8.7. Let (xlp)Geom(p). Suppose that the prior distribution of p is U(0, 1). a. Find the posterior pdf of p. b. Find the posterior mode. c. Find the posterior expectation. 8.7. Let (xlp)Geom(p)....
2) Let Yi,., Yn be iid N(a,a2). Let a~ known Find the posterior distribution p(u|3y). This distribution will depend N (8, T2) and trcat o2, 6, and r2 as fixed and on 2, 6, and 2. Calculations are tedious here. Use the hints given in class and follow through 2) Let Yi,., Yn be iid N(a,a2). Let a~ known Find the posterior distribution p(u|3y). This distribution will depend N (8, T2) and trcat o2, 6, and r2 as fixed and...
Let X and Y ~U(0, 1]. X and Y are independent a) Find the PDF of X+Y b) Suppose now X~(0, a] Y~(0,b] and . Find the PDF of X+Y Ο <α<b
have the prior pdf 2-2) Let a (e)-0<a<e where B>1 1 Find the joint pdf fo, e) of Y and e Use f(y.0) py0)2(0) [Hint] have the prior pdf 2-2) Let a (e)-0
xercise 7.5: Suppose Xi, X2, ..., Xn are a random sample from the u distribution U(9-2 ,0+ ), where θ e (-00, Exercise 7.5: Suppose X1, X2, . .. , sufficient for θ. a) Show that the smallest and largest of Xi, ..., Xn are jointliy (b) If p@-constant, θ e (-00, oo), is the prior distribution of θ, find its posterior distribution xercise 7.5: Suppose Xi, X2, ..., Xn are a random sample from the u distribution U(9-2 ,0+...
(1) Suppose the pdf of a random variable X is 0, otherwise. (a) Find P(2 < X < 3). (b) Find P(X < 1). (e) Find t such that P(X <t) = (d) After the value of X has been observed, let y be the integer closest to X. Find the PMF of the random variable y U (2) Suppose for constants n E R and c > 0, we have the function cr" ifa > 1 0, otherwise (a)...
Let y,p ~iid Exp (0), for i = 1, . . . , n. (p(y|0) for 6 to be Gamma(a, b), tha distribution of θ BeAy). Assume the prior distribution Find the posterior 2. t is, p(0) -ba/ra)ge-i exp{-be. 3. Find the posterior predictive distribution of a future observation in problem 2
Let Xi,... ,Xn be i.i.d with pdf θνθ θ+1 where I(.) denotes the indicator function. (a) Find a 2-dimensional sufficient statistic for the mode (b) Suppose θ is a known constant. Find the MLE for v. (d) Suppose v-1. Find the MLE for and determine its asymptotic distribution. Carefully justify your answer and state any theorems that you use. (e) Suppose1. Find the asymptotic distribution of the MLE estimator of exp[- Let Xi,... ,Xn be i.i.d with pdf θνθ θ+1...
A discrete random variable X follows the geometric distribution with parameter p, written X ∼ Geom(p), if its distribution function is A discrete random variable X follows the geometric distribution with parameter p, written X Geom(p), if its distribution function is 1x(z) = p(1-P)"-1, ze(1, 2, 3, ). The Geometric distribution is used to model the number of flips needed before a coin with probability p of showing Heads actually shows Heads. a) Show that fx(x) is indeed a probability...
1. Let X ~ U[0; 1]. Find the PDF of each of the following: (a) X^3 - 3X; (b) (X - 1/2)^2 2. Let X ~ U[0; 1]. Find the PDF of ln ln 1/X .
4. Let y1θ ~iid Uniform (0,0), for i-1, n, Assume the prior distribution for θ to , be Pareto(a, b), where p()b1 for 0> a and 0 otherwise. Find the posterior distribution of θ.