Chapter 3: Problem 11
Using the computer, obtain plots of the pdfs of chi-squared distributions with degrees of freedom \(r=1,2,5,10,20\). Comment on the plots.
Chapter 3: Problem 11
Using the computer, obtain plots of the pdfs of chi-squared distributions with degrees of freedom \(r=1,2,5,10,20\). Comment on the plots.
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Get started for freeLet \(X_{1}, X_{2}\) be two independent random variables having gamma distributions with parameters \(\alpha_{1}=3, \beta_{1}=3\) and \(\alpha_{2}=5, \beta_{2}=1\), respectively. (a) Find the mgf of \(Y=2 X_{1}+6 X_{2}\). (b) What is the distribution of \(Y ?\)
Let the independent random variables \(X_{1}\) and \(X_{2}\) have binomial distribution with parameters \(n_{1}=3, p=\frac{2}{3}\) and \(n_{2}=4, p=\frac{1}{2}\), respectively. Compute \(P\left(X_{1}=X_{2}\right)\) Hint: List the four mutually exclusive ways that \(X_{1}=X_{2}\) and compute the probability of each.
Let \(X\) be a random variable such that \(E\left(X^{m}\right)=(m+1) ! 2^{m}, m=1,2,3, \ldots\). Determine the mgf and the distribution of \(X\). Hint: Write out the Taylor series \(^{6}\) of the mgf.
Consider the family of pdfs indexed by the parameter
\(\alpha,-\infty<\alpha<\infty\), given by
$$
f(x ; \alpha)=2 \phi(x) \Phi(\alpha x), \quad-\infty
Determine the 90 th percentile of the distribution, which is \(N(65,25)\).
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