iid 1. Let Y1,..., Yn * Bernoulli(p). It can be shown using the properties of the MLE that when n is sufficiently large: yn(Ỹ – p) _d, N (0, 1) VÝ(1 – Ý) (a) Use this result to show that: - p) S Za/2 VÝ(1 P 21– a Y) (b) Use your answer in the previous part to derive an approximate 1 – a confidence interval for p.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
iid
1. Let Y1,..., Yn * Bernoulli(p). It can be shown using the properties of the MLE that when n
is sufficiently large:
Vn(Y – P) d, N (0, 1)
VY(1 - Y)
(a) Use this result to show that:
Vn(Ÿ – p)
< Za/2
VÝ(1 – Y)
-Za/2 <
2 1– a
(b) Use your answer in the previous part to derive an approximate 1 – a confidence interval
for p.
Transcribed Image Text:iid 1. Let Y1,..., Yn * Bernoulli(p). It can be shown using the properties of the MLE that when n is sufficiently large: Vn(Y – P) d, N (0, 1) VY(1 - Y) (a) Use this result to show that: Vn(Ÿ – p) < Za/2 VÝ(1 – Y) -Za/2 < 2 1– a (b) Use your answer in the previous part to derive an approximate 1 – a confidence interval for p.
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 7 steps with 7 images

Blurred answer
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman