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Statistical Methods Practice Problems

The document contains practice problems related to order statistics and statistical methods for various distributions, including uniform and exponential distributions. It includes tasks such as evaluating conditional probabilities, calculating means and variances, and determining cumulative distribution functions (CDFs). The problems are designed for a statistical methods course and require knowledge of probability theory and statistical analysis.

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shruti.prabhakar2002
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3 views1 page

Statistical Methods Practice Problems

The document contains practice problems related to order statistics and statistical methods for various distributions, including uniform and exponential distributions. It includes tasks such as evaluating conditional probabilities, calculating means and variances, and determining cumulative distribution functions (CDFs). The problems are designed for a statistical methods course and require knowledge of probability theory and statistical analysis.

Uploaded by

shruti.prabhakar2002
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

MTL390: Statistical Methods

January 18, 2025

Practice Problems 5

Order Statistics

1. A random sample of size 4 is drawn from a population that has a uniform distribution on the
interval (0, 5). Evaluate the conditional probability P (X(4) > 4 | X(3) > 2).
2. The random sample X1 , X2 , . . . , X9 of size 9 is drawn from a population that has a uniform distri-
bution on the interval (0, 10). Evaluate the mean and variance of the X(7) .

3. Suppose that the random sample X1 , X2 of size 2 is drawn from a population that has an exponential
distribution with mean 10. Evaluate the conditional probability P (X(1) < 5 | X(2) < 10).
4. Suppose that X1 , X2 , X3 is a random sample drawn from an exponential distribution with mean
10. Evaluate the probability that the sample median is between 5 and 10.

5. Suppose that X1 , X2 , X3 is a random sample drawn from a uniform distribution on the interval
(0, 2). Let R = X(3) − X(1) be the sample range. Determine the CDF of the sample range R.
Evaluate the mean and variance of the sample range R.
6. As in Problem 5, X1 , X2 , X3 is a random sample drawn from a uniform distribution on the interval
(0, 2). Let R = X(3) − X(1) be the sample range. Evaluate Cov(X(1) , X(3) ) and the correlation
coefficient ρ of X(1) and X(3) .
7. Suppose that X1 , X2 , X3 is a random sample drawn from a uniform distribution on the interval
(0, 5). Determine the conditional density function of X(3) given that X(1) = x, X(2) = y for all
0 < x < y < 5. What is the distribution indicated by the conditional density function? Evaluate
the conditional mean E(X(3) | X(1) = x, X(2) = y) and the conditional variance Var(X(3) | X(1) =
x, X(2) = y).

8. Suppose that X1 , X2 , X3 is a random sample drawn from a continuous distribution with density
function f (x) = 2x, where 0 < x < 1. Evaluate the mean and variance of the X(1) and X(3) .

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