σ2. Let Y1 = X2 +X3 , Y2 = X1 +X3 and Y3 = X1 + X2. Find the following : (in terms of σ2) (a) Var(Y1) (b) cov(Y1 , Y2 ) (c) cov(X1 , Y1 ) (d) Var[(Y1 + Y2 + Y3)/2]
Let X1 and X2 be independent random variables such that X1 ∼ P oisson(λ1) and X2...
Let X1 and X2 be independent random variables such that X1 ∼ P oisson(λ1) and X2 ∼ P oisson(λ2). Find the distribution of Y = X1 + X2.s
Let X1, X2, . . . Xn be iid exponential random variables with unknown mean β....
Let X1, X2, . . . Xn be iid exponential random variables with unknown mean β. Find the method of moments estimator of β
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT