Suppose that Y1, ..., Yn - Poisson (^), A> 0, are independent. Prove by calculation that the common point probability function of the random vector Y = (Y1,..., Yn) has the representation ƒ(y; A) = e¯nλ_At(y) n II ²=1 Y₁!' where t(y) = Σ²²±1 Yi · Continuation of the previous task. Suppose n = 4 and it is observed y = (y1, y2, y3, y4) = (5, 6, 2, 5). Calculate the value of the function A 7→ f (y; λ) at a few points between [0, 7] (even at all integer points) and Draw its graph (of course you can also draw the graph with e.g. R). Note: You can multiply the values of the function by e.g. 10000 to get to a more comfortable order of magnitude. With the help of the picture you have drawn, estimate which value of the parameter A has the highest probability of observations? Note: The function A 7→f (y; A) is often denoted L(^; y) and is called the credibility function of the model.
Suppose that Y1, ..., Yn - Poisson (^), A> 0, are independent. Prove by calculation that the common point probability function of the random vector Y = (Y1,..., Yn) has the representation ƒ(y; A) = e¯nλ_At(y) n II ²=1 Y₁!' where t(y) = Σ²²±1 Yi · Continuation of the previous task. Suppose n = 4 and it is observed y = (y1, y2, y3, y4) = (5, 6, 2, 5). Calculate the value of the function A 7→ f (y; λ) at a few points between [0, 7] (even at all integer points) and Draw its graph (of course you can also draw the graph with e.g. R). Note: You can multiply the values of the function by e.g. 10000 to get to a more comfortable order of magnitude. With the help of the picture you have drawn, estimate which value of the parameter A has the highest probability of observations? Note: The function A 7→f (y; A) is often denoted L(^; y) and is called the credibility function of the model.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
Please show step by step answer and calculate everything and make the graphic also.
Expert Solution
This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by step
Solved in 1 steps with 1 images
Recommended textbooks for you
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
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
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
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
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
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
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman