Exercise 1 Exercise 2 Exercise 3 (a) Exercise 3 (b) EXERCISE 5 (c) (d) (e)
University of California, Los Angeles Department of Statistics Statistics 100B Instructor: Nicolas Christou Method of moments – Examples Very simple! The method of moments is…
University of California, Los Angeles Department of Statistics Instructor: Nicolas Christou Quiz 3 a. If Y1 and Y2 are random variables such that X1 =…
University of California, Los Angeles Department of Statistics Statistics 100B Instructor: Nicolas Christou Multivariate normal – practice problems EXERCISE 1 Let (X1,Y1),…,(Xn,Yn), be a random…
#Central and non-central chi-squared distributions. #Central chi-squared dist: x
University of California, Los Angeles Department of Statistics Statistics 100B Instructor: Nicolas Christou Covariance and correlation Let random variables X, Y with means μX,μY respectively.…
University of California, Los Angeles Department of Statistics Instructor: Nicolas Christou Practice 1 Find the distribution of the random variable X for each of the…
Example 3 solution Exercise 3 3 3 Exercise 4 Exercise 5 Yes, Ybar and sum(Yi-Ybar)^2 are independent because Ybar is independent of the vector of…
Statistics 100B Department of Statistics Order statistics – derivations Instructor: Nicolas Christou − (n − k)FX(x)k[1 − FX(x)]n−k−1fX(x) (last term is zero when k…
University of California, Los Angeles Department of Statistics Statistics 100B Instructor: Nicolas Christou Continuous probability distributions • Let X be a continuous random variable, −∞…