For questions about estimation and how and when to estimate correctly

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2
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0answers
23 views

How to estimate parameters of exponential functions?

I am a new bird to math! I have an expression as follows, $$e^{-ux}+e^{-uy}=z$$ I have at least ten pairs of $(x,y,z)$, so how can I estimate the value of $u$? And how to evaluate my results? Hand ...
0
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0answers
8 views

Procedure to determine unbiased and consistent estimator of moments

Preliminary definitions I have a random variable $X$ and $N$ independent observation of it ($X_i, i\in\{1, \ldots, N\}$). I know that: $$\mathbb{E}[X_i^r] = \hat{\mu}_r,~ \mathbb{E}[(X_i - ...
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0answers
20 views

Calculating variance and covariance of estimators. Where is the mistake?

I have a random variable $X$ and $N$ independent observation of it ($X_i, i\in\{1, \ldots, N\}$). We know that: $$\mathbb{E}[X_i^r] = \hat{\mu}_r,~ \mathbb{E}[(X_i - \hat{\mu}_1)^r] = \mu_r$$ I ...
0
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2answers
26 views

Approximate the second largest eigenvalue (and corresponding eigenvector) given the largest

Given a real-valued matrix $A$, one can obtain its largest eigenvalue $\lambda_1$ plus the corresponding eigenvector $v_1$ by choosing a random vector $r$ and repeatedly multiplying it by $A$ (and ...
0
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1answer
49 views

estimation of the difference between two step functions by 1/sqrt(n)

Given are $ g_n ~and~ k_n$ two step functions, such that for $f\geq0$, which is Riemann-integrable the following holds: $0\leq{g_n}\leq{f}\leq{k_n}$ We diefined Riemann's integrability of $f$ in our ...
1
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7answers
151 views

How to estimate the value of $e$. [closed]

I am currently studying how to estimate $e$. To solve this problem I use these methods discuss below: Method 1: We know that $e^x = 1 + \dfrac{x}{1!} + \dfrac{x}{2!}+ \cdots $ So if we consider a ...
2
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0answers
33 views

Verify that the unbounded function belongs to $W^{1,n}$ [duplicate]

Verify that if $n > 1$, the unbounded function $u = \log \log \left(1+\frac 1{|x|}\right)$ belongs to $W^{1,n}(U)$, for $U=B^0(0,1)$. This is PDE Evans, 2nd edition: Chapter 5, Exercise 14. ...
3
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1answer
38 views

Show that the variance is biased

I am trying to understand the proof that the uncorrected sample variance is biased (given here) $$ \begin{eqnarray} E[S^2] &=& E \left [ \frac{1}{n} \sum \limits_{i=1}^{n} (X_i - \bar ...
1
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1answer
74 views

Integrate by parts to prove this inequality

Prove $$\|Du\|_{L^{2p}(U)} \le C\|u\|_{{L^\infty}(U)}^{1/2} \|D^2 u\|_{L^p(U)}^{1/2}$$ for $1 \le p < \infty$ and all $u \in C_c^\infty(U)$. This is PDE Evans, 2nd edition: Chapter 5, Exercise ...
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2answers
30 views

Robust estimator

What does it mean that an estimator is robust? How can you tell whether an estimator is robust or not in statistics? I need to discuss whether the maximum likelihood estimators of the normal ...
0
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0answers
18 views

Double mass analysis and statistical errors

Double mass analysis The normal field of application for double mass analysis is to find out inconsistencies between sets of data. Say you have two sets of data $x_1,\dots, x_n$ and $y_1,\dots,y_n$. ...
1
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1answer
35 views

Deriving $|u(x)-u(y)|\le|x-y|^{1-\frac 1p}\left(\int_0^1 |u'|^p \, dt \right)^{1/p}$

Assume $n=1$ and $u \in W^{1,p}(0,1)$ for some $1 \le p < \infty$. (a) Show that $u$ is equal a.e. to an absolutely continuous function and $u'$ (which exists a.e.) belongs to $L^p(0,1)$. ...
0
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2answers
58 views

Asymptotic Maxwell MLE distribution

Consider i.i.d. random samples $X_1,...,X_n$ from the Maxwell Density: $$ f_\theta(x)=\sqrt{\frac{2}{\pi}}\dfrac{x^2}{\theta^3}e^{-\frac{x^2}{2\theta^2}}I_{(0,\infty)}(x) $$ with $\theta > 0$. ...
0
votes
1answer
15 views

Getting Distribution Information from given random Sample - using Histograms

as the title mentions it I'm having some trouble understanding the following. Assume we have $X_1 \dots X_n$ i.i.d. random variables with a known distribution and plotted histogram. For Example, use ...
0
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0answers
21 views

L2 error of a convection-diffusion equation

I am given a pde of the following type: \begin{align} -\Delta f + \vec{a}\cdot \nabla f + f &= g\quad \text{in }\Omega:=B_1(0)\subset\mathbb{R}^2\\ f &= 0\quad \text{on }\partial\Omega ...
2
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1answer
41 views

Obtaining this estimate

How do I obtain this following estimate: $$\max_{0\le t \le T} \| \mathbf{u}(t) \|_{L^2(U)} \le C(\|\mathbf{u}\|_{L^2(0,T;H_0^1(U))}+\|\mathbf{u'}\|_{L^2(0,T;H^{-1}(U))}), \tag{10}$$ the constant ...
1
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0answers
43 views

$E\bigl(\frac{2}{1+x}\bigr)$ for Beta(2,$\frac{1}{2}$) random variable

Let x ~ Beta (2,$\frac{1}{2}$). Then calculate $E\left(\frac{2}{1+x}\right)$. So, ${E}[g(X)] = \displaystyle \int_{-\infty}^\infty g(x) f(x)\, \mathrm{d}x$ . $\displaystyle f(x;\alpha,\beta) ...
1
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1answer
27 views

Does point's neighborhood have no local extremum?

I have polynomial of some limited degree: $f(x,y) = a_1 + a_2x + a_3y + a_4xy + a_5x^2 + a_6y^2 + a_7x^2y + \ldots$ There is a point $p_0=(x_0,y_0)$, which is NOT a local extreme NOR inflection ...
1
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1answer
18 views

Checking the consistency and Bias of $\frac{\sum X_i +\sqrt{n}/2}{n+\sqrt{n}}$

Let $X_1,\ldots,X_n$ be i.i.d. $B(1,\theta)$ random variables, $0<\theta<1$. Then, as an estimator $\theta$, check if $T(X_1,\ldots,X_n)= \dfrac{\sum_{i=1}^n X_i +\sqrt{n}/2}{n+\sqrt{n}}$ is ...
0
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0answers
33 views

Cramer-Rao bound for a parameter that can take only a finite set of values

My question is related to the bound on the variance of an estimation of a parameter that can take only a finite set of values. I copy and paste what is written on wikipedia to have a common starting ...
2
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2answers
50 views

Is this estimator biased?

I am struggeling to understand the how an estimator is arrived and whether it can be determined it is biased or not. I have this example Let $X_1 , X_2 ,\ldots, X_7$ denote a random sample from a ...
6
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4answers
226 views

A calculation that goes awfully wrong if we let $\pi=22/7$

Me and one of my friends had an argument and he said that using $22/7$ as value of $\pi$ is sufficient for any calculation. Can we always take it $22/7$, or is there some example of some calculation ...
0
votes
1answer
46 views

Using the Maclaurin series to approximate $f(0.1)$ for $f(x)=(3+e^{2x})^{0.5}$

I was tasked to use the Maclaurin series to calculate $f(0.1)$ of $f(x)=(3+e^{2x})^{0.5}$. I got the Maclaurin expansion of $p_2(x) = \sqrt{3} + 4x +5x^2$ into which I plugged $0.1$ to yield ...
2
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0answers
37 views

Is the Fourier transform a tame linear operator?

$\mathcal{F}:C^{\infty}_{0}(B^d)\to L_{1}^{\infty}(\mathbb{R}^{d},\mu,w)$ $\mathcal{F}(f)=\hat{f}$ I'd like show that $\left\|\mathcal{F}(f)\right\|_{n}\leq\left\| f ...
1
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0answers
41 views

equivalent inner-product vector for one

I have a map that projects a $k$ dimensional vector $x$ to an $m$ dimensional vector $\phi(x)$. The vector function (map) $\phi$ can be any linear or non-linear function of $x$, which is not ...
0
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0answers
17 views

Sample Variance converges in probability

Good evening everyone, I'm sorry that I ask this "stupid" question, but I want to ask you: Let $X_1,...,X_n$ be random variables mit the variance $\sigma^2:=\operatorname{Var}(X_1)$. Let also be an ...
0
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1answer
15 views

how to use the maximum likelihood function to acquire the maximum likelihood (ML) estimate

I'm reading this book Tracking and Data Association. The author gives an example for estimating an unknown non-random variable $x$ given some observations $z_{j}$ corrupted by Gaussian noise $ w \sim ...
1
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2answers
28 views

How to find smallest integer which is greater than N positive primes

I know this can't be computed exactly, but I just need a rough estimate. I know one can compute a rough estimate of the number of primes less than N using the famous formula: ...
0
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0answers
22 views

Description length in model coding

In class, our professor posted the following: We will discretize $\theta$ (some model) into $1/\sqrt{n}$ distinct values. Intuitive argument: with N data points, our estimation error for $\hat ...
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0answers
16 views

When is $E(E(\beta|X)E(\beta'|X))=E(\beta)E(\beta')$?

When is $E(E(\beta|X)E(\beta'|X))=E(\beta)E(\beta')$ true? $E()$ is the expectation, and $\beta$ is vector dependent on matrix $X$, $\beta'$ is the transpose of beta. (could be an OLS estimator). Any ...
0
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0answers
10 views

Confidence interval for a function of estimators

Let $X_i$ be iid samples and $$I_f = \frac{1}{N}\sum_{i=1}^N f(X_i)$$ be an estimator for the mean of $f(X)$ and $$I_g = \frac{1}{N}\sum_{i=1}^N g(X_i)$$ an estimator for the mean of $g(X)$. How can ...
0
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0answers
102 views

What unbiased statistic should be used to estimate the number of interviewed voters?

Below is a questions in my statistics course and I am struggling on how to start part a. Any suggestions would be helpful. Say a Utah pollster conducted m = 16 polls among people who voted in the ...
0
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1answer
9 views

Asymptotic distribution of ratio / multiplication of two variables

Suppose $\rightarrow_D $ denotes convergence in distribution. If we know $$ f_1 \rightarrow_D W_1 $$ $$ f_2 \rightarrow_D W_2 $$ Can we say something about the convergence of $$ f_1 f_2 ...
0
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1answer
14 views

Maximum Likelihood (ML) estimation when 1 estimator is dependent on the other.

Let $\mathcal{L}(\theta_1,\theta_2)$ be the log-likelihood function. If I manage to find an estimator for $\theta_1$, as $\hat{\theta}_1=g(\theta_2,data)$. Then, if I want to find a ML estimator for ...
3
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0answers
22 views

Rao-Cramer lower bound regularity condition and dominated convergence

Let $(\mathcal{X}, \mathcal{F}, (\mathbb{P}_\vartheta)_{\vartheta \in \Theta})$ be a statistical model dominated by a sigma-finite measure $\mu$ with Likelihood-function $L(\vartheta, x)$ which is ...
0
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0answers
22 views

Total demand for two different prices, where market shares are determinened by logit model

The setting is simple, i.e. formula for demand of service/product is linear $$ d = \alpha - \beta p $$ where $ \alpha $ is maximum demand, $ \beta $ is some coefficient, and $ p $ is price. There ...
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0answers
13 views

Conditional Likelihood estimation

I'm reading a book called "Bayesian Reasoning and Machine Learning" and I have come across a question that gives me some problems. Unfortunately I neither have solutions, nor anyone else who I know ...
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2answers
50 views

Estimating integral $\int_0^{0.5} \ln(1+\frac{x^2}{4})$

Estimate the definite integral $\int_0^{0.5} \ln(1+\frac{x^2}{4})$ with an error of at most $10^{-4}$, using the Alternating Series Estimation Theorem. My approach is as follows: I found the ...
0
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1answer
31 views

How to prove Markov's inequality $P_X(X\geq t) \leq \frac{\mathbb{E}[X]}{t}$?

As the subject states, how can Markov's inequality $P_X(X\geq t) \leq \frac{\mathbb{E}[X]}{t}$ be proven? Is the proof distribution-dependent or there is a general way to prove it?
2
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0answers
35 views

Simulation Velocity of a harmonic oscillator system

I am write a simulation for get true Velocity of a harmonic oscillator system as Where P=[p1 p2;p2 p3] can find using Rung-Kutta Integration method with P(0)=[1 0; 0 1] This is code to find p Now, ...
0
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0answers
20 views

Simulation Position of a harmonic oscillator system

I am write a simulation for get true Postion of a harmonic oscillator system as Now, I want to write matlab code to get the true postion z of the system. However, ...
1
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3answers
32 views

Estimations in a ordered field?

My Problem: I am stuck with a proof strategy on the following: So i have got an ordered field $ (K,+,*,<) $ given. I also have $x,y\in K$ and $0\le y < x$ I have to proof that, for every n ...
0
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0answers
46 views

What exactly is a true value of a parameter?

I am currently studying the properties of the Maximum Likelihood Estimator. One of these properties being the asymptotic normality, I found the following equation: $$\sqrt{n}(\hat{\theta} - ...
1
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0answers
23 views

Fitted function - Which is better to use?

So I have some data for program running time, that follows a power law relation aN^b. I log-log plotted the data and saw that it became a straight line, so I calculated the slope of this line to get ...
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0answers
8 views

How to calculate the maximal error of a solution of a physical problem found numerically?

Assume we throw a body from a height h with the velocity v0 in some arbitrary direction. Beside the weight ...
0
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0answers
8 views

Sensitivity analysis of paramaters and input variables

I am trying to perform a sensitivity analysis of an optimization problem $f(x,\alpha)= \min_{ Q} {g(x,\alpha , Q)}$ where $x$ is an input variable for our function, and $\alpha $ is a parameter. ...
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1answer
30 views

Question on probability and approximation

Okay I think you are all familiar to YouTube videos and some facts are: to comment, like and dislike on a video you need a Google account. when someone views the video the view count of the video ...
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0answers
23 views

doubled estimation of a series 1/k^2

how can one show, that: $\frac{5}{4}\leq\sum_{k=1}^{\infty}\frac{1}{k^2}\leq\frac{7}{4} $ I can show by the estimation $\frac{1}{n^2}\leq\frac{1}{n(n-1)}$, that $\sum_{k=1}^{\infty}\frac{1}{k^2}\leq2 ...
2
votes
0answers
66 views

Maximum Likelihood Estimation with Laplace Distribution

I want to estimate the parameters $a$ and $b$ of the model $y_i = ax_i + b + \varepsilon_i, i=1,...,n $ via Maximum Likelihood. The $\varepsilon_i$ are assumed to be Laplace-distributed with density ...
0
votes
0answers
18 views

Least Square estimator: estimating a parameter from a simple signal model

Assume the following signal model: $b_{i,j} = c_i\;d_j \\ b_{j,i} = c_j\;d_i$ where $i,j = [1,2,...,M]$ with $i \neq j$. Both $c_i, d_i \; \forall \; i$ are mutually independent complex random ...