Central Limit, Order Stat, pdf

2013-06-27 5:43 am
Problems about CLT, Order Statistics, Transformation theory:

1. Given the discrete uniform population f(x)= 1/3, x= 2,4,6. Find the probability that a random sample of size 54, selected with replacement, will yield a sample mean greater than 4.1 but less than 4.4. Assume the means to be measured to the nearest tenth.

2. Let Y1, Y2, Y3,........., Yn be iid (independent and identically distributed) Expo(1). Show that n! = (2pi)^(1/2) (n)^(n+n/2) (e)^(-n), n>0. (*Hint: Use the Central Limit Theorem)

3. Let (X,Y) be a random point over the unit circle R, R = {(x,y)| x^2 + y^2 <= 1}. Find the expected value E[(x^2 + y^2)^1/2].

4. Let X and Y be iid Expo(1).
(a) Find the densities of U=X+Y and V=X /(X+Y)
(b) Show that U and V are independent.
(c) Find E(U), E(U^2), Var(U), E(V), E(V^2), and Var(V).

5. A random sample of size 5 is drawn from the pdf fy(y)= 2y, 0<=y<=1. Calculate P[Y(1)<0.6<Y(5)]. (Note: "1" and "5" are underscript, order statistics question)
更新1:

Correction in #2: Show that n! = (2pi)^(1/2) (n)^(n+1/2) (e)^(-n), n>0.

回答 (1)

2013-06-29 12:49 am
✔ 最佳答案
------------------------------------------------------------------------------------------------------------

圖片參考:http://imgcld.yimg.com/8/n/HA05107138/o/20130628164405.jpg


圖片參考:http://imgcld.yimg.com/8/n/HA05107138/o/20130628164529.jpg


圖片參考:http://imgcld.yimg.com/8/n/HA05107138/o/20130628164641.jpg


圖片參考:http://imgcld.yimg.com/8/n/HA05107138/o/20130628164751.jpg


收錄日期: 2021-04-23 23:25:29
原文連結 [永久失效]:
https://hk.answers.yahoo.com/question/index?qid=20130626000051KK00333

檢視 Wayback Machine 備份