The factorization theorem is a powerful tool that we use to identify sufficient statistics For each of the following cases, find the sufficient statistic. In some cases, no simpli- fication works, and you'll have to say "the whole sample is needed for the sufficient statistic."

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
Topic Video
Question
1. The factorization theorem is a powerful tool that we use to identify sufficient statistics.
For each of the following cases, find the sufficient statistic. In some cases, no simpli-
fication works, and you'll have to say "the whole sample is needed for the sufficient
statistic."
(a) X1, X2,..., X, is a random sample from the exponential distribution with mean
A. The probability density is e-/[a > 0).
(b) X1, X2, ...,X, is a random sample from the Cauchy distribution with median w.
(Note that the mean of this distribution doesn't exist). The probabilty density is
1
for -00 <I< 0.
*(1+ (x – w)?]
(c) X1, X2, ..., Xn is a random sample from the lognormal distribution with parame-
ters u and o. (Do not think of u and o as the mean and standard deviation here).
The density is
1
(lag
f(r; µ, 0) =
I>0
where -infty < u <∞ and o > 0.
(d) X1, X2, ...,X, are independent Poisson random variables with respective means
c, 0 for i = 1,2,...,n, where c1, c2,...,en are n known positive numbers (con-
stants). The probability mass functions are
I = 1,2,...; 0 > 0, c, > 0
for i = 1,2,...,n.
Transcribed Image Text:1. The factorization theorem is a powerful tool that we use to identify sufficient statistics. For each of the following cases, find the sufficient statistic. In some cases, no simpli- fication works, and you'll have to say "the whole sample is needed for the sufficient statistic." (a) X1, X2,..., X, is a random sample from the exponential distribution with mean A. The probability density is e-/[a > 0). (b) X1, X2, ...,X, is a random sample from the Cauchy distribution with median w. (Note that the mean of this distribution doesn't exist). The probabilty density is 1 for -00 <I< 0. *(1+ (x – w)?] (c) X1, X2, ..., Xn is a random sample from the lognormal distribution with parame- ters u and o. (Do not think of u and o as the mean and standard deviation here). The density is 1 (lag f(r; µ, 0) = I>0 where -infty < u <∞ and o > 0. (d) X1, X2, ...,X, are independent Poisson random variables with respective means c, 0 for i = 1,2,...,n, where c1, c2,...,en are n known positive numbers (con- stants). The probability mass functions are I = 1,2,...; 0 > 0, c, > 0 for i = 1,2,...,n.
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 3 steps with 2 images

Blurred answer
Knowledge Booster
Hypothesis Tests and Confidence Intervals for Proportions
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
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