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Unformatted text preview: Question 2. a) Find an Inverse Transform Algorithm for generating observations from the Rayleigh Distribution. b) Given the 5 Uniform(0,1) values from question 1, use the method in part a) of this question to generate 5 observations on the Rayleigh distribution with γ =1 Question 3. a) Construct a PP plot for the 5 Rayleigh data points you generated in question 2, part b) to see if the Rayleigh distribution with γ =1 is a good fit. b) Do a KolmogorovSmirnov goodness of fit test to see if 5 Rayleigh data points you generated in question 2, part b) can be considered to come from a Rayleigh distribution with γ =1. Question 4. a) Find the Method of Moments estimator of the parameter γ of the Rayleigh distribution b) Find the Maximum Likelihood Estimator of the parameter γ of the Rayleigh distribution....
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 Spring '08
 Storer
 Normal Distribution, Maximum likelihood, Estimation theory, Cumulative distribution function, Rayleigh distribution

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