Homework 5
due in class, Tuesday October 29
From the text, problems 5.11, 5.21, 5.23, 5.28, and 5.30.
Here are the problems written out, in case you don't have the text:
- 5.11: Let X_n have a gamma distribution with parameters alpha=n
and beta, where beta is not a function of n. Let Y_n = (X_n)/n. Find
the limiting distribution of Y_n.
- 5.21: Let X-bar denote the mean of a random sample of size 128
from a gamma distribution with alpha=2 and beta=4. Approximate P(7
< X-bar < 9).
- 5.23: Compute an approximate probability that the mean of a
random sample of size 15 from a distribution having pdf f(x) = 3x^2,
0 < x < 1, zero elsewhere, is between 3/5 and 4/5.
- 5.28: Let f(x) = 1/(x^2), 1 < x < infinity, zero elsewhere, be
the pdf of a RV X. Consider a random sample of size 72 from the
distribution having this pdf. Compute approximately the probability
that more than 50 of the observations of the random sample are less
than 3.
- 5.30: We know that X-bar is approximately N( mu, (sigma^2)/n )
for large n. Find the approximate distribution of u(X-bar) = (X-bar)^3.