For questions about estimation and how and when to estimate correctly

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1answer
12 views

What place value rounded would be the closest answer to the difference between 62960 and 49605 [on hold]

What place value rounded, ten thousands, thousands or hundreds would be the closest answer to the difference between 62960 and 49605
2
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0answers
27 views

Method of moment estimator. Deconvolution

The distributions $Y, X, Z$ and $W$ are related as follows: $$Y_1 = X + Z$$ $$Y_2 = X + W,$$ that is $X$ (random variable) is a common factor to the random variables $Y_1$ and $Y_2$, which ...
0
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0answers
7 views

How to interpret the Quantified properties of estimator?

https://en.wikipedia.org/wiki/Estimator The link provides a very good explanation of the estimator. I am beginner to statistics and inference , so i have some confusion about the quantified properties ...
1
vote
1answer
24 views

Sufficient statistics problem

$X_1, X_2, \ldots, X_n$ are iid $N(0,\theta), 0 < \theta < \infty$ Show $$\sum_{i=1}^{n} X_i^2$$ is a sufficient statistic for $\theta$. My attempt at this is $S = (X_1^2 + ...
4
votes
1answer
29 views

Cramer-Rao lower bound for any unbiased estimator

The first part of a question I am trying to solve asked to find the maximum likelihood estimator for $\theta$ for a pdf $f_X(x)=\frac{2x}{\theta^2}$, $0 < x \le \theta$ , $0$ otherwise. ($X_1, ...
0
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0answers
15 views

Minimum mean square estimator for closing value of the NYSE

I am attempting to develop an estimator for the closing value of the NYSE $x(n)$ based on previous $N$ closing values, $x(n-1), x(n-2), ... x(n-N)$. I want to find the Minimum Mean-Square estimator ...
1
vote
1answer
40 views

Cost Function of Neural Network (Forward Propagation)

This question is related to Andrew Ng's machine learning course on Coursera. Basically, when I calculate the cost function of a neural network, I use the following formula that was described by Ng: $$ ...
1
vote
1answer
19 views

Determining the MVUE of $ f(x;\theta) = \theta^x (1-\theta)$.

The Statement of the Problem: Let $X_1, X_2, ... , X_n$ be a random sample from $$ f(x;\theta) = \theta^x (1-\theta) \quad x = 0,1,2,... $$ (a) Find the ML estimator of $\theta$. (b) Show that $T ...
1
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2answers
36 views

How many bathtubs in a min?

During the summer about $750,000$ gallons of water fall over the edge of Niagara Falls every second. If an Olympic sized swimming pool holds about $660,000$ gallons of water, how many Olympic sized ...
2
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0answers
24 views

Estimating the Average and Standard Deviation of a Population based on a Sample with Missing Data with Known Ranks

I need a way to shows me how the parameters of PDF, log-normal in this case, can be estimated based on a set with missing data points at the tail end of a sample. For example, Consider we had 20 ...
1
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2answers
24 views

How to estimate magnitude of expontent?

When given an exponent, such as 6^12, is there a simple way to approximate how large(magnitude) the result is, without performing the calculation? Is this method accurate for large exponents?
0
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0answers
56 views

Confidence Interval for Incidence Rates

I have a huge sample of patients followed up for a certain Event. I would like to calculate the following crude incident rates: #{Events}/(1000*PersonYear). My sample is big enough to assume that this ...
2
votes
2answers
93 views

Is $\lim S_{n,m}=\sum_{k=1}^n({-1})^k{n\choose k}k^{-m}<\infty $ for $ n \to \infty$ and $m$ large?

Let $m$ be a fixed positive integer ($m>1)$ and let $$S_{n,m}=\sum_{k=1}^n({-1})^k{n\choose k}k^{-m}$$ be a partial sum of real series. My question here is : Is $\lim S_{n,m} <\infty $ as $ n ...
0
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1answer
27 views

How to calculate entropy from a set of samples?

entropy (information content) is defined as: $$ H(X) = \sum_{i} {\mathrm{P}(x_i)\,\mathrm{I}(x_i)} = -\sum_{i} {\mathrm{P}(x_i) \log_b \mathrm{P}(x_i)} $$ This allows to calculate the entropy of a ...
0
votes
1answer
34 views

In terms of $a, b,$ and $\theta$, what is the biased $b(\hat \theta)$?

The Statement of the Problem: Let $\{P_{\theta}: \theta \in \Theta \}$ be a statistical model. Suppose that $\hat \theta$ is an estimator for a parameter $\theta$ and $E_{\theta}(\hat \theta) = ...
1
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2answers
38 views

Expected value and the standard simple regression model

Given the standard simple regression model: $y_i = β_0 + β_1 x_i + u_i$ What is the expected value of the estimator $\hat\beta_1$in terms of $x_i, \beta_0$ and $\beta_1$ when $\hat\beta_1=\sum x_i ...
1
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0answers
20 views

Proof of differentialbility in mean square calculus?

let $x_t$ be a mean squared Riemann integrable over $[a, t]$ for every $t\in[a,b]$. Then $y_t=\int\limits_a^t x_\tau d\tau\ $ is mean squared continuous on $[a, b]$. Furthermore, if $x_t $ is mean ...
3
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0answers
33 views

Estimating the sum of a series within to arbitrary certainty.

Find the sum of the series $\displaystyle \sum_{n=1}^{\infty} \frac{1}{n^5} = a_n$ within three decimal places. The sum is estimated by $\displaystyle a_n \approx \sum_{k=1}^{n}\frac{1}{k^5}+R(n)$ ...
6
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1answer
59 views

Finding a better upper bound for an integral of a product of $n$ terms

So I'm trying to find and upper bound for the integral $$ \int\limits_{a}^b \! (x-x_1)^2 \cdots (x-x_n)^2\, \mathrm{d}x, $$ where $x_i \in [a,b], \enspace \forall i=1,\dots ,n.$ I've tried ...
0
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0answers
20 views

Establishing consistency

I need to establish the (weak) consistency of an estimator of the mean, $T=a+b\bar{X}$. I tried to apply Chebyshev's inequality, but I couldn't do much because the parameter that subtract in the ...
3
votes
3answers
54 views

Confidence interval for sample

I have a sample of size $n=19593$ of count data ...
1
vote
1answer
25 views

construct confidence interval from proportions

Suppose you have a population of count data, i.e., $1,2,3, \dots, k$, you have a sample of the population of size $n$, and you have a confidence interval for the proportion of $1$'s , $2$'s,\dots$n$'s ...
0
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0answers
21 views

Gauss-Legendre quadrature error

I'm trying to evaluate the error in Gauss-Legendre quadrature formulae on $[a,b]$. So far I have that the error is less or equal to $$ \frac{f^{(2n)}(\xi)}{(2n)!}\langle p_n,p_n \rangle, \enspace ...
2
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0answers
35 views

MLE for CTMC parameters

Let the data set be $$D = \{(s_0, t_0), (s_1, t_1), ..., (s_{N-1}, t_{N-1})\}$$ where $N=|D|$. Each $s_i$ is a state from the state space $S$ and during the time $[t_i,t_{i+1}]$ the chain is in state ...
0
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1answer
24 views

Solve the system of equations by variable estimation

Solve the system of equations: $\left\{\begin{array}{l}(x-1)\sqrt{x-y^2}=y(x-2y+1)\\y\sqrt{x-1}+3\sqrt{x-y^2}=2x+y-1\end{array}\right.$ I guess there is only one solution $(x;y)=(2;1)$. This is my ...
1
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2answers
68 views

Estimate how many times to flip a coin to get at least 30 heads with probability of 80%

Im completely stumped by this problem. It goes as follows: Estimate how many times a fair coin must be thrown in order to obtain at least 30 heads with a probability of 0.80. Ive tried playing with ...
5
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1answer
122 views

Berry-Esseen bound for binomial distribution

From the Berry-Essen theorem I can deduce $$\sup_{x\in\mathbb R}\left|P\left(\frac{B(p,n)-np}{\sqrt{npq}} \le x\right) - \Phi(x)\right| \le \frac{C(p^2+q^2)}{\sqrt{npq}}$$ with $C \le 0.4748$. My ...
0
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1answer
26 views

Bayes estimator under squared error loss

Consider one random variable X from the Bernoulli distribution with parameter θ. Let p, the prior density, be equal to 6θ(1 − θ), for θ ∈ (0, 1). Under squared error loss, L(t, θ) = (t − θ)$^2$, the ...
2
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0answers
24 views

Can I adjust linear growth of a a subpopulation to a linear decay of the general population?

I need to estimate the amount of CF patients in Poland in the next four years. I have: estimations of the Polish population for the future years a CF patients' register for the last couple of years ...
0
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1answer
19 views

Functions of polynomial growth and the Schwartz space

A smooth function $m \in \mathcal C^\infty(\mathbb R^n)$ is said to be slowly increasing if for all $\alpha \in \mathbb N^n_0$ there exists $C_\alpha, k_\alpha$ such that $|\partial_\alpha f(x)| \leq ...
1
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2answers
52 views

Maximum a Posteriori (MAP) Estimator of Exponential Random Variable with Uniform Prior

What would be the Maximum a Posteriori (MAP) estimator for $ \lambda $ for IID $ \left\{ {x}_{i} \right\}_{i = 1}^{N} $ where $ {x}_{i} \sim \exp \left( \lambda \right), \; \lambda \sim U \left[ ...
3
votes
1answer
56 views

What are the bounds (upper and lower) for $|A+A|$?

Let $A$ be a finite set of real (or complex) numbers. If I consider sets with small sizes, we have that: If $A$ is the empty set, then $A+A$ is also empty. If $A$ is a singleton, then $A+A$ is ...
2
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0answers
42 views

Sampling with no duplicates

I am sampling a population of unknown size and unknown distribution. The sample will be taken over distinct time intervals, but I have to reject any duplicates in the given time interval. The sample ...
1
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0answers
50 views

Polynomial roots finding algorithm

My initial problem is a parameter estimation problem that is solved by minimining a least-square criterion with the Gauss-Newton algorithm. However finding a good initial iterate is very tedious. ...
3
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3answers
57 views

Bounding $\sum_{k=1}^N \frac{1}{1-\frac{1}{2^k}}$

I'm looking for a bound depending on $N$ of $\displaystyle \sum_{k=1}^N \frac{1}{1-\frac{1}{2^k}}$. The following holds $\displaystyle \sum_{k=1}^N \frac{1}{1-\frac{1}{2^k}} = \sum_{k=1}^N ...
1
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1answer
63 views

Variance of sample estimator [closed]

I have a sample estimator that I want to calculate the variance of. The estimator is \begin{align*} \hat\sigma_1=\sqrt{\frac{1}{n}\sum_{i=1}^nx_i^2}\\ \end{align*} How do I calculate ...
2
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0answers
9 views

Decay of reciprocal gamma function and similar functions

It is known that the reciprocal gamma function $1/\Gamma$ is entire of order 1 meaning, in particular, that for any $\varepsilon > 1$ there exists $C_\varepsilon > 0$ such that $$ \left| ...
0
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1answer
72 views

Deriving Point Estimate Based on Sample Mean with λ

This is a review question I'm trying to solve. I didn't receive a direct answer, only a few tips from my professor, and I want to see if I'm moving in the right direction. It's a very general ...
1
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0answers
40 views

Is there an exact solution for this resampling (synchronization) problem?

I want to know if there is an exact solution for the following problem and how to approach solving it: I have a discrete-time signal where the Nyquist theorem is satisfied: $$ r_k = \sum_i ...
2
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2answers
61 views

Reference request, statistical inference

Good morning, I'm looking for a good reference for study on statistical inference, the main topics that will study are Tests of Hypotheses Interval estimation I recommend taking a look at Mood ...
0
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0answers
19 views

Estimating a population in multiple locations

I have a set of sequential data of unknown size randomly spread across $n$ locations. I am trying to estimate the population size of all $n$ locations and provide a confidence interval as well. This ...
3
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1answer
37 views

Estimate number of songs a radio station has [duplicate]

Imagine the following problem: You listen to a radio station and take notes how often was each song played. How can you estimate based on your notes (e.g. 30 songs played once, 2 played twice, one ...
3
votes
2answers
41 views

Difficult to understand difference between the estimates on E(X) and V(X) and the estimates on variance and std.dev. on lambda-hat

I'm having a very hard time to separate estimates on population values versus estimates on sample values. I'm struggling with this exercise (not homework, self-study for my exam in introductionary ...
0
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0answers
34 views

estimations in the birthday paradox?

The birthday paradox is the famous following problem: What is the probability $p_n$ that at least $2$ persons amongst $n$ persons chosen at random have the same birthday? Leap years are not taken ...
0
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0answers
8 views

Deriving conditional distributions for a normally distributed change point problem

Considering the change point problem of $y_i \left\{ \begin{array}{ll} y_i \tilde{~} N(u_1, \sigma) & i=1,..,t \\ y_i \tilde{~} N(u_2,\sigma) & i= t+1,...,n \\ \end{array} ...
0
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0answers
20 views

multivariate interval estimation

I have several samples of probabilistic vectors, i.e, each sample is of the form $(x_1, \cdots, x_n)$ such that $\sum_{i=1}^n x_i\leq 1$ (they are sub-probabilistic vectors), how can I obtain a ...
1
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1answer
128 views

Confidence Interval for Pareto Distribution

A random variable is said to have probability density function $$f_X(x)=\frac{\alpha k^\alpha}{x^{\alpha +1}},\quad \alpha , k>0 \; \text{ and }\; x>k.$$ 1. Compute the MLE estimators ...
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0answers
24 views

Estimating compound growth

I have a compound interest function with the following parameters: Value at time 0 = 13.8 Interest rate = 0.05 time interval = 10 I need to check quickly, (without a calculator, only pen and paper) ...
1
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0answers
31 views

Estimating the size of my population

I have a following problem: Imagine you have a hat with many different balls in it and you want to estimate, how many balls are totally in the hat. The only think you are allowed to do is to take one ...
-2
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1answer
20 views

variance and sample confused

when solving (b) Is variance $$V(\frac{1}{2}(x_1+x_2)) = \frac{1}{4}V(x_1+x_2)= \frac{1}{4}(v(x_1)+v(x_2))= \frac{1}{2}\sigma^2$$ or should I divide variance by the sample size so that ...