Quiz

Aug 25
I

Quit 2 Oct 27

Prog
.

Group :
Aug 17
Data File

Source

X1 X2 In
In from FE F
, , . . .
.

pth quantile
:
Ep
for a fixed
pe Co 1),
,
Ho :
Sp
=

Epo vs Ha :

Ep2p
p =
Xcm where p =

upeI
[np] + I

Pi =
P(Xi -

Ep) = + if Xi >
Epo
O [

Y
,, c, In my's
parameter
Y
... a re iid Ber with

P (vi =
1) = p(xi) sp)
=
1 -

F(2p)
= 1 -

d undert Ho

Ranking
statistic

wank
(Xi) = Ri

↑ (RI ,
Rz , ...

Rn) = airi

P (Ri =
j) =
in , i = 1 , 2
, ...
n
 statistic Exp : Tossing a coin twice

Signed-rank
:
- =
EHH , HT ,
TH , TT3
a fairs coin

P(HH) = P(T T) = P(TH) =

P(+ T)

=
X : # of heads in a trial

X(w) : 0 12

x" (0 , x] =
0xc
TT OXXL/

TT HT ,
TH , 11412
,

2 ,
232

- = Sa ,
6, c] - =
[0 ,
a
, 56 .
2, 3 23
,

X (a) = 1
, X(b) = 2
, X(2) = 3

- Not RY

X, X2 , . . . Xn iid obs .
With cdf Ex
,
Pof by ,
pdf fx

X (1) [ X (2) 1 ...

1X(n)

X (1 = min
[X1 ,
X2 ...
Xn3

X (n) = noth smallest

[X1 , Xe ...
Xn3 ,
n = 1csn

X(n) = max
&X1 , X2, , . . .
Xn3

Y = X()

Fy(y) = P(y(y) = P(X(x ( y) = 1 -

P(X(x > y)

1-P(xi < y)
 =
1-El-Fxi (3)3
2

= 1- (1-Fxi(y))

py(y) =

Fy(y) -

Fy(y)

fy(y) =
=y Fy(y) =
n( -
Fxi(y)) fx(l)

X(m)

Exom) = Fo (2) =
P (at least p
,
Xis <x)

=E Pexactly j , Xis

(Y) (Ex(n))" (1 Fx(x))n

j

=
-

Fx(n)

! n-c-ugh-6 du
=
IFxcus(r , n -n
+
1) =
etonit

F(a b) , =

a ciuda , as a

COCP (1) [p(ab) =

ital Wat crusade

P() =
Fx,) -

-notFl
n

Drugh
-

do
 1)
-If()(b , n - n +

fx(n)(x) =

+ 4-0
F(us (1-F(a) > ex ()
-nutig ro ,

(Continuous Case)
Heuristic
argument
x) = Fx Exams
Lolth)
=
-

=im p(uXm I
t

h)(b
2

= (Fx()b-1 lim
-

F()
n-m) ath) (1 F(x +
-

+ 0 + ...

Fx(n))2
-

*
=

itnat Ex (n)) (1 -
-x() ,
nei

Date :
05-Aug-24
Joint Disth of Xcm , Xcs) , MLS

F(y =
P(XU , Xy)

=
Plat least v Xi's < x
,
at least -Xxs =
y)

= /exactly (j-i)
i xis in
Can a

(x y]
,

n -
j
(y ,
x))
(F(" (F()-FC))i-1(- F(e))"
-(n is ! may
(n y)
>,

↑ (X(m = x , Xcx = y)
=
P(Xcx =
y)
1

= () (F(e))"(1 F(y))2
-

puf ,

F(u
F-F -x) y)
n,

phy
-

X (n) XCS) ,

k)
x
-
n y
-

Fx(n)
,
+
,

#x(x ,
= P(x(X(m) k)
= n + h y <X(x = +
,

IC!I a
0-1 St I n - S

(E) Not [F(u F(x)]

n !
+
us
=
-

Cr-1 ! (s-m -
Th-s) :

n)(3 - 1not [F(y

- m

x
[
F(y)
-

F(n +
+ k) -

F()]
s
F(y + x)]n
-

x
[1
-

F(x))S -1(1-F(b))" - f(a)

" +

(F(y)
-
2

Crisin (F(m)) f(y) Ocucyco

-
-

= ,
 of
Joint Idf Xcrl X(02) DIA2C crok
...

,
...
, ,

[in us win .
I
en
v2-pr-1
"

F (x1 , 2 ...
xk)
(r -crit T !
[F()] N
IF (2)-F(1)]
x(ru)
= . . .

X (vi) X(22) ...

[i-F(UxYh-O
rx-2x-1-1 +(1) +(2) -(xx)
[F(xx) 3
. . .

....
-
F(xx 1) - ,

LUnLX
- * (n < U21 . . .

Dk
in a
n

i wil
-

= ric
Ei -FC
Cont X1 ,
X2 ,
... Xn
Ind with cdf F ,
par fx
Joint of Xc , X(2) . . . Xant : (Jacobian method)

X(x = g , (X ,, X2 ...
Xn)

X(2) = 92(X1 ,
Xz , . . .

xn)
&

X(n) =
gn(X1 ,
Xz , . . .

Xn)

fun =) ,
o

- (r(1) Kens)
(15i// Exc ,M n
2(2) ...
2
.. ·

,
=

X (1) , X (2) .. -
X (n)
all cases of

inverse transformations

=
nix (i)

fX(x)
(m1
,
,

x(2)
nz

. .
...

X(n)
un) =
nix (i)
Moments of order statistics :

moment
Ist order
single :

fr =
In , Urin =
E(Xpin)

fro : n(x)dx
=

(x
b

(x
n -

-
=
Cr . n
F(x)0 (1 -
F()) f()dx

Impin)
/(11fdn)- (14) from (h) du
=
>

Cusing Jensen's

inequality)
=
Coin
(iv) f(u) do

Date :
06-Aug-25 If
ELIX1] exists then ECX) finite .

E(Xnin) is also finite .

If Mpin exists ↓p = 1c)n

= (win) E
-

Lumin =

=
E(Xn)
= E(X) = n

paralel converse :

Mpin finite for some p = 1/1/n

,
n), I

butu is not finite

Infinite moments must

happen at extremes .

Xin < X2 : u .... (Xnin

Min <Mein . . . (Upin

kth order sample moment
*

(k)
Urin =
(u" foin(x) do

-x

X- ((0 , 1)
f(x)
= 2
/
MER
,
F(x) =
E +
y +an - x
,
uER

n)zd
-

Ju (Ettant) (E-t
+
+an

(in
urin =

un,n is finite v =
2(1)n -
1 n > 2
,

(k)
Mr ; n
p = k + 1(1)n -
k

Va (Xoin) =
Gbin = or
, nin

rPhin- (evin)2
=

(jk)th order
product moment ,

Crisive Ec"
I n - D
S - x -

Mr , sin
=
E(Xin Xsin) = (F(x-F(n)) C- (e))
+

f(u) f (u) dudy

Cov (Xvin , Xsin) =

on ,
sin

= Un , sin-Main Usin

Disth about
symmetric
o

In ↓ b
F( u)
-
= 1 -
F(x)
 X1 ,
X2 ,
...
Xn And CdfF , sym
- about

0 .

Yi ,i 1() n
= -
Xi =

y X

Fy(m)
=
P(y[x) =
p( -
X = u)

= P(Xx u) -

= 1 -

F(
-

u)

# =
Fx(m)
Xx . . .
Xcn >

y2 . . . .

Y(u)

* (mE Ycr) E X (n + 1)
-

-n

(X( = ( Xx)
, X(x . . .

x(n)) -
X(n , . . . -

=> Mr ; n
=
-Un-n + in

(k)
Mrin = (1)"Un-r + in

(X(0) x(s)) ,
*
( -

X(n -
s+ 1) ,
-

X(n - n +
1)
Mois ; n
= C-1't'en-s + 1
,
n-p + 1 in

U
(j k) ,
=
(-15th in ,
n -n +1 : n
(p ,
S ; n)
 -
u = F(m) ,
x = F (u)
= x(u)
I

urin =
Coin
(u(u) un-(1-u)h-du
O

For (Co 1) ,

,
u =
E +tan-y
+

[ (u 1)]
-
tan + -
= x(u)

= ) - Got u = x(u)

eoin =

Coin"C-cotuus worl gruent do

u =
F(x)

Crossing
u F(y)
ncas
=

S -n -
1n -
S

wo-
urisin =
your (e -

u)( -a)
dud u

X1 , Xz ... Xn V =
F(X)
,

v. = F(X 1) .
. .

.,
Un = F (Xn)

* (1) <X(2)( ...

<X (n)

F(X() <F(X(x) < . . ·

F (Xanc)

U() < Uc <.. ·

<Vans

conv youp-ra
Up : n

FtUin] =
=
 (0
ruyp - du =
Tp = (p -

1) !

1 e-crypt an
=
#
Ine) &, N(0 1)
,

Eg(T) g(u))
-

- (0 (g'(u)(2)
,

Date : 25
09-Aug
.

X1 ,
X2 , . . .
In In 0(0 , 1)

X(1 (X(2) <... (X(n)

f(u) = 1 ,
0 < nc /

O ou
,

u = F(x)
-
a = n(u) =
F (k) = U

(k)
!ukum-1p-4) d
-

·
upin =
Join k= 1, Unin =
pro

In =
1-pos

up , sin =

Crossin)' ne not co-u) - p-u- Saude

= , sin =

1
 moments of For cont Disth
Approximating any
a s .

#
. .

X X2 ,
... Xn nd from F
nd
F(x1) F(x2) .. ·

F(yn) v(0 , 1)

u = F(x)

X(x) (X(2)(
(X(n)
. . .

F(X(x) < F(X (2) < ...

(F(X(m)
U
: < Us <... (Ucns

W(n) =
F (X (m)

F " (U(r)
X(m
g (Ucr)
=
=

-Pr)g(n)
= g(Pv) +
(Uc-Pr)g(n) +

E[Xm] = g(Po) (1st + em)

(E)
=
-

~
[xcm] =
v[Uc](g'Ps)" =

HTz2
=
g(Pn)
=CU val = Pr
 - (v = pr

=xm)Iem

-
(X(m X(s)
=
Cov ,

Asymptotic
Disth of
sample quantic

bth popl quantice Ep .

F(2p) =
P

Xin) is the
6th sample quantile
if r = up - I

[nP1 + 1

#No
E(Xv n) =
g(pn) F
+
(ii)
g(U(m)
=
=
X(m) =

(-)
-

= F

/(b) Eb
-

= F =
 # =

# XI , X2 ,
. . . Xn
End (u ,
02)

X -
N(u ,

Mn >
-

N(u + ,
52π)
=
N(u ,

=
Efficiency : (Mr ,2)

= 0 . 6366

# X1 , X2 ... In ind ((u , 1)

Mn - N(u ,
i - (n)

=( u)

f(u) =
Efficiency : (Mn x) ,

:
= >

n
 of fixed p =(0 1)
of hypothesis Ep . ,

Testing
Ho :
Ep =
Ep (fixed)

vs HA :
Ep Epo
#
Date :
11-Aug-25
'
E

Chapter -
2

Gibbons book
>
PLEXcnEd] =
Excus(6) -

Ex , n(a) pat

= (Y) (Fx(b))"(1 -

Fx(b))n - m() (Ex

n - D

(I -

Fx(a))
# U. , ve ... Un
ind v(o ,
1)

R ((n) =
-
Vi
-
Bi (n - 1
, 2)

QR =
V(x) -

V(m) ~B = (s -
v
,
n -
(s -

m) + 1)

Ex -

↑ (X(x =
x) =
Fx(u)
-

Ex-1)
Exi

S -
n -

1
* "

F(mu)
cus =1)
>
-
( (m) ( (F(us) -

-v
-
)!

S
F(us)(2 (s)
-

(1 -
f(xm) +

: ((us))S
n S

(1-F(us))
-

(s)
-

F(un))
Curcus-
n
-
1

- -1) : (E) [E]

1036) F
, cur,us) = M ... () [
F(us))n
- 0

(1 -

f(x))
 f(x) F(x))2
m

(1
-

F
= #(1) -
n ...

, 2 ...

m !
Date :
13-Aug-25

#
P
T- :

=Fun EJ
ap = xm Jas

p =
np
[np1 + 1

P[X(n) =
Ep =
Xcs)] = # (0 , S ,
n ,
p)
< S

= (picc
=
P[n =
yes -

1/Y-Bin (n ,
b) ]

np z n-o + 1
>
symmetric I
-
=
s =
,

P[n = Y = n -
/ y-Bin (n =

=) ]

-
 connection
finite population

[ ↑
(Normal approximation for binomial)
·
= n =
n - 32

m +
n -n + 1 =

3/2

Tolerance
Interval/Coverage -
Given p , UECo , 17 Lu

[ (Ucn Ucss)
W
,

P[/fcudus p] , =
r is the corns

[x,m X(x)]
,
coverage - -

I
=
p[F(u) -
F(z) =
p] = w

mcs ,
P[F(X(s)) -

F(Xcn))] = r

↑ [Ucs-Ucs p] ,
= w
(Ucx)-Ucm - B = (s
-n , n -
(s -)
+

Y
P
=

timnecS ,
useb cusn-c du
Test for pandomness

Run Test : -

A >
-
n1
- n ni + n2
types objects
=

Run : 2 of - - 42
B

ABA Alb (ni + nz)

longest
roun : ...

smallest run : AA ...

ABB ... B(2)

of #identical objects
length roun : in a run .

R =
total no Of
. run's of n = n , +he objects .

Ri : """ 11 11n, items of type I

.

R2
11
: 11 11 11 "n2 1 1" type I .

# (R1-R2)11 => Ri = R2 ,
R2-1 ,
Reti

Date :
14-Aug-25
of
type I-A Ri
obj
u1 ,
buns

n211 "type I-B , R2 buns

nituz = n
, R = RitR2 ,
IRI-R2lEt

Test based on total no .

Of nuns
total no of
arrangements
of n , like objects

↑ cells st no cells

empty =

(i (
 -
↑ (H1 = N ,
Re =
b)

P(R1 mi) =[P(R

=
= m , R2 =

Cr) P(RED) =
2

(1) (ii) (1) (2) +

+
(_ ) (i " )

(1) [(i = 1) + (iii) (iii) (vii)]

+ +

(i1 ) [(1) +

(ii)]
·

(i) (ut) , v = 1 ,
2 . .
mingue the

(i)
↑(Re mc) =
=

, n = 2 ... min
Enta
(rith2)p(R =
n) = 2
() ( ,
=

-
-

(i) (i) wi = +2 - 1 , nz + 1

·
-(E) (i)
v = 2 (1) 2 min (n1 n2) ,
+ C

o if i even

C = 1 if i odd

in
Ho
arrangement
: pandom

n = 9 ,
n1 = 5, nz = 4 < = 0 .
05
,

W : obs .
REC on obs .
R&C2

= Pho(R[C1) + Pio (RY (2) <X = 0 .

05

v = 2 (1) 2 min (5 4)
,
+ 1

2(1) a

PH. (R = 2) +
Pho (R>a) =
Es = 0 .

024 20 .
05

PHo (R = 3) + PHO (R > 9)

PHo (R = 2) + Pro (R3 8) ,