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 \(c\).
/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none}
Learning Materials
Features
Discover
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 \(c\).
All the tools & learning materials you need for study success - in one app.
Get started for free
. 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.
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 \((1-w)^{-r}\)
The mgf of a random variable \(X\) is \(\left(\frac{2}{3}+\frac{1}{3}
e^{t}\right)^{9} .\) Show that
$$
P(\mu-2 \sigma
. Let \(X\) and \(Y\) have a bivariate normal distribution with parameters \(\mu_{1}=\) \(\mu_{2}=0, \sigma_{1}^{2}=\sigma_{2}^{2}=1\), and correlation coefficient \(\rho .\) Find the distribution of the random variable \(Z=a X+b Y\) in which \(a\) and \(b\) are nonzero constants.
. Let \(X\) and \(Y\) have a bivariate normal distribution with parameters
\(\mu_{1}=\) \(5, \mu_{2}=10, \sigma_{1}^{2}=1, \sigma_{2}^{2}=25\), and \(\rho>0
.\) If \(P(4
What do you think about this solution?
We value your feedback to improve our textbook solutions.