Consider a large population of individuals and let θ denote the
(unknown) proportion of the population belonging to a sensitive
group A (e.g. drug users). Suppose, we randomly select n
individuals from the population and ask each person to select a
card from a deck and answer the question written on the card. Each
card in
the deck has one of the two questions: Q1: Do you belong to A? and
Q2: Do you not belong to A? Also, 85% percent of the cards ask Q1
and the remaining 15% ask Q2. Assume that each person answers Yes
or No truthfully to the selected question. For i = 1,...,n, let Xi
= 1 if the ith person answers ‘Yes’ otherwise Xi = 0. So, the data
are the observed values of X1,...,Xn. Give the joint distribution
of X1,...,Xn and the distribution of the total number of Yes
responses.
Consider a large population of individuals and let θ denote the (unknown) proportion of the population...
Let X1, X2,...,Xn denote a random sample from a distribution
that is N(0, θ).
a) Show that Y = sigma (1 to n) Xi2 is a complete
sufficient statistic for θ. (solved)
b) Find the UMVUE of θ2. (need help with this
one)
Note: I am in particular having trouble finding out what
distribution Y = sigma Xi^2 is. The professor advise us to find the
second moment generating function for Y, but I not sure how I find
that....
1. Suppose a population of N individuals has true (unknown) numerical measurements yi, y2, …YN (repeats allowed). The unknown population mean 1S yj One way to estimate the unknown population mean μ is to decide on a number nS N, then successively randomly select one individual at a time, observe and record the quantity of interest for that individual, put that individual back in, and repeat the process n times. Then form the mean of the recorded n observations. Prove...
iid Let X1,, X, ^ X~P for some unknown distribution P with continuous cdf F. Below we describe a ? test for the null and alternative hypotheses We divide the sample space into 5 disjoint subsets refered to as bins A1(-00,-2), A2 -(-2,-0.5), As -(-0.5,0.5), A4 (0.5,2) As -(2, oo). as functions of X, by Now, define discrete random variables For example, if Xi --0.1, then Xi є Аз and so Y;-3. In other words, Y, is the label of...