Question
In: Computer Science
Assume a random variable X with four possible outcomes {1,2,3,4}, each with the probability θ/2, θ/2,...
Assume a random variable X with four possible outcomes {1,2,3,4}, each with the probability θ/2, θ/2, (1-θ)/3, and (2-2θ)/3, respectively. We observe the following samples {1,1,1,2,2,3,3,4,4,4}. Derive the maximum likelihood estimate of θ.
Solutions
venereology answered 2 years agoRelated Solutions
a. Suppose that X is a discrete random variable with pmf f(x) = (2 + θ(2...
a. Suppose that X is a discrete random variable with pmf f(x) =
(2 + θ(2 − x))/ 6 , x = 1, 2, 3, where the parameter θ belongs to
the parameter space Ω = (θ : −2 < θ < 2). Suppose further
that a random sample X1, X2, X3, X4 is taken from this
distribution, and the four observed values are {x1, x2, x3, x4} =
{3, 2, 3, 1}. Find the maximum likelihood estimate of θ....
The random variable X is distributed with pdf fX(x, θ) = c*x*exp(-(x/θ)2), where x>0 and θ>0....
The random variable X is distributed with pdf
fX(x, θ) = c*x*exp(-(x/θ)2), where x>0
and θ>0.
a) What is the constant c?
b) We consider parameter θ is a number. What is MLE and MOM of
θ? Assume you have an i.i.d. sample. Is MOM unbiased?
c) Please calculate the Crameer-Rao Lower Bound (CRLB). Compare
the variance of MOM with Crameer-Rao Lower Bound (CRLB).
The random variable X is distributed with pdf fX(x, θ) = c*x*exp(-(x/θ)2), where x>0 and θ>0....
The random variable X is distributed with pdf fX(x,
θ) = c*x*exp(-(x/θ)2), where x>0 and θ>0.
a) Find the distribution of Y = (X1 + ... +
Xn)/n where X1, ..., Xn is an
i.i.d. sample from fX(x, θ). If you can’t find Y, can
you find an approximation of Y when n is large?
b) Find the best estimator, i.e. MVUE, of θ?
The random variable X is distributed with pdf fX(x, θ) = c*x*exp(-(x/θ)2), where x>0 and θ>0....
The random variable X is distributed with pdf
fX(x, θ) = c*x*exp(-(x/θ)2), where x>0
and θ>0. (Please note the equation includes the term
-(x/θ)2 or -(x/θ)^2 if you cannot read that)
a) What is the constant c?
b) We consider parameter θ is a number. What is MLE and MOM of
θ? Assume you have an i.i.d. sample. Is MOM unbiased?
c) Please calculate the Cramer-Rao Lower Bound (CRLB). Compare
the variance of MOM with Crameer-Rao Lower Bound (CRLB).
The random variable X is distributed with pdffX(x, θ) = c*x*exp(-(x/θ)2), where x>0 and θ>0. (Please...
The random variable X is distributed with pdffX(x, θ)
= c*x*exp(-(x/θ)2), where x>0 and θ>0. (Please
note the equation includes the term -(x/θ)2 - that is
-(x/θ)^2 if your computer doesn't work)
a) What is the constant c?
b) We consider parameter θ is a number. What is MLE and MOM of
θ? Assume you have an i.i.d. sample. Is MOM unbiased?
c) Please calculate the Cramer-Rao Lower Bound (CRLB). Compare
the variance of MOM with Crameer-Rao Lower Bound (CRLB)....
For a random variable X with a Cauchy distribution with θ = 0 , so that...
For a random variable X with a Cauchy distribution with θ = 0 ,
so that
f(x) =(1/ π)/( 1 + x^2) for -∞ < x < ∞
(a) Show that the expected value of the random variable X does not
exist.
(b) Show that the variance of the random variable X does not
exist.
(c) Show that a Cauchy random variable does not have finite moments
of order greater than or equal to one.
Assume the random variable X has a binomial distribution with the given probability of obtaining a...
Assume the random variable X has a binomial distribution with
the given probability of obtaining a success. Find the following
probability, given the number of trials and the probability of
obtaining a success. Round your answer to four decimal places.
P(X=6), n=10 , p=0.5
Assume the random variable X has a binomial distribution with the given probability of obtaining a...
Assume the random variable X has a binomial distribution with
the given probability of obtaining a success. Find the following
probability, given the number of trials and the probability of
obtaining a success. Round your answer to four decimal places.
P(X≤4), n=7, p=0.6
Assume the random variable X has a binomial distribution with the given probability of obtaining a...
Assume the random variable X has a binomial distribution with
the given probability of obtaining a success. Find the following
probability, given the number of trials and the probability of
obtaining a success. Round your answer to four decimal places.
P(X=14), n=15, p=0.7
X is a random variable for losses. X follows a beta distribution with θ = 1000,...
X is a random variable
for losses. X follows a beta distribution with θ = 1000, a = 2, and
b = 1. Calculate TVaR0.90(X)
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