Question

STAT 120 Suppose that X have a gamma distribution with parameters a = 2 and θ=...

STAT 120 Suppose that X have a gamma distribution with parameters a = 2 and θ= 3, and suppose that the conditional distribution of Y given X=x, is uniform between 0 and x.

(1) Find E(Y) and Var(Y).

(2) Find the Moment Generating Function (MGF) of Y. What is the distribution of Y?

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
Consider Poisson distribution f(x|θ) = (e^−θ) [(θ^x) / (x!)] for x = 0, 1, 2, ....
Consider Poisson distribution f(x|θ) = (e^−θ) [(θ^x) / (x!)] for x = 0, 1, 2, . . . Let the prior distribution for θ be f(θ) = e^−θ for θ > 0. (a) Show that the posterior distribution is a Gamma distribution. With what parameters? (b) Find the Bayes’ estimator for θ.
Independent random variables X and Y follow binomial distributions with parameters(n1,θ) and (n2,θ). Let Z =X+Y....
Independent random variables X and Y follow binomial distributions with parameters(n1,θ) and (n2,θ). Let Z =X+Y. What will be the distribution of Z? Hint: Use moment generating function.
Suppose that X has a lognormal distribution with parameters θ = 5 and ω2=9. Determine the...
Suppose that X has a lognormal distribution with parameters θ = 5 and ω2=9. Determine the following. P(X < 500) Conditional probability that X < 1500 given that X > 1000 What does the difference between the probabilities in parts (a) and (b) imply about lifetimes of lognormal random variables?
Let X1 and X2 be two independent random variables having gamma distribution with parameters α1 =...
Let X1 and X2 be two independent random variables having gamma distribution with parameters α1 = 3, β1 = 3 and α2 = 5, β2 = 1, respectively. We are interested in finding the distribution of Y = 2X1 + 6X2. A standard approach is to apply a two-step procedure as that in question 2. However, as we discussed in the class, if the MGF technique is applicable, then it would be preferred due to its simplicity. (a) Find the...
Suppose that X1 and X2 denote a random sample of size 2 from a gamma distribution,...
Suppose that X1 and X2 denote a random sample of size 2 from a gamma distribution, Xi ~ GAM(2, 1/2). Find the pdf of W = (X1/X2). Use the moment generating function technique.
Poisson Distribution: p(x, λ)  =   λx  exp(-λ) /x!  ,  x = 0, 1, 2, ….. Find the moment generating function Mx(t)...
Poisson Distribution: p(x, λ)  =   λx  exp(-λ) /x!  ,  x = 0, 1, 2, ….. Find the moment generating function Mx(t) Find E(X) using the moment generating function 2. If X1 , X2 , X3  are independent and have means 4, 9, and 3, and variencesn3, 7, and 5. Given that Y = 2X1  -  3X2  + 4X3. find the mean of Y variance of  Y. 3. A safety engineer claims that 2 in 12 automobile accidents are due to driver fatigue. Using the formula for Binomial Distribution find the...
Given the exponential distribution f(x) = λe^(−λx), where λ > 0 is a parameter. Derive the...
Given the exponential distribution f(x) = λe^(−λx), where λ > 0 is a parameter. Derive the moment generating function M(t). Further, from this mgf, find expressions for E(X) and V ar(X).
3. (10pts) Let Y be a continuous random variable having a gamma probability distribution with expected...
3. (10pts) Let Y be a continuous random variable having a gamma probability distribution with expected value 3/2 and variance 3/4. If you run an experiment that generates one-hundred values of Y , how many of these values would you expect to find in the interval [1, 5/2]? 4. (10pts) Let Y be a continuous random variable with density function f(y) = 1 2 e −|y| , −∞ < y < ∞ 0, elsewhere (a) Find the moment-generating function of...
Suppose that the random variable X has the following cumulative probability distribution X: 0 1. 2....
Suppose that the random variable X has the following cumulative probability distribution X: 0 1. 2. 3. 4 F(X): 0.1 0.29. 0.49. 0.8. 1.0 Part 1:  Find P open parentheses 1 less or equal than x less or equal than 2 close parentheses Part 2: Determine the density function f(x). Part 3: Find E(X). Part 4: Find Var(X). Part 5: Suppose Y = 2X - 3,  for all of X, determine E(Y) and Var(Y)
Suppose that X has probability function fX(x)=cx2   for 0<x<1. (a) (5 pts) Find c. (b) (5...
Suppose that X has probability function fX(x)=cx2   for 0<x<1. (a) (5 pts) Find c. (b) (5 pts) Compute the cdf, FX(x). (c) (5 pts) Find P(-1 ≤ X ≤ 0.5) . (d) (5 pts) Find the moment-generating function(mgf) of X. (e) (10 pts) Use the mgf to find the values of (i) the mean and (ii) the variance of X.
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT