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Stat 5101
Stat 5101 Final ExamDecember 20, 1999
Name Student ID Secret Code (if you want your final grade posted).
The exam is closed book. You may two
by 11 sheets of paper with formulas (or anything else) on it, but
no other notes. You may use a calculator, but shouldn't need to. Put all of your work on this test form (use the
back if necessary). Show your work or give an explanation of your answer. No credit for numbers with no
indication of where they came from.
The points for the questions total to 100. There are
pages and
8
problems. A normal distribution
table is on a separate sheet of paper.
1. [25 pts.] Suppose
X
and
Y
are independent and identically distributed normal random variables. Show
that
are independent random variables. Be careful to clearly explain your reasoning.
2. [30 pts.] Suppose
X
and
Z
are independent random variables and
Suppose
Y
=
X
2
+
Z
.
a. Find the function of
X
that is the best predictor (BP) of
Y
, also called the best unbiased
predictor (BUP).
b. Find the function of
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This note was uploaded on 10/28/2010 for the course STAT 5101 taught by Professor Staff during the Spring '02 term at Minnesota.
 Spring '02
 Staff

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