Take Home Assignment 1

Due: By the beginning of class, Friday, June 21.

I. Show your work.
II. In showing or proving in exercises, give the theorems that you have used.
III. Print out the take home assignment and answer in the spaces provided.
IV. Hand in your assignment done on paper. Emailed take home assignments
will not be graded.

1. The chi-square distribution is a special case of the gamma distribution. Both
distributions are discussed in Section 6.3. The moment generating function for
the gamma distribution is given by Theorem 6.4. Find the moment generating
function for the chi-square distribution.

2. Do the proof for Theorem 8.9. We have done two examples of this type of proof
in class. Also, see Theorem 7.3 and the two examples that follow the theorem.
You do not have to repeat showing the result of #1.

3. Do Exercise 8.4.
See Section 5.3 for a discussion about the Bernoulli Distribution.
Recall, it can be shown = and
2
= (1 ) for a Bernoulli distribution.
You do not have show this in the proof.
The parameter estimate X

is the sample mean for X which is the

sample proportion of successes.
Essentially, you are being asked to prove
n
X and X E
) 1 (
) ( var ) (

4. Do Exercise 8.17.