Let X followalog normaldistributionasinExercise1 3withpara meters (,2) R R which arebothconsideredunknown Inotherwords, Y logX with Y N(,2) Consider asample X1, ,Xn from thisdistribu tion a) DetermineanasymptoticWaldconfidenceintervalforthe median of thedistri bution d) Investigatethecoverageofthes...

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Let X followalog-normaldistributionasinExercise1.3withpara- meters (,2) R R+ which arebothconsideredunknown.Inotherwords, Y = logX with Y

Question:

Let X followalog-normaldistributionasinExercise1.3withpara-

meters (ξ,σ2) ∈ R × R+ which arebothconsideredunknown.Inotherwords, Y = logX with Y ∼ N(ξ,σ2). Consider asample X1, ...,Xn from thisdistribu-

tion.

a) DetermineanasymptoticWaldconfidenceintervalforthe median λ of thedistri-

bution image text in transcribed

image text in transcribed

d) Investigatethecoverageoftheseintervalsforvariousvaluesof n and σ2 by sim-
ulation

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Fundamentals Of Mathematical Statistics

ISBN: 9781032223827

1st Edition

Authors: Steffen Lauritzen

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Question Posted: Sep 19, 2024 08:01 PM

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Let X followalog-normaldistributionasinExercise1.3withpara- meters (,2) R R+ which arebothconsideredunknown.Inotherwords, Y = logX with Y

Question:

1 n where Yn Xn+Yn-2' n .

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Fundamentals Of Mathematical Statistics

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