Assignment 11

Assignment 11 - Stat 5101(Geyer Fall 2009 Homework...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
Stat 5101 (Geyer) Fall 2009 Homework Assignment 11 Due Wednesday, December 9, 2009 Solve each problem. Explain your reasoning. No credit for answers with no explanation. If the problem is a proof, then you need words as well as formulas. Explain why your formulas follow one from another. 11-1. Suppose the random vector ( X,Y ) has variance matrix ± 4 - 3 - 3 9 ² Find sd( X ), sd( Y ), and cor( X,Y ). Note: cor( X,Y ) is correlation not co- variance. 11-2. Suppose sd( X ) = 5, sd( Y ) = 7, and cor( X,Y ) = 2 / 3. Find the variance matrix of the random vector ( X,Y ). 11-3. Suppose X has the Poisson distribution with mean 100. (a) Calculate Pr( X < 80) exactly. (b) Calculate Pr( X < 80) using the normal approximation without correc- tion for continuity. (c) Calculate Pr( X < 80) using the normal approximation with correction for continuity. (d) Which of (b) and (c) is closer to correct? (e) Calculate Pr( X > 120) exactly. (f) Calculate Pr(
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

Page1 / 2

Assignment 11 - Stat 5101(Geyer Fall 2009 Homework...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online