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Engineering Statistics Tutorial Examples

The document contains a tutorial for IE 605: Engineering Statistics, featuring various examples related to probability distributions, expectations, and variances of random variables. Key topics include the properties of uniform, F, and Student's t distributions, as well as the independence of order statistics. The tutorial also discusses generating specific distributions from uniform random variables.

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5 views2 pages

Engineering Statistics Tutorial Examples

The document contains a tutorial for IE 605: Engineering Statistics, featuring various examples related to probability distributions, expectations, and variances of random variables. Key topics include the properties of uniform, F, and Student's t distributions, as well as the independence of order statistics. The tutorial also discusses generating specific distributions from uniform random variables.

Uploaded by

me25mtech11030
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

Autumn Semester 2020 October 2, 2023

IE 605: Engineering Statistics


Tutorial 5

Example 1. Show that for a random sample of size 2 from N (0, σ 2 ) population,
  −σ
E (X(1) = √ π
.

Example 2. Let X, Y and Z be independent uniform random variables on the


2
interval (0, a). Let W = min{X, Y, Z}. What is the expected value of 1 − W
a

Example 3. LetX1 , X2 , ..., Xn be a random sample from a population X with


uniform distribution on the interval [0, 1]. What is the probability distribution of the
sample range W := X(n) − X(1) ?

Example 4. Let X be a random variable with an Fp,q distribution.

• Derive the mean and variance of X.

• Show that 1/X ∼ Fq,p .

Example 5. Let X be a random variable with Students t-distribution with p degrees


of freedom.

• Derive the mean and variance of X.

• Show that X 2 ∼ F1,p .


x 2
• let f (x|p) denotes the pdf of X. Show that limp→∞ f (x|p) → √1 e− 2 , at
2π
each value −∞ < x < ∞.

Example 6. Show that in odd samples of size n from U nif (O, 1) population, the
1
mean and variance of the distribution of median are 1/2 and 4(n+2) respectively, i.e.,
find the expectation and variance of the median X(m+1) where n = 2m + 1.

Example 7. Show that sample standard deviation is not unbiased, but is consistent.

Example 8. Let Ui , i = 1, 2, ... , be independent uniform(0, 1) random variables,


and let X have distribution

c
P (X = x) = , x = 1, 2, 3, ...,
x!
1
where c = e−1 . Find the distribution of

Z = min{U1 , ..., UX }.

Example 9. Let Xi , i = 1, 2, 3 , be independent with n(i,i2 ) distribution. For each


of the following situations, use the Xi to construct a statistic with the indicated
distribution
1. chi squared with 3 degrees of freedom

2. t distribution with 2 degrees of freedom

3. F distribution with 1 and 2 degrees of freedom

Example 10. Let X1 , X2 , . . . , Xn be a random sample from a population with pdf.

f (x) = (1/θ) for all 0 ≤ x ≤ θ (1)

Let X(1) < X(2) · · · < X(n) be the order statistics. Show that X(1) /X(n) and X(n)
are independent random variables.

Example 11. Let X1 ,2 , . . . , Xn be iid random variables with pdf



α α−1
θα x , 0 < x < θ,

fX (x) =
 0, otherwise

Let X(1) < X(2) · · · < X(n) be the order statistics. Show that X(1) /X(2) , X(2) /X(3) , . . . , X(n−1) /X(n)
and X(n) are mutually independent random variables. Find the distribution of each
one of them.

Example 12. Discuss how can you generate Fp,q distribution from Uniform random
variables. Assume p, q are integers.

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