7 The continuous random variable \(X\) has probability density function given by
$$f ( x ) = \begin{cases} \frac { x } { 2 \theta ^ { 2 } } & 0 \leqslant x \leqslant 2 \theta
0 & \text { otherwise } \end{cases}$$
where \(\theta\) is an unknown positive constant.
- Find \(\mathrm { E } \left( X ^ { n } \right)\), where \(n \neq - 2\), and hence write down the value of \(\mathrm { E } ( X )\).
- Find
(a) \(\operatorname { Var } ( X )\),
(b) \(\operatorname { Var } \left( X ^ { 2 } \right)\). - Find \(\mathrm { E } \left( X _ { 1 } + X _ { 2 } + X _ { 3 } \right)\) and \(\mathrm { E } \left( X _ { 1 } ^ { 2 } + X _ { 2 } ^ { 2 } + X _ { 3 } ^ { 2 } \right)\), where \(X _ { 1 } , X _ { 2 }\) and \(X _ { 3 }\) are independent observations of \(X\). Hence construct unbiased estimators, \(T _ { 1 }\) and \(T _ { 2 }\), of \(\theta\) and \(\operatorname { Var } ( X )\) respectively, which are based on \(X _ { 1 } , X _ { 2 }\) and \(X _ { 3 }\).
- Find \(\operatorname { Var } \left( T _ { 2 } \right)\).