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3 years ago

6

Write 1,334,457. in 12 expanded form

1 answer:

Alchen [17]3 years ago

8 0

1,000,000+3000,000+30,000+4,000+400+50+7

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Raman purchased 2 an 1/2 pounds of chocolate covered peanuts for $9.75. WHat was the price per pound

viktelen [127]

Answer:

$3.9 per pound

Step-by-step explanation:

Hope this helps!

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2 years ago

Read 2 more answers

A circle has a circumference of 50.24 units.

Xelga [282]

8 units

Circumference = pi * 2 * radius
50.24 = 3.14 * 2 * radius
50.24 = 6.28 * radius
8 = radius

4 0

2 years ago

cestrela7 [59]

Answer:

-1

Step-by-step explanation:

You have to use simultaneous linear equation as there are 2 equations given

use the subtitution method as what I've shown above

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4 0

3 years ago

Read 2 more answers

Let X1 and X2 be independent random variables with mean μand variance σ².

My name is Ann [436]

Answer:

a) $E(\hat \theta_1) =\frac{1}{2} [E(X_1) +E(X_2)]= \frac{1}{2} [\mu + \mu] = \mu$

So then we conclude that $\hat \theta_1$ is an unbiased estimator of $\mu$

$E(\hat \theta_2) =\frac{1}{4} [E(X_1) +3E(X_2)]= \frac{1}{4} [\mu + 3\mu] = \mu$

So then we conclude that $\hat \theta_2$ is an unbiased estimator of $\mu$

b) $Var(\hat \theta_1) =\frac{1}{4} [\sigma^2 + \sigma^2 ] =\frac{\sigma^2}{2}$

$Var(\hat \theta_2) =\frac{1}{16} [\sigma^2 + 9\sigma^2 ] =\frac{5\sigma^2}{8}$

Step-by-step explanation:

For this case we know that we have two random variables:

$X_1 , X_2$ both with mean $\mu = \mu$ and variance $\sigma^2$

And we define the following estimators:

$\hat \theta_1 = \frac{X_1 + X_2}{2}$

$\hat \theta_2 = \frac{X_1 + 3X_2}{4}$

Part a

In order to see if both estimators are unbiased we need to proof if the expected value of the estimators are equal to the real value of the parameter:

$E(\hat \theta_i) = \mu , i = 1,2$

So let's find the expected values for each estimator:

$E(\hat \theta_1) = E(\frac{X_1 +X_2}{2})$

Using properties of expected value we have this:

$E(\hat \theta_1) =\frac{1}{2} [E(X_1) +E(X_2)]= \frac{1}{2} [\mu + \mu] = \mu$

So then we conclude that $\hat \theta_1$ is an unbiased estimator of $\mu$

For the second estimator we have:

$E(\hat \theta_2) = E(\frac{X_1 + 3X_2}{4})$

Using properties of expected value we have this:

$E(\hat \theta_2) =\frac{1}{4} [E(X_1) +3E(X_2)]= \frac{1}{4} [\mu + 3\mu] = \mu$

So then we conclude that $\hat \theta_2$ is an unbiased estimator of $\mu$

Part b

For the variance we need to remember this property: If a is a constant and X a random variable then:

$Var(aX) = a^2 Var(X)$

For the first estimator we have:

$Var(\hat \theta_1) = Var(\frac{X_1 +X_2}{2})$

$Var(\hat \theta_1) =\frac{1}{4} Var(X_1 +X_2)=\frac{1}{4} [Var(X_1) + Var(X_2) + 2 Cov (X_1 , X_2)]$

Since both random variables are independent we know that $Cov(X_1, X_2 ) = 0$ so then we have:

$Var(\hat \theta_1) =\frac{1}{4} [\sigma^2 + \sigma^2 ] =\frac{\sigma^2}{2}$

For the second estimator we have:

$Var(\hat \theta_2) = Var(\frac{X_1 +3X_2}{4})$

$Var(\hat \theta_2) =\frac{1}{16} Var(X_1 +3X_2)=\frac{1}{4} [Var(X_1) + Var(3X_2) + 2 Cov (X_1 , 3X_2)]$

Since both random variables are independent we know that $Cov(X_1, X_2 ) = 0$ so then we have:

$Var(\hat \theta_2) =\frac{1}{16} [\sigma^2 + 9\sigma^2 ] =\frac{5\sigma^2}{8}$

7 0

3 years ago

Please helppppppppppppppp

Scilla [17]

The first one is 48% and the second one is 60%

4 0

3 years ago