Suppose binary random variable X~Bernoulli(r) with P(X=1)=n and P(X=0)=1-rt. a) Show that this probability distribution belongs to the exponential family of distributions, b) Provide the form of the functions a, b, c, and d (Eq.1) for the Bernoulli distribution. Is this distribution in the canonical form? What is the natural parameter of this distribution? c) Using the properties of distributions in the exponential family calculate: i. E(X)

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

It is known that the probability distribution given a random variable Y with the parameter θ belongs to the Exponential Family of distributions if we can write f(y;θ) as the following in the picture attached. 

Given the picture attached, answer all parts a, b, and c of the question. Show all work and all steps.

 

 

f(y;0) = exp[a(y)-b(0) + c(0) + d(y)]
(Eq. 1)
Suppose binary random variable X~Bernoulli(t) with P(X=1)=Dn and P(X=0)=1-1.
a) Show that this probability distribution belongs to the exponential family of distributions,
b) Provide the form of the functions a, b, c, and d (Eq.1) for the Bernoulli distribution. Is
this distribution in the canonical form? What is the natural parameter of this
distribution?
c) Using the properties of distributions in the exponential family calculate:
i.
E(X)
ii.
Var(X).
Transcribed Image Text:f(y;0) = exp[a(y)-b(0) + c(0) + d(y)] (Eq. 1) Suppose binary random variable X~Bernoulli(t) with P(X=1)=Dn and P(X=0)=1-1. a) Show that this probability distribution belongs to the exponential family of distributions, b) Provide the form of the functions a, b, c, and d (Eq.1) for the Bernoulli distribution. Is this distribution in the canonical form? What is the natural parameter of this distribution? c) Using the properties of distributions in the exponential family calculate: i. E(X) ii. Var(X).
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 3 steps with 2 images

Blurred answer
Similar questions
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