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Suppose that the proportion 胃 of defective items in a large manufactured lot is known to be either 0.1 or 0.2, and the prior p.f. of \(\theta \) is as follows:

\(\xi \left( {0.1} \right) = 0.7\)and\(\xi \left( {0.2} \right) = 0.3\).

Suppose also that when eight items are selected at random from the lot, it is found that exactly two of them are defective. Determine the posterior p.f. of \(\theta \)

Short Answer

Expert verified

Posterior pf of \(\theta \) is \(\xi \left( {0.1|x} \right) = 0.5418\)and \(\xi \left( {0.2|x} \right) = 0.4582\)

Step by step solution

01

Given information

Let \(\theta \) the proportion of defective items in a large manufactured lot is either 0.1 or 0.2

02

Calculating posterior pf of \(\theta \)

Let 8 items be selected at random from the lot. From which exactly two of them are defective.

Then from the definition of proportion of defective items.\({X_1}...{X_n}\)form n Bernoulli trails with parameter\(\theta \)

The p.f. of the each observations\({X_i}\) is given

\(f\left( {x|\theta } \right) = \left\{ \begin{aligned}{l}{\theta ^x}{\left( {1 - \theta } \right)^{1 - x}}\;\;\;\;\;{\rm{for}}\;x = 0,1\\0\;\;\;\;\;\;\;\;\;\;\;\;\;\;{\rm{otherwise}}.\end{aligned} \right.\)

If\(y = \sum\limits_{i = 1}^n {{x_I}} \)then the joint pf of\({X_1},...{X_n}\)can be written in the form for\({x_i} = 0\;{\rm{or}}\;1\):

\({f_n}\left( {x|\theta } \right) = {\theta ^y}{\left( {1 - \theta } \right)^{n - y}}\)

Since n = 8 and y = 2

\(\begin{aligned}{f_n}\left( {x|\theta } \right) = {\theta ^2}{\left( {1 - \theta } \right)^{8 - 2}}\\ = {f_n}\left( {x|\theta } \right) = {\theta ^2}{\left( {1 - \theta } \right)^6}\end{aligned}\)

Definition of the posterior pf is:

\(\)\(\xi \left( {\theta |x} \right) = \frac{{f\left( {{x_1}|\theta } \right)...f\left( {{x_n}|\theta } \right)\xi \left( \theta \right)}}{{{g_n}\left( x \right)}}\)

Therefore,

\(\begin{aligned}\xi \left( {0.1|x} \right) = {\rm P}\left( {\theta = 0.1|x} \right)\\ = \frac{{\xi \left( {0.1} \right){f_n}\left( {x|0.1} \right)}}{{\xi \left( {0.1} \right){f_n}\left( {x|0.1} \right) + \xi \left( {0.2} \right){f_n}\left( {x|0.2} \right)}}\\ = \frac{{\left( {0.7} \right){{\left( {0.1} \right)}^2}{{\left( {0.9} \right)}^6}}}{{\left( {0.7} \right){{\left( {0.1} \right)}^2}{{\left( {0.9} \right)}^6} + \left( {0.3} \right){{\left( {0.2} \right)}^2}{{\left( {0.8} \right)}^6}}}\end{aligned}\)

\(\xi \left( {0.1|x} \right) = 0.5418\)

and\(\xi \left( {0.2|x} \right)\)can be calculated as

\(\begin{aligned}\xi \left( {0.2|x} \right) = 1 - \xi \left( {0.1|x} \right)\\ = 1 - 0.5418\\ = 0.4582\end{aligned}\)

Hence Posterior pf of \(\theta \) is \(\xi \left( {0.1|x} \right) = 0.5418\)and \(\xi \left( {0.2|x} \right) = 0.4582\)

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Most popular questions from this chapter

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 the number of defects in a 1200-foot roll of magnetic recording tape has a Poisson distribution for which the value of the mean is unknown, and the prior distribution of is the gamma distribution with parameters \(\alpha = 3\) and \(\beta = 1\). 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. If the squared error loss function is used, what is the Bayes estimate of ?

Suppose that the number of defects on a roll of magnetic recording tape has a Poisson distribution for which the mean \(\lambda \)is either 1.0 or 1.5, and the prior p.f. of \(\lambda \) is as follows:

\(\xi \left( {1.0} \right) = 0.4\)and\(\xi \left( {1.5} \right) = 0.6\)

If a roll of tape selected at random is found to have three defects, what is the posterior p.f. of \(\lambda \) ?

Show that each of the following families of distributions is an exponential family, as defined in Exercise 23:

a. The family of Bernoulli distributions with an unknown value of the parameter p

b. The family of Poisson distributions with an unknown mean.

c. The family of negative binomial distributions for which the value of r is known and the value of p is unknown

d. The family of normal distributions with an unknown mean and a known variance

e. The family of normal distributions with an unknown variance and a known mean

f. The family of gamma distributions for which the value of is unknown and the value of is known

g. The family of gamma distributions for which the value of is known and the value of is unknown

h. The family of beta distributions for which the value of is unknown and the value of is known

i. The family of beta distributions for which the value of is known and the value of is unknown.

Question: Suppose that the lifetime of a certain type of lamp has an exponential distribution for which the value of the parameter \({\bf{\beta }}\) is unknown. A random sample of n lamps of this type are tested for a period of T hours and the number X of lamps that fail during this period is observed, but the times at which the failures occurred are not noted. Determine the M.L.E. of \({\bf{\beta }}\) based on the observed value of X.

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