Results 1 to 2 of 2

Math Help - Probability (A challenging one)

  1. #1
    Junior Member
    Joined
    Nov 2007
    Posts
    58

    Probability (A challenging one)

    Suppose a random sample of size n=6 is drawn from the uniform pdf f_Y(y;theta)=(1/theta), 0<=y<=theta for the purpose of using theta (hat) = Y_max to estimate theta. Calculate the probability that theta hat falls within 0.2 of theta given that the parameter's true value is 3.0. A pdf derived in class for theta hat = Y_max is the following: f_Y_max(y) =
    (n/theta^n)*y^(n-1).

    I'm pretty much completely lost with this one so any help would be great.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Flow Master
    mr fantastic's Avatar
    Joined
    Dec 2007
    From
    Zeitgeist
    Posts
    16,948
    Thanks
    5
    Quote Originally Posted by eigenvector11 View Post
    Suppose a random sample of size n=6 is drawn from the uniform pdf f_Y(y;theta)=(1/theta), 0<=y<=theta for the purpose of using theta (hat) = Y_max to estimate theta. Calculate the probability that theta hat falls within 0.2 of theta given that the parameter's true value is 3.0. A pdf derived in class for theta hat = Y_max is the following: f_Y_max(y) =
    (n/theta^n)*y^(n-1).

    I'm pretty much completely lost with this one so any help would be great.
    Calculate \Pr(2.8 \leq \hat{\theta} \leq 3.2) = \int_{2.8}^{3.2} \frac{n}{\theta^n} \, y^{n-1} \, dy.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. Challenging Integral
    Posted in the Calculus Forum
    Replies: 4
    Last Post: March 9th 2010, 02:44 PM
  2. Challenging probability question
    Posted in the Statistics Forum
    Replies: 1
    Last Post: March 23rd 2009, 11:27 PM
  3. Probability Question ( quite challenging)
    Posted in the Advanced Statistics Forum
    Replies: 6
    Last Post: February 15th 2009, 09:59 PM
  4. Challenging Dif EQ
    Posted in the Calculus Forum
    Replies: 3
    Last Post: December 11th 2007, 05:01 PM
  5. challenging probability problem
    Posted in the Statistics Forum
    Replies: 1
    Last Post: September 20th 2007, 04:49 AM

Search Tags


/mathhelpforum @mathhelpforum