Let X1...., Xn be a random sample of size n from an infinite population and assume X1 d= a + bU2 with the constants a > 0 and b > 0 unknown and U a standard uniform distributed random variable given by FU (x) := P(U ≤ x) =    0 if x ≤ 0 x if 0 < x < 1 1 if x ≥ 1 1.  Compute the cdf of the random variable X1. 2.  Compute E(X1) and V ar(X1). 3.  Give the method of moments estimators of the unknown para

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 32E
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Let X1...., Xn be a random sample of size n from an infinite population and assume X1 d= a + bU2 with the constants a > 0 and b > 0 unknown and U a standard uniform distributed random variable given by FU (x) := P(U ≤ x) =    0 if x ≤ 0 x if 0 < x < 1 1 if x ≥ 1 1.  Compute the cdf of the random variable X1. 2.  Compute E(X1) and V ar(X1). 3.  Give the method of moments estimators of the unknown parameters a and b. Explain how you construct these estimators!

Let X.., Xn be a random sample of size n from an infinite population and assume X1
a + bU2 with the constants a > 0 and b > 0 unknown and U a standard uniform distributed
random variable given by
0 if x <0
Fu(x) := P(U < x) =
x if 0 < x <1
1 if x >1
Compute the cdf of the random variable X1.
Compute E(X1) and Var(X1).
Give the method of moments estimators of the unknown parameters a and b.
Explain how you construct these estimators!
Solution
Transcribed Image Text:Let X.., Xn be a random sample of size n from an infinite population and assume X1 a + bU2 with the constants a > 0 and b > 0 unknown and U a standard uniform distributed random variable given by 0 if x <0 Fu(x) := P(U < x) = x if 0 < x <1 1 if x >1 Compute the cdf of the random variable X1. Compute E(X1) and Var(X1). Give the method of moments estimators of the unknown parameters a and b. Explain how you construct these estimators! Solution
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