STAT 3445-005, Spring 2022 Practice Exam Midterm 1
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STAT 3445-005, Spring 2022
Practice Exam Midterm 1
● Final answers, if any, are circled.
● Work on all 3 questions. Make sure to provide all steps to the final answers.
1. (15 points) Let x1 , x2 be independent standard normal distribution whose density function is given as
follows
(a) (10 points) Define U1 = , U2 = x1 2(一)x2 . Find the joint density function of U1 and U2 , that is, fI1 ,I2 (y1 , y2). (Hint : Use Jacobian transformation.)
(b) (5 points) Are U1 and U2 independent? Justify.
2. (20 points) Let [x1 , . . . , xn ] be a random sample of size n from N (u, g2)whose density function is
(a) (5 points) Define = 8(n) xi . Identify the distributions of (i) and (ii) )n (X 一u(. (No proof is
needed).
(b) (5 points) Define Zi = xX(i一)u , i = 1, . . . , n. Find the monent generating function of U1 = Z1(2). (Hint : Find the distribution of Zi and calculate M(etI)= M(etZ 1(2))= /一o(o) et3 2 f (3)d3).
(c) (5 points) Using (b), identify the distribution of Z1(2). Also, find the moment generating function of n
w = 8 Zi(2) and identify its distribution.
i= 1
(d) (5 points) Show that
where tn一1 denotes the t-distribution with n ━ 1 degrees of freedom. You can use that (i) and s2
are independent, (ii) (nX(一1)(2S 2 ∼ xn一1( and (iii) s2 = n1一1 8(n) (xi ━ )2 without proof. (Hint : recall
the definition of t-distribution)
3. (15 points) Let [x1 , . . . , xn ] be a random sample of size n from Unif (0, 9)whose density function is
(a) (5 points) Find the density function of x(n( = maz(x1 , . . . , xn), the maximum order statistic.
(b) (5 points) Let 9ˆ1 = 2 = 8 xi be an estimator for 9. Find the MSE of 9ˆ1 .
(c) (5 points) Let 9ˆ2 = x(n( be another estimator for 9. Find the MSE of 9ˆ2 . Recall : dsM(9ˆ)= B(9ˆ)2 +v (9ˆ)and B(9ˆ)= M(9ˆ)━ 9 .
2022-02-17