SOC 885 Study Guide - Final Guide: Pivotal Quantity, Gamma Distribution, Exponential Distribution

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Use this pivotal quantity to derive a 100(1 " )%confidence interval for . , yn is a sample of size n from a gamma- distributed population with = 2 and unknown . , yn is a sample of size n from an exponential distribution with mean . 1 a use the method of moment-generating functions to show that a 2 distribution with 2n df. is a pivotal quantity and has. Refer to example 8. 4 and suppose that y is a single observation from an exponential distribution with mean . a use the method of moment-generating functions to show that 2y/ is a pivotal quantity and has a. Use the pivotal quantity 2y/ to derive a 90% confidence interval for . c compare the interval you obtained in part (b) with the interval obtained in example 8. 4. Example 8. 4 suppose that we are to obtain a single observation y from an exponential distribution with mean .