For questions about estimation and how and when to estimate correctly

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0
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0answers
167 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 \xi\...
2
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0answers
44 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 $...
1
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1answer
27 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
195 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 ...
6
votes
1answer
255 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
votes
1answer
55 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
35 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
65 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
437 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[ {u}_{...
3
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1answer
72 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
54 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
62 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. I'...
3
votes
3answers
63 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 \sum_{i=0}^...
2
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0answers
35 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| \frac{...
0
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1answer
110 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 question....
1
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0answers
46 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 a_i^{(1)}...
2
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2answers
150 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 ...
3
votes
1answer
84 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
49 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
21 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
vote
1answer
324 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
26 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) ...
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0answers
38 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 ...
-1
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1answer
25 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 $$V(\frac{1}{...
3
votes
1answer
75 views

student's $t$-distribution

Random sample of $457$ Sample mean = $3.59$ Sample standard deviation $1.045$ Confidence interval from $3.49$ to $3.69$ What is the confidence level? How can I get the answer when sample size is ...
8
votes
1answer
218 views

Estimates for the normal approximation of the binomial distribution

I'm interested in estimates of the normal approximation for binomial distributions, i.e. in estimates of $$\sup_{x\in\mathbb R}\left|P\left(\frac{B(p,n)-np}{\sqrt{npq}} \le x\right) - \Phi(x)\right|$$...
2
votes
1answer
58 views

Conditional expectation and rao-blacwell

I am studying on UMVUE, and I'm struggling to find that conditional expectation Let $X_1,\ldots,X_n$ random sample of $X\sim U[0,\theta]$. i) Show that $2X_1$ is a unbiased estimator for $\theta$ and ...
3
votes
1answer
300 views

Kurtosis of sum of Independent Random Variables

Suppose that $X$ and $Y$ are independent random variables with different expected values and variances. Suppose we define kurtosis as $$Kurt(X)=\frac{E[(X- \mu)^4]}{E[(X- \mu)^2]^2}$$ My question is ...
4
votes
1answer
90 views

Why has the Stein operator for normal approximations the form $(\mathcal Af)(x)=f^\prime(x)-xf(x)$?

My Question: Why has the Stein operator $\mathcal A$ for normal approximations the form $(\mathcal Af)(x)=f^\prime(x)-xf(x)$? How can one deduce this form of the operator? Reason for my question: I ...
0
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1answer
30 views

Is the event is plausible or not?

An atlete specialized in long jump events jumps an average of $\bar x=7.91m$ in $12$ trials. The standard error of the mean jump distance in these trials is $0.2m$. Is it plausible that when the ...
0
votes
1answer
62 views

Defining bias function for n trial

Let a point estimate for the sample variance be given as $\hat{\sigma}^2 = \frac{1}{n}\sum\limits_{i=1}^n(X_i- \bar{X})^2$ where $n$ is the number of samples. What is the bias in this estimate as a ...
1
vote
1answer
267 views

comparing MSE of estimations of binomial random variables

$X$ is a binomial random variable defined over 12 Bernoulli trials with a success probability of $p$ in each (i.e. $X\sim\operatorname{Bin}(12,p)$. Consider $\hat p=\frac X{10}$ Determine the range ...
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2answers
41 views

Integral with logarithm is positive

Given the following integral: $$I(f) = \int_\mathbb{R} f(x) \log \left(f(x) \sqrt{2\pi} e^{\frac{x^2}{2}}\right) dx,$$ where we assume $\int_{\mathbb{R}} f(x)\, dx =1$ and $f\geq 0$ a.e. Assume for ...
0
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1answer
28 views

Estimation of the integral

I am trying to compute, or find a good estimate from above the following integral $$ \frac{1}{\pi}\int_{-\infty}^{\infty}|t|^{-1/p}\left|\frac{|t|^{\nu}-1}{t-1}\right|dt, $$where $0<1/p<1$ and $...
3
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2answers
52 views

Show that MLE of $\lambda = \frac{n-T_n}{S_n+cT_n}$

$X_i$ are i.i.d exponential, mean $\lambda^{-1}$ for $1 \leq i \leq n$ and, the values are measured such that $X_i = c$ if $X_i \geq c$ and $X_i$ otherwise. Show that MLE of $\lambda = \frac{n-T_n}{...
2
votes
3answers
478 views

Simpson's rule to estimate distance traveled given velocity at certain points

Problem: A boat drives a steady course with a variable speed for 4 hours. The speed is registered at regular intervals in meters per second. The registration shows $2.4, 4.4, 7.6, 8.4, 8.6, 7.9, 8.3,...
1
vote
1answer
35 views

How to find the estimator using random variables in statistics

I'm doing an assignment for homework in my statistics class. I'm having trouble really understanding what is going on when it comes to estimators, and what the estimator of something is given a random ...
3
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0answers
100 views

Sufficient statistics and UMVUE for joint poisson, bernoulli

Given a pair $(X,Y)$ of r.v.s such that: $$X \sim \text{Poisson}(\lambda)\quad \text{and}\quad Y \sim B(\frac{\lambda}{1+\lambda})$$ with $X,Y$ independent, determine a one-dimensional sufficient ...
6
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0answers
56 views

Estimation of the order of torsion in $\mathrm{GL}(n,\mathbb Z)$

Let $A \in \mathrm{GL}(n,\mathbb Z)$ be a torsion, I would like to prove that $\mathrm{order}(A)\leq K\exp (cn^{\alpha})$, with $0<\alpha <1$, for $n$ "large enough". I know that if $\mathcal{H}...
0
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1answer
52 views

Unbiasedness and Minimum Variance of Estimators of Exponential Distribution

We have an exponential random variable $X$ and we take two samples $X_1$ and $X_2$. $f(x,\theta) = (\frac{1}{\theta})\times e^{(\frac {-x}{\theta})}, x\gt0$, $\theta$ being an unknown parameter. We ...
0
votes
2answers
320 views

How do I determine the transfer function of a plant?

I sitting here with a system which I have to determine the transfer function. The unit receives a velocity and position, and move towards that position with the given velocity. What kind of test ...
1
vote
2answers
27 views

Trouble finding an estimator from a discrete RV

Okay, so I am trying to find unbiased and consistent estimators of parameter $a$ from sequence of RVs that represent unfair dice rolls: it rolls 1 with probability of $1+a$, 6 with probability of $1-a$...
0
votes
1answer
40 views

Estimating a power series for the order of an entire function

Let $0<s<1$ and consider the power series $$\sum_{n=0}^{\infty}\frac{r^n}{(n!)^{1/s}}.$$ I need to show that for any given $\epsilon>0$, there exists $R>0$ such that for all $r>R$, $$\...
0
votes
0answers
28 views

There is an estimation of a $ \sum_{x\in\mathbb{F}_p} \left(\frac{a_{n}x^n+a_{n-1}x^{n-1}+…a_0}{p} \right) \le (n-1)\sqrt{p}$

Where can I find a proof of the following inequality? ( $n$ is odd) $$ \sum_{x\in\mathbb{F}_p} \left(\frac{a_{n}x^n+a_{n-1}x^{n-1}+...a_0}{p} \right) \le (n-1)\sqrt{\vphantom{d}p} $$ I read that ...
0
votes
2answers
101 views

How to fastest approximate definite integrals

I know that a definite integral is a limit of Riemann sums. So if one wanted to estimate a definite integral (because one might not be able to find an antiderivative), then one can just take enough ...
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0answers
51 views

Estimation of a certain Integral

I estimated (w.r.t. $\varepsilon$) the expression \begin{align} &\left|\int_{-1}^{x_0-\varepsilon} (1-x)^{n-p}(1+x)^p+\int_{x_0+\varepsilon}^1 (1-x)^{n-p}(1+x)^p \, dx \right | \\[6pt] \leqslant ...
1
vote
1answer
35 views

Estimate $\ln\left( 1.04^{0.25} + 0.98^{0.2} -1 \right)$ with 2D Taylor

I need to estimate $\ln\left( 1.04^{0.25} + 0.98^{0.2} -1 \right)$ with a Taylor approximation of a two variable function (i.e. x and y). Eventually I managed to pull the (presumably) correct ...
1
vote
2answers
48 views

How to estimate the axis of symmetry for an even function with error?

I have a situation here, where, for an unknown $t$, and an unknown but nice* real function $f$, for which $x\rightarrow f(x-t)$ is even, I measure $f(x) + \epsilon_x$, where $\epsilon_x$ is some kind ...
0
votes
1answer
176 views

least mean squares(conditional expectation) problem

The lifetime of a type-A bulb is exponentially distributed with parameter $2$. The lifetime of a type-B bulb is exponentially distributed with parameter $3$. You have a box full of lightbulbs of the ...
2
votes
2answers
35 views

Statistics - Estimation problem

I am struggling with a statistics problem that seems quite easy but don't know what to do. In a factory a product is given to two experts - X and Y. They have to independently test the product and ...