The area of statistics that focuses on taking information from samples of a population, in order to derive information on the entire population.

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6
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120 views

Justify an unbiased estimator is UMVUE

Suppose $X_1,\ldots,X_n$ are iid $N(\theta,\theta)$, with $\theta\in(0,\infty)$. Is $\bar{X}$ the UMVUE (beta unbiased estimator) of $\theta$? I find the complete sufficient statistic is ...
6
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39 views

Find a function such that follows to normal in distribution

Suppose that $X_{n}\sim \text{Binomial}(n,\theta)$, where $n=1,2,\ldots$ and $0<\theta<1$. Find a function $g$ such that $\sqrt{n}(g(\frac{1}{n}X_n)-g(\theta))\xrightarrow{D} N(0,1)$ for each ...
5
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33 views

single variable is significant but overall test is not

I do a multiple regression with 3 independent variables $X_1$, $X_2$ and $X_3$. The correlation between $Y$ and $X_1$, $Y$ and $X_2$, and $Y$ and $X_3$, are each large and statistically significant. ...
4
votes
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96 views

Divergence based robust inference

The term 'divergence' means a function $D$ which takes two probability distributions $g,f$ as input and puts out a non-negative real number $D(g,f)$. I have learnt that the inference based on ...
4
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32 views

Intuitive explanation of requirement for achieving the Cramer Rao Lower Bound

this question relates to the requirement for achieving CRLB. I know that for a random sample $Y_1, \ldots, Y_n$, an estimator $U$ of $g(\theta)$ is MVUE (i.e. it is unbiased and also ...
4
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79 views

Teaching Student's distribution

While it is fairly straightforward to show the basics of the normal distribution in a first year undergraduate course, how does a teacher provide good intuition when the Student distribution comes in? ...
3
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40 views

Bayesian information criterion from measure theoretic point of view?

Bayesian information criterion (BIC) is well known and it is derived from the maximizing the posterior density function which is equivalent to solving the marginal likelihood integral. My question is: ...
3
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45 views

Pareto distribution confidence interval

$X$ is distributed by Pareto with $$f_X (x) = \frac{\alpha k^{\alpha}}{x^ {\alpha +1}},\alpha,k>0,x>k.$$ Derive a 95% confidence interval for $k $. My friend said I gotta do this $$Pr ...
3
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76 views

t-distribution and Degrees of freedom

Why t- distribution have n-1 degrees of freedom? I know that it is used when population variance is not known but what determines n-1
3
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48 views

Function Looks Poisson-Like: But What's the Parameter $\lambda$?

(On pause) I have $$f\left(x\right)=-x\left( x\sqrt{4-x^2}-4\arccos\left(\frac{x}{2}\right) \right)\arccos\left(\frac{x^2+d^2-1}{2dx}\right)$$ which looks a bit like the continuous version of ...
3
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92 views

Doubts in Bayes' Theorem

I meet one problem on the probability and statistic theory. "Assume given the probability spaces $(X,S,\mu_i)$, $i=1,2$, and the probability space $(X,S,\lambda)$. And there exsit functions ...
3
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318 views

The distribution of the ith order statistic for discrete random variables

Assume $(X_i)_{i=1,...,n}$ are a sequence of real iid random variables with continuous density $p_x$. We know that $$Y:=\sum_{i=1}^n 1\{X_i\leq u\}\sim Bin(n,F_x(u)),$$ since $1\{X_i\leq u\}\sim ...
3
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173 views

Most powerful test for discrete variable

The discrete random variable X has the following probability distributions under $H_0$ and $H_1$ $$\begin{array}{r|rrrrrrrrrr} x&1&2&3&4&5&6&7&8&9&10\\ ...
3
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119 views

Nikolski class of probability measures - Metric and Topological Properties

I am reading a book about non-parametric statistics (Tsybakov's Introduction to Non-Parametic Estimation), and in order to prove some important inequalities on mean-squared error, different classes of ...
3
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71 views

Calculating that confidence that pairs of lightbulbs are independently illuminated.

So, you're sitting in a dark room, and on the far wall you see $n$ lightbulbs mounted above plaques numbered $1$ through $n$. There is a lightswitch on the arm of your chair. Every time you flip the ...
2
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30 views

Why this equation holds, using Bayes formula?

My mysterious equation is: $$p(x|\chi)=\int_{\theta\in\Theta}p(x|\theta)p(\theta|\chi)d\theta$$ where $\chi$ is some samples drawn from sample space parameterized by $\theta\in\Theta$. Follows the ...
2
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43 views

Bayesian inference exercise

I am learning online Bayesian Statistics and I have a test in a couple of days. I have no idea how to solve this exercise, any help will be appreciated. There might be something similar in the quiz... ...
2
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17 views

Deriving posterior from prior

If a signal is assumed to evolve in time like the OU process $$ dX_t = -a X_t dt + \sigma dV_t $$ with observations $$ dY_t = h X_t + dW_t $$ I am told that, the posterior distribution, $\pi_t = ...
2
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41 views

Estimation of probability distribution for alternating renewal process

I am studying so-called alternating renewal process, and I have a question concerning estimation of on-time/off-time distributions. Settings Let $\{(Z_0,Y_0),(Z_1,Y_1),(Z_2,Y_2),...\}$ be a sequence ...
2
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0answers
37 views

How does one find the Fisher Information of a MLE?

The Statement of the Problem: Suppose that $Y_1, Y_2, \ldots, Y_n$ constitute a random sample of size $n$ from an exponential distribution with mean $\theta$. Find a $100(1-\alpha)\%$ confidence ...
2
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22 views

What is the asymptotic value of the smoothed probability in a HMM model?

If I have a HMM model with a hidden markov chain $(S_t)_t$ with 3 states and if I assume that the distribution of the observation knowing in which state it is, is a normal. Do I know what is the value ...
2
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161 views

Sample median of Cauchy distribution is consistent. How?

When we use chebyshev's inequality to show whether an estimator is consistent or not, we require the mean square error of the estimator and I do not know sample median's probability distribution. So ...
2
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53 views

How sample size affects confidence interval.

Suppose the weight of n primary one students has sample mean of 20KG. If n = 40, a certain percentage of confidence interval for the population mean is (15.5,24.5). Find the confidence interval if we ...
2
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38 views

Fisher Expected Information for a Gaussian Process model

Suppose I have a two dimensional Gaussian process model (GP), defined by a squared exponential correlation function s.t: $$R(x_{i},x_{j}) = \exp\left(-\frac{|x_{i} - x_{j}|^2}{2}\right).$$ I am ...
2
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46 views

Uniform Boundedness: Am I right or my TA?

I am a student, and I disagree with the solutions our TA has prepared. I am seeking verification that I am correct or explanation as to why I am wrong. It seems to be a disagreement or ...
2
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25 views

Why not use always a binomial exact test to compare two proportions instead of chi square?

I am trying to figure out what test I should use in the following scenario: I know that there is a lot of room for improvement in a specific area at work - being extremely critical, let's say that ...
2
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0answers
40 views

$E(g(X)), E(g'(X)) <\infty $ implies $\lim_{x\rightarrow \infty} f(x)g(x)= 0$ ($f$ is the density of $X$)?

I am trying to figure out the Stein's identity which asserts that for r.v $X$ having pdf $$p_\theta(x)=\exp\{ \theta T(x)-A(\theta)\}h(x)$$ where $ T$ is differentiable and $g>0$ is ...
2
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29 views

Finding a general form of the density function when we have a four dimentional random variable.

Consider a subject having time of the specific event $T_i$, which is a single sample from a distribution $F_i$ with density $f_i$ and support $[t_{\min},t_{\max}]$, for $i= 1,\ldots,n$. Let these ...
2
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149 views

Stratified Sampling: Total and mean estimate of population

Question: In a sample survey designed to estimate the total number of cattle, the universe of 2072 farms was stratified into 5 strata on the basis of the total acreage of farms. In the hth stratum (h ...
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19 views

Show that $Y = 2\sqrt{X_1 X_2}$ has a $\Gamma(2p, 1)$ dist.

$X_1$ and $X_2$ are independent with $\Gamma(p, 1)$ and $\Gamma(p + 1, 1/2)$. Show that $Y = 2\sqrt{X_1 X_2}$ has a $\Gamma(2p, 1)$ dist.
2
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289 views

UMVUE using complete and sufficient statistic

Let $X_1,X_2,...,X_n$ be a random sample from a normal distribution with mean $\mu$ and variance $\sigma^2$. I showed that $(\bar X,S^2)$ is jointly sufficient for estimating ($\mu$,$\sigma^2$) where ...
2
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0answers
24 views

Sampling from a graph

Suppose you have a graph $G=(V,E)$ that is unobservable globally and you wish to take a sample from the vertices of that graph to infer something about its global properties from local properties. ...
2
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0answers
29 views

Sum of random variables - is there an efficient way to do inference?

Suppose I have a series of variables $X_1, X_2, \ldots, X_n$. I have $S = \sum_i^n X_i$. Now suppose that I have a constraint on the distribution of S, for example from some data. Looking at any of ...
2
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0answers
46 views

Normalizing multiple different features from unknown distributions

I'm doing some "exploratory" data analysis over a large set of classes/proteins, with a few hundred different features (I.E. Continuous variables) extracted from the data. The features are calculated ...
2
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0answers
73 views

Estimating a sub-population characteristic based on independent samples without replacement

Let a bag have 1000 balls of arbitrary colors and unknowns sizes ($r$). Suppose we also known the total volume occupied by the balls ($t_v$). We want to estimate the total volume occupied by red balls ...
2
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281 views

hypothesis testing practice question

This is a practice question for a final exam. Two types of cordless weed-trimmer batteries are tested. One group of 5 batteries averaged $1.4$ hours, while the other group consisting of 8 batteries, ...
2
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0answers
78 views

degrees of freedom for a chi squared goodness-of-fit test

For a statistics project, I gave out a 20 question multiple choice quiz with each question containing five answers. I would like to run some hypothesis tests on the data by using a Chi squared ...
2
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0answers
105 views

Probability distribution for a digit of a number

If someone choose a digit $\alpha$ and a digit $\beta$ independently. Each one can be in $0,1, ...,9$. So $\mu = \alpha \beta$ (e.g. if $\alpha = 5$ and $\beta = 3$ then $\mu =53$). And I observe a ...
2
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0answers
72 views

How do I must do it?

For a sample of size n from a random variable with density function $$f_{\theta}(x)=\frac{2x}{\theta^2}, x>0$$ find the confidence interval for $\theta$ of average length consistently lower level ...
2
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29 views

Inference the time a process would take depending on the number of threads

I have several datasets consisting on: Number of threads n Start process time t1 Stop process time ...
2
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0answers
397 views

Is there a statistical hypothesis test that uses the mode?

Is there a statistical hypothesis test that considers the mode rather than the mean or median?
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27 views

expected value of the average cubed

I can not resolve an issue of the book Mathematical Statistics of Shao, is as follows: If $E|X_{1}|^3$ is finite, get $E(\bar{X}^3)$ and $Cov(\bar{X},S^2)$ If $E|X_{1}|^4$ is finite, get ...
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21 views

How to calculate survey bias due to preference for first answer?

I was recently given the results to a survey in which participants chose answers to questions they would be likely to randomly answer, and in which the survey population is known to have a preference ...
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40 views

Calculate calculate $E(\frac{1}{\bar X})$, Var$(\frac{1}{\bar X})$

Consider n i.i.d. observations from a Poisson (λ) distribution. Suppose $\bar X =\frac1n\sum_{i=1}^n X_i.$ How do I calculate Var$(\frac{1}{\bar X})$ or even $E(\frac{1}{\bar X})$ for that matter. ...
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14 views

Multilinear loss in Uniform-Exponential model

Let a prior $\pi(\theta)=\frac{1}{3}(\mathbb{I}_{[0,1]}(\theta)+\mathbb{I}_{[2,3]}(\theta)+\mathbb{I}_{[4,5]}(\theta))$ and $f(x\mid\theta)=\theta e^{-\theta x}$. Taking the multilinear loss ...
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42 views

Finding the Cramer-Rao Lower Bound

Given the probability density function $$f(x; \theta) = \frac{ \left(\ln(\theta)\right)^{x}}{\theta x!}, \quad x = 0,1,\ldots ; \theta > 1$$ and $0$ otherwise, find the Cramer-Rao Lower Bound ...
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9 views

Additive model ANOVA with interaction. How to obtain gammas from the graph?

I try to complete this exercise of statistic that said that I need to compute the values of alpha, beta and gammas from the graph. Graph: I allready compute the values algebricaly, and this are: ...
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0answers
13 views

Distribution of Subvector Sums

Suppose $X_1,\dots,X_N \sim_{iid} \mathcal{N}(0,1)$ are iid normal, and let $K=N/2$. Let $S$ denote the collection of all subsets of $\left\{1,\dots,N\right\}$ with $K$ elements. For any $s\in S$ ...
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20 views

Can I bound $P[R > x + \epsilon]$ independently of R?

I have this probability distribution: $P[\Theta < \varphi] = \frac{\varphi}{\pi}$ for $\phi \in [0,\pi]$. Now I have $n$ samples of $D = R\Theta$ i.i.d. ($R>0$) and I want to estimate $R$ as ...
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26 views

Bayesian inference for sum of random variables

Assume that we have a random variable $Z = X + Y$ for $X$ and $Y$ independent. Then if w use two independent data-sets $D_1$ and $D_2$ to try and approximate the distribution of $Z$, i.e. ...