/*! This file is auto-generated */ .wp-block-button__link{color:#fff;background-color:#32373c;border-radius:9999px;box-shadow:none;text-decoration:none;padding:calc(.667em + 2px) calc(1.333em + 2px);font-size:1.125em}.wp-block-file__button{background:#32373c;color:#fff;text-decoration:none} Q7.1-1E Identify the components of the s... [FREE SOLUTION] | 91影视

91影视

Identify the components of the statistical model (as defined in Definition 7.1.1) in Example 7.1.3.

Short Answer

Expert verified

Components of statistical model is:

The random variables of interest are the observables\({X_1},{X_2}...\)and the hypothetically observable (parameter) P. The \({X_i}'s\) are i.i.d. Bernoulli with parameter p given \(P = p\)

Step by step solution

01

Given information

A Clinical Trial. The clinical trial introduced in Example 2.1.4 was concerned with

how likely patients are to avoid relapse while under various treatments. For each i,

let\({X_i} = 1\)if patient i in the imipramine group avoids relapse and\({X_i} = 0\)otherwise.

Let P stand for the proportion of patients who avoid relapse out of a large group

receiving imipramine treatment.

If P is unknown, we can model\({X_1},{X_2}...\)as iid. Bernoulli random variables with parameter p conditional on\(P = p\)

The patients in the imipramine column of Table 2.1 should provide us with some information that changes our uncertainty about P. A statistical inference would consist of making a probability statement about the data and/or P, and what the data and P tell usabout each other. For instance, in Example 4.7.8, we assumed that P had the uniform distribution on the interval\(\left( {0,1} \right)\)and we found the conditional distribution of P given the observed results of the study. We also computed the conditional mean of P given the study results as well as the M.S.E. for trying to predict P both before and after observing the results of the study.

02

Defining statistical model.

A statistical model consists of an identification of random variables of interest (both observable and only hypothetically observable),a specification of a joint distribution for the observable random variables, the identification of any parameter of those distribution that are assumed unknown and possibly hypothetically observable, and a specification for a joint distribution for a unknown parameters.

03

identifying the component of the statistical model

From the given information and the definition of statistical model the component of statistical model is:

The random variables of interest are the observables\({X_1},{X_2}...\)and the hypothetically observable (parameter) P. The \({X_i}'s\) are i.i.d. Bernoulli with parameter p given \(P = p\)

Unlock Step-by-Step Solutions & Ace Your Exams!

  • Full Textbook Solutions

    Get detailed explanations and key concepts

  • Unlimited Al creation

    Al flashcards, explanations, exams and more...

  • Ads-free access

    To over 500 millions flashcards

  • Money-back guarantee

    We refund you if you fail your exam.

Over 30 million students worldwide already upgrade their learning with 91影视!

One App. One Place for Learning.

All the tools & learning materials you need for study success - in one app.

Get started for free

Most popular questions from this chapter

Question: Suppose that \({{\bf{X}}_{\bf{1}}}{\bf{,}}...{\bf{,}}{{\bf{X}}_{\bf{n}}}\) form a random sample from the Bernoulli distribution with parameter 胃, which is unknown, but it is known that 胃 lies in the open interval 0 <胃< 1. Show that the M.L.E. of 胃 does not exist if every observed value is 0 or if every observed value is 1.

Suppose that the number of defects in a 1200-foot roll of magnetic recording tape has a Poisson distribution for which the value of the mean 胃 is unknown and that the prior distribution of 胃 is the gamma distribution with parameters 伪 = 3 and 尾 = 1. When five rolls of this tape are selected at random and inspected, the numbers of defects found on the rolls are 2, 2, 6, 0, and 3. Determine the posterior distribution of 胃.

Question: Suppose that \({{\bf{X}}_{\bf{1}}}{\bf{,}}{{\bf{X}}_{\bf{2}}}{\bf{,}}...{\bf{,}}{{\bf{X}}_{\bf{n}}}\) form a random sample from the uniform distribution on the interval [0, 胃], where the value of the parameter 胃 is unknown. Suppose also that the prior distribution of 胃 is the Pareto distribution with parameters \({{\bf{x}}_{\bf{0}}}\) and 伪 (\({{\bf{x}}_{\bf{0}}}\)> 0 and 伪 > 0), as defined in Exercise 16 of Sec. 5.7. If the value of 胃 is to be estimated by using the squared error loss function, what is the Bayes estimator of 胃? (See Exercise 18 of Sec. 7.3.)

Consider the data in Example 7.3.10. This time, suppose that we use the improper prior 鈥減.d.f.鈥漒(\xi \left( \theta \right) = 1\)(for all 胃). Find the posterior distribution of\(\theta \)and the posterior probability that\(\theta > 1\).

Suppose that a random sample of size n is taken from the Bernoulli distribution with parameter , which is unknown, and that the prior distribution of is a beta distribution for which the mean is\({\mu _0}\). Show that the mean of the posterior distribution of will be a weighted average having the form \({\gamma _n}{\overline X _n} + \left( {1 - {\gamma _n}} \right){\mu _0}\)and show that \({\gamma _n} \to 1\)as\(n \to \infty \).

See all solutions

Recommended explanations on Math Textbooks

View all explanations

What do you think about this solution?

We value your feedback to improve our textbook solutions.

Study anywhere. Anytime. Across all devices.