Let X1, X2, . . . , Xn be a random sample from a uniform distribution on
Question:
Let X1, X2, . . . , Xn be a random sample from a uniform distribution on the interval [0, ], so that f(x) {
1
0 x
0 otherwise Then if Y max(Xi
), it can be shown that the rv U Y/
has density function fU(u) {nun1 0 u 1 0 otherwise
a. Use fU (u) to verify that P(/2)1/n
Y
(1 /2)1/n
1
and use this to derive a 100(1 )% CI for .
b. Verify that P(1/n Y/ 1) 1 , and derive a 100
(1 )% CI for based on this probability statement.
c. Which of the two intervals derived previously is shorter?
If my waiting time for a morning bus is uniformly distributed and observed waiting times are x1 4.2, x2 3.5, x3 1.7, x4 1.2, and x5 2.4, derive a 95%
CI for by using the shorter of the two intervals.
Step by Step Answer:
Probability And Statistics For Engineering And The Sciences
ISBN: 9781111802325
7th Edition
Authors: Dave Ellis, Jay L Devore