Question

Let X1, ..., X5 ~ Gamma(1, 1), the unit exponential distribution, and let X(1), ..., X(5)...

Let X1, ..., X5 ~ Gamma(1, 1), the unit exponential distribution, and let X(1), ..., X(5) be the corresponding order statistics. Write the densities of X(2) and X(5) and the joint density of (X(2), X(5)). From these, compute the probabilities P(X(2) > 2), P(X(5) < 4), and P(X(5) - X(2) > 3).

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 X1, X2 be a sample of size 2 from the Gamma (Alpha=2, Lamba = 1/theta)...
Let X1, X2 be a sample of size 2 from the Gamma (Alpha=2, Lamba = 1/theta) distribution X1 = Gamma = x/(theta^2) e^(-x/theta) Derive the joint pdf of Y1=X1 and Y2 = X1+X2 Derive the conditional pdf of Y1 given Y2=y2. Can you name that conditional distribution? It might not have name
Let X be continuous uniform (0,1) and Y be exponential (1). Let O1 = min(X,Y) and...
Let X be continuous uniform (0,1) and Y be exponential (1). Let O1 = min(X,Y) and O2 = max(X,Y) be the order statistics of ,Y. Find the joint density of O1, O2.
1. Let Y1 < Y2 < · · · Ym be the order statistics of m...
1. Let Y1 < Y2 < · · · Ym be the order statistics of m independent observations X1, · · · , Xm from a uniform distribution on the interval [θ, θ + 1]. (a) (5 points) Find the distribution of Yr, where r is a integer and 1 ≤ r ≤ m. (b) (5 points) Calculate V ar(Ym) if θ = 0. (c) (5 points) Suppose θ is unknown, m = 5 and we have observed that x1...
Let X1, ..., Xn be a random sample of an Exponential population with parameter p. That...
Let X1, ..., Xn be a random sample of an Exponential population with parameter p. That is, f(x|p) = pe-px , x > 0 Suppose we put a Gamma (c, d) prior on p. Find the Bayes estimator of p if we use the loss function L(p, a) = (p - a)2.
1. Let x ∼ Np(µ, Σ). (1) Find the distribution of xp conditional on x1, ....
1. Let x ∼ Np(µ, Σ). (1) Find the distribution of xp conditional on x1, . . . , xp−1. (2) Suppose Σ =(1 ρ ρ 1 )and let y1 = x1 + x2 and y2 = −x1 + x2. Determine the joint distribution of y1 and y2. (3) Suppose Σ =( σ11 σ12 σ21 σ22 )and define y1 and y2 as in part (2).Determine the joint distribution of y1 and y2. Determine the conditional distribution y2 given y1.
6. Let X1, X2, ..., Xn be a random sample of a random variable X from...
6. Let X1, X2, ..., Xn be a random sample of a random variable X from a distribution with density f (x)  ( 1)x 0 ≤ x ≤ 1 where θ > -1. Obtain, a) Method of Moments Estimator (MME) of parameter θ. b) Maximum Likelihood Estimator (MLE) of parameter θ. c) A random sample of size 5 yields data x1 = 0.92, x2 = 0.7, x3 = 0.65, x4 = 0.4 and x5 = 0.75. Compute ML Estimate...
Let P = (X1, X2) be a randomly selected point in the unit square [0, 1]...
Let P = (X1, X2) be a randomly selected point in the unit square [0, 1] 2. Let X = min(X1, X2), Y = max(X1, X2)
 (a) Find the c.d.f Fx and the density function fx, of the random variable X. (b) Find the probability P (Y − X ≤ 1/2).
Let X1, X2, · · · , Xn be a random sample from an exponential distribution...
Let X1, X2, · · · , Xn be a random sample from an exponential distribution f(x) = (1/θ)e^(−x/θ) for x ≥ 0. Show that likelihood ratio test of H0 : θ = θ0 against H1 : θ ≠ θ0 is based on the statistic n∑i=1 Xi.
Let X1, X2, X3 be a random sample of size 3 from a distribution that is...
Let X1, X2, X3 be a random sample of size 3 from a distribution that is Normal with mean 9 and variance 4. (a) Determine the probability that the maximum of X1; X2; X3 exceeds 12. (b) Determine the probability that the median of X1; X2; X3 less than 10. Please I need a solution that uses the pdf/CDF of the corresponding order statistics.
When the distribution Y is ∼ Gamma(3, 4), and the joint distribution is given by X|Y...
When the distribution Y is ∼ Gamma(3, 4), and the joint distribution is given by X|Y ∼ Poi(Y). Compute Expectation and Variance of X