Chapter 3: Problem 17
Find the uniform distribution of the continuous type on the interval \((b, c)\) that has the same mean and the same variance as those of a chi-square distribution with 8 degrees of freedom. That is, find \(b\) and \(c\).
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Chapter 3: Problem 17
Find the uniform distribution of the continuous type on the interval \((b, c)\) that has the same mean and the same variance as those of a chi-square distribution with 8 degrees of freedom. That is, find \(b\) and \(c\).
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Compute the measures of skewness and kurtosis of a gamma distribution which has parameters \(\alpha\) and \(\beta\).
Show that the moment generating function of the negative binomial distribution is \(M(t)=p^{r}\left[1-(1-p) e^{t}\right]^{-r}\). Find the mean and the variance of this distribution. Hint: In the summation representing \(M(t)\), make use of the MacLaurin's series for \((1-w)^{-r}\)
Let \(X\) have an exponential distribution.
(a) Show that
$$
P(X>x+y \mid X>x)=P(X>y)
$$
Hence, the exponential distribution has the memoryless property. Recall from
(3.1.6) that the discrete geometric distribution had a similar property.
(b) Let \(F(x)\) be the cdf of a continuous random variable \(Y\). Assume that
\(F(0)=0\) and \(0
Let \(X\) and \(Y\) be independent random variables, each with a distribution that is \(N(0,1) .\) Let \(Z=X+Y .\) Find the integral that represents the cdf \(G(z)=\) \(P(X+Y \leq z)\) of \(Z .\) Determine the pdf of \(Z\). Hint: We have that \(G(z)=\int_{-\infty}^{\infty} H(x, z) d x\), where $$ H(x, z)=\int_{-\infty}^{z-x} \frac{1}{2 \pi} \exp \left[-\left(x^{2}+y^{2}\right) / 2\right] d y $$ Find \(G^{\prime}(z)\) by evaluating \(\int_{-\infty}^{\infty}[\partial H(x, z) / \partial z] d x\).
. Let \(X_{1}, X_{2}\), and \(X_{3}\) be three independent chi-square variables with \(r_{1}, r_{2}\), and \(r_{3}\) degrees of freedom, respectively. (a) Show that \(Y_{1}=X_{1} / X_{2}\) and \(Y_{2}=X_{1}+X_{2}\) are independent and that \(Y_{2}\) is \(\chi^{2}\left(r_{1}+r_{2}\right)\) (b) Deduce that $$ \frac{X_{1} / r_{1}}{X_{2} / r_{2}} \quad \text { and } \quad \frac{X_{3} / r_{3}}{\left(X_{1}+X_{2}\right) /\left(r_{1}+r_{2}\right)} $$ are independent \(F\) -variables.
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