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By using the table of the t distribution given in the back of this book, determine the value of the integral

\(\int\limits_{ - \infty }^{2.5} {\frac{{dx}}{{{{\left( {12 + {x^2}} \right)}^2}}}} \)

Short Answer

Expert verified

The value of the integral is 0.03

Step by step solution

01

Given information

Using t-distribution at the back of the book to determine the integral of \(\int\limits_{ - \infty }^{2.5} {\frac{{dx}}{{{{\left( {12 + {x^2}} \right)}^2}}}} \)

This is needed to evaluate the integral using t distribution.

02

Calculation of the integral

The pdf of random variable X from t distribution with n degrees of freedom

\(f\left( x \right) = \frac{{\left( {\left( {\frac{{n + 1}}{2}} \right)} \right)}}{{{{\left( {n\pi } \right)}^{\frac{1}{2}}}\left( {\frac{n}{2}} \right)}}{\left( {1 + \frac{{{x^2}}}{n}} \right)^{ - \left( {\frac{{n + 1}}{2}} \right)}}\)

Now,

x\(\begin{align}\int\limits_{ - \infty }^{2.5} {\frac{{dx}}{{{{\left( {12 + {x^2}} \right)}^2}}}} &= \frac{1}{{144}}\int\limits_{ - \infty }^{2.5} {\frac{{dx}}{{{{\left( {12 + {x^2}} \right)}^2}}}} \\ &= \frac{1}{{72}}\int\limits_{ - \infty }^{1.25} {{{\left( {1 + \frac{{{y^2}}}{3}} \right)}^{ - 2}}} \end{align}\)

by Let,

\(Y = \frac{X}{2}\)

\(\begin{align}\int\limits_{ - \infty }^{2.5} {\frac{{dx}}{{{{\left( {12 + {x^2}} \right)}^2}}}} &= \frac{1}{{72}}\frac{{{{\left( {3\pi } \right)}^{\frac{1}{2}}}\left( {\frac{3}{2}} \right)}}{{\left( {\frac{{3 + 1}}{2}} \right)}}P\left( {X \le 1.25} \right)\\ &= \frac{1}{{72}}\sqrt {3\pi } \frac{{\sqrt \pi }}{2}0.85\\ &= 0.03\end{align}\)

Hence,

\(\int\limits_{ - \infty }^{2.5} {\frac{{dx}}{{{{\left( {12 + {x^2}} \right)}^2}}}} \)=0.03

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Most popular questions from this chapter

Question:Suppose that\({{\bf{X}}_{\bf{1}}}{\bf{,}}...{\bf{,}}{{\bf{X}}_{\bf{n}}}\)form a random sample from a distribution for which the p.d.f. or the p.f. is f (x|θ ), where the value of the parameter θ is unknown. Let\({\bf{X = }}\left( {{{\bf{X}}_{\bf{1}}}{\bf{,}}...{\bf{,}}{{\bf{X}}_{\bf{n}}}} \right)\)and let T be a statistic. Assuming that δ(X) is an unbiased estimator of θ, it does not depend on θ. (If T is a sufficient statistic defined in Sec. 7.7, then this will be true for every estimator δ. The condition also holds in other examples.) Let\({{\bf{\delta }}_{\bf{0}}}\left( {\bf{T}} \right)\)denote the conditional mean of δ(X) given T.

a. Show that\({{\bf{\delta }}_{\bf{0}}}\left( {\bf{T}} \right)\)is also an unbiased estimator of θ.

b. Show that\({\bf{Va}}{{\bf{r}}_{\bf{\theta }}}\left( {{{\bf{\delta }}_{\bf{0}}}} \right) \le {\bf{Va}}{{\bf{r}}_{\bf{\theta }}}\left( {\bf{\delta }} \right)\)for every possible value of θ. Hint: Use the result of Exercise 11 in Sec. 4.7.

Suppose that\({{\bf{X}}_{\bf{1}}}{\bf{,}}...{{\bf{X}}_{\bf{n}}}\)form a random sample from a distribution for which the p.d.f. is as follows:

\({\bf{f}}\left( {{\bf{x}}\left| {\bf{\theta }} \right.} \right){\bf{ = }}\left\{ {\begin{align}{}{{\bf{\theta }}{{\bf{x}}^{{\bf{\theta - 1}}}}}&{{\bf{for}}\,\,{\bf{0 < x < 1,}}}\\{\bf{0}}&{{\bf{otherwise,}}}\end{align}} \right.\)

where the value of θ is unknown (θ > 0). Determine the asymptotic distribution of the M.L.E. of θ. (Note: The M.L.E. was found in Exercise 9 of Sec. 7.5.)

Suppose that a random variable X has the exponential distribution with meanθ, which is unknown(θ >0). Find the Fisher information±õ(θ)inX.

Question:Suppose that \({{\bf{X}}_{\bf{1}}}{\bf{, }}{\bf{. }}{\bf{. }}{\bf{. , }}{{\bf{X}}_{\bf{n}}}\) form n Bernoulli trials for which the parameter p is unknown (0≤p≤1). Show that the expectation of every function \({\bf{\delta }}\left( {{{\bf{X}}_{\bf{1}}}{\bf{, }}{\bf{. }}{\bf{. }}{\bf{. , }}{{\bf{X}}_{\bf{n}}}} \right)\)is a polynomial in p whose degree does not exceed n.

Suppose that\(X\) is a random variable for which the p.d.f. or the p.f. is\(f\left( {x|\theta } \right)\) where the value of the parameter \(\theta \) is unknown but must lie in an open interval \(\Omega \). Let \({I_0}\left( \theta \right)\) denote the Fisher information in \(X\) . Suppose now that the

parameter \(\theta \) is replaced by a new parameter \(\mu \), where\(\theta = \psi \left( \mu \right)\) and\(\psi \) is a differentiable function. Let \({I_1}\left( \mu \right)\)denote the Fisher information in X when the parameter is regarded as \(\mu \). Show thatShow that\({I_1}\left( \mu \right) = {\left( {{\psi ^{'}}\left( \mu \right)} \right)^{2}}{I_0}\left( {\psi \left( \mu \right)} \right)\)

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