Ace - AI Tutor
Ask Our Educators
Textbooks
My Library
Flashcards
Scribe - AI Notes
Notes & Exams
Download App
Brenda

Brenda

Divider

Questions asked

ANSWERED

Hamzah Choudary verified

Numerade educator

Suppose you have observations \, X_1,X_2,X_3, X_4, X_5\, which are i.i.d. draws from a Gaussian distribution with unknown mean \mu and unknown variance \sigma ^2. For all of the problems on this tab, suppose you are given the following: \frac{1}{5} \sum _{i=1}^5 X_ i = 0.9, \qquad \frac{1}{5} \sum _{i=1}^5 X_ i^2 = 1.33 To test the null hypothesis H_0 : \mu = 0 versus the alternative hypothesis H_1 : \mu \neq 0 using the data above, which of the following test(s) is appropriate? (Choose all that apply.) t-test Z-test: i.e. the test based on the central limit theorem Wald's test Compute the unbiased sample variance S. (Enter a numerical answer accurate to at least 2 decimal places.) S=\quad Give an estimate the mean \mu and variance \sigma ^2. Use the maximum likelihood estimator. \hat\mu = \quad \hat\sigma ^2 =\quad Find the value of the \text {t}-statistic for testing the hypotheses above: H_0 : \mu = 0 \quad \text {versus} \quad H_1 : \mu \neq 0 given this set of data. (Enter a numerical answer accurate to at least 2 decimal places.) \text {t}- statistic: If we allow 5\% of samples to wrongly reject H_0 when H_0 is in fact true, what can we conclude from the t-test? reject H_0 accept H_0 fail to reject H_0 Provide a non-asymptotic confidence interval [A,B] for \mu that is symmetric around the sample mean and covers the true mean in 95\% of samples. (To avoid double jeopardy, enter your answer in terms of the (unbiased) sample variance S from above, or directly enter numerical answers accurate to at least 2 decimal places.) (Be careful that A<B.) Lower bound A =\quad Upper bound B =\quad

View Answer
divider
ANSWERED

Luke Humphrey verified

Numerade educator

Let Y = a(X-b)^3+\epsilon where \epsilon \sim \mathcal{N}(0,\theta ^2) is independent of X. What is the regression function f(x) of Y given X? (Check all that apply) f(x)=a(x-b)^3 f(x)=\mathbb {E}[Y|X=x] f(x)=\mathbf{P}(Y=y|X=x) f(x)=a+bx

View Answer
divider
ANSWERED

Hamzah Choudary verified

Numerade educator

Consider a Gaussian linear model Y=aX+epsilon in a Bayesian view. Consider the prior pi (a)=1 for all ain mathbb {R}. Determine whether each of the following statements is true or false. pi (a) a uniform prior. True False pi (a) is a Jeffreys prior when we consider the likelihood L(Y=y|A=a, X=x) (where we assume x is known). True False Consider a linear regression model mathbf{Y}=mathbb {X}{oldsymbol eta }+sigma {oldsymbol varepsilon } where {oldsymbol varepsilon }in mathbb {R}^ n is a random vector with mathbb {E}[{oldsymbol varepsilon }]=mathbf{0}, mathbb {E}[{oldsymbol varepsilon }{oldsymbol varepsilon }^ T]=I_ n, and no further assumptions are made about {oldsymbol varepsilon } mathbb {X} is an n by p deterministic matrix, and mathbb {X}^ Tmathbb {X} is invertible. sigma >0 is an unknown constant. Let hat{{oldsymbol eta }} denote the least squares estimator of eta in this context. Determine whether each of the the following statements is true or false. hat{{oldsymbol eta }} is the maximum likelihood estimator for {oldsymbol eta }. True False With the model written as mathbf{Y}=mathbb {X}{oldsymbol eta }+sigma {oldsymbol varepsilon }, hat{{oldsymbol eta }} has dimension 1 imes p (i.e. is a row vector of length p). True False hat{eta } has a Gaussian distribution (even for small n). True False Under the same setup and assumptions, mathbb {X}hat{{oldsymbol eta }} is... (Check all that apply.) Equal to (mathbb {X}^ Tmathbb {X})^{-1}mathbb {X}^{T}mathbf{Y} An unbiased estimator of mathbb {X}{oldsymbol eta } A vector in mathbb {R}^ p

View Answer
divider
INSTANT ANSWER

Suppose you have observations \, X_1,X_2,X_3, X_4, X_5\, which are i.i.d. draws from a Gaussian distribution with unknown mean \mu and unknown variance \sigma ^2. For all of the problems on this tab, suppose you are given the following: \frac{1}{5} \sum _{i=1}^5 X_ i = 0.9, \qquad \frac{1}{5} \sum _{i=1}^5 X_ i^2 = 1.33 To test the null hypothesis H_0 : \mu = 0 versus the alternative hypothesis H_1 : \mu \neq 0 using the data above, which of the following test(s) is appropriate? (Choose all that apply.) t-test Z-test: i.e. the test based on the central limit theorem Wald's test Compute the unbiased sample variance S. (Enter a numerical answer accurate to at least 2 decimal places.) S=\quad Give an estimate the mean \mu and variance \sigma ^2. Use the maximum likelihood estimator. \hat\mu = \quad \hat\sigma ^2 =\quad Find the value of the \text {t}-statistic for testing the hypotheses above: H_0 : \mu = 0 \quad \text {versus} \quad H_1 : \mu \neq 0 given this set of data. (Enter a numerical answer accurate to at least 2 decimal places.) \text {t}- statistic: If we allow 5\% of samples to wrongly reject H_0 when H_0 is in fact true, what can we conclude from the t-test? reject H_0 accept H_0 fail to reject H_0 Provide a non-asymptotic confidence interval [A,B] for \mu that is symmetric around the sample mean and covers the true mean in 95\% of samples. (To avoid double jeopardy, enter your answer in terms of the (unbiased) sample variance S from above, or directly enter numerical answers accurate to at least 2 decimal places.) (Be careful that A<B.) Lower bound A =\quad Upper bound B =\quad

View Answer
divider
ANSWERED

Luke Humphrey verified

Numerade educator

Which of the following characteristics is/are true about the distribution of the response variable in a logistic regression model? (Check all that apply.) It is a Bernoulli distribution It can be any distribution over the interval (0,1). It can be any distribution from the exponential family. It is a distribution from the canonical exponential family. In the logistic regression model, which of the following is the canonical link function? the logistic function the probit link function In the logistic regression model, the maximum likelihood estimator is always unique. True False

View Answer
divider
INSTANT ANSWER

The lifetime (in thousands of hours) X of a light bulb has pdf g(x)= \lambda e^{-\lambda x}, \hspace{3mm} x\geq 0 for some unknown \lambda >0. We collect {\color{blue}{n=33}} independent lightbulbs at random and record their lifetime X_1,\ldots ,X_ n, which are all independent copies of X. We find that {\color{blue}{\overline{X_ n}=42.6}} thousand hours. Write down the test statistic T_{n,\text {LR}} for the likelihood ratio test, in terms of \hat{\lambda }^{\text {MLE}}, n. (Enter hatlambda for \hat{\lambda }^{\text {MLE}} and S_n for S_ n=\sum _{i=1}^ n X_ i.) T_{n}^{\text {LR}}=\quad unanswered What is p-value p^{\text {LR}} of the likelihood ratio test? (Enter an answer accurate to at least 3 decimal places.) p^{\text {LR}}=\quad What is the conclusion of the Likelihood Ratio test? (Read the choices carefully, especially the subscripts.) Reject H_0 Do not reject H_0. Conclude H_0 is true. Reject H_1 Do not reject H_1. Conclude H_1 is true.

View Answer
divider
INSTANT ANSWER

The lifetime (in thousands of hours) X of a light bulb has pdf g(x)= \lambda e^{-\lambda x}, \hspace{3mm} x\geq 0 for some unknown \lambda >0. We collect {\color{blue}{n=33}} independent lightbulbs at random and record their lifetime X_1,\ldots ,X_ n, which are all independent copies of X. We find that {\color{blue}{\overline{X_ n}=42.6}} thousand hours. We now want to test \displaystyle \displaystyle H_0\, :\, \lambda =0.03 \displaystyle \text {vs} \displaystyle H_1\, :\, \lambda \neq 0.03 at (significance) level \alpha =5\%. Write down the chi-square distributed test statistic T_{n,\text {Wald}} for Wald's test, in terms of \hat{\lambda }^{\text {MLE}}, n. To avoid double jeopardy, you may also enter the answer in terms of the Fisher information I=I(\hat{\lambda }^{\text {MLE}}). (Enter hatlambda for \hat{\lambda }^{\text {MLE}} and I for I=I(\hat{\lambda }^{\text {MLE}}).) T_{n}^{\text {Wald}}=\quad unanswered Find the p-value p^{\text {Wald}} for Wald's test. (Enter a numerical answer accurate to at least 2 decimal places.) p^{\text {Wald}}=\quad

View Answer
divider
INSTANT ANSWER

The lifetime (in thousands of hours) X of a light bulb has pdf g(x)= \lambda e^{-\lambda x}, \hspace{3mm} x\geq 0 for some unknown \lambda >0. We collect {\color{blue}{n=33}} independent lightbulbs at random and record their lifetime X_1,\ldots ,X_ n, which are all independent copies of X. We find that {\color{blue}{\overline{X_ n}=42.6}} thousand hours. Now, consider the prior distribution \lambda \sim \mathsf{Exp}(\theta ), for some fixed parameter \theta >0. Compute the posterior pdf \displaystyle \pi (\lambda |X_1,\ldots , X_ n) of \lambda up to normalizing constant. Enter your answer in terms of \lambda, \theta, n and S_ n=\sum _{i=1}^{n} X_ i. (Enter S_n for S_ n=\sum _{i=1}^{n} X_ i. ) (Any answer correct up to a normalizing constant will be accepted.) \pi (\lambda |X_1,\ldots , X_ n)=\quad Compute the maximum a posteriori estimator \hat{\lambda }^{\text {MAP}} of \lambda. Enter your answer in terms of \theta, n and S_ n=\sum _{i=1}^{n} X_ i. (Enter S_n for S_ n=\sum _{i=1}^{n} X_ i. ) \hat{\lambda }^{\text {MAP}}=\quad

View Answer
divider
INSTANT ANSWER

let X \in [0,1] and Y \in \mathbb {R} be two random variables such that X \sim \mathsf{Unif}(0,1) and the conditional distribution of Y|X is given by \mathsf{Exp}(1/(a+bX)^2). In other words, the conditional pdf of Y given X is g(y|X)=\left\{ \begin{array}{ll} \frac{1}{(a+bX)^2} e^{-y/(a+bX)^2} & \text {if } y>0\\ 0 & \text {otherwise} \end{array} \right. (Or in bigger fonts: g(y|X)=\, \frac{1}{(a+bX)^2} \exp \left(-\frac{y}{(a+bX)^2}\right) if y>0 and 0 otherwise.) For the model above, what is the regression function m(x) of Y onto X? m(x)= 1/(a+bx)^2 m(x)=(a+bx)^2 m(x)= 1/(a+bx) m(x)= a+bx none of the above. Which of the following is an appropriate choice for a link function for this model? \displaystyle h(\mu )=\frac{1}{\mu } \displaystyle h(\mu )=-\frac{1}{\mu } \displaystyle h(\mu )=\mu ^2 \displaystyle h(\mu )=\sqrt{\mu } \displaystyle h(\mu )=\frac{1}{\sqrt{\mu }} none of the above Let (X_1, Y_1),\ldots , (X_ n, Y_ n)\sim (X,Y) be i.i.d. samples with the given distribution, i.e. X \in [0,1] and Y \in \mathbb {R} such that X \sim \mathsf{Unif}(0,1) and the conditional distribution of Y|X is given by \mathsf{Exp}(1/(a+bX)^2). Is the maximum likelihood estimator of \beta =\begin{pmatrix} a\\ b\end{pmatrix} the least square estimator? Choose the correct answer with the correct reason. Yes, since the model distribution of Y|X is in the exponential family. Yes, since the link function is the canonical link No, since the link function is not the canonical link No, since the MLE is NOT obtained by minimizing \displaystyle \sum _ i^ n (Y_ i-X_ i\beta )^2 where \beta =\begin{pmatrix} a\\ b\end{pmatrix}.

View Answer
divider
INSTANT ANSWER

The lifetime (in thousands of hours) X of a light bulb has pdf g(x)= \lambda e^{-\lambda x}, \hspace{3mm} x\geq 0 for some unknown \lambda >0. Find \mathbb E[X]. \mathbb E[X]=\quad Find the maximum likelihood estimator \hat{\lambda }^{\text {MLE}} and method of moments estimator \hat{\lambda }^{\text {MM}} of \lambda. (Enter barX_n for \overline{X_ n}.) \hat{\lambda }^{\text {MLE}}=\quad \hat{\lambda }^{\text {MM}}=\quad What is the asymptotic distribution of \hat{\lambda }^{\text {MLE}}? Exponential distribution Normal distribution t-distribution \chi ^2 distribution Find the asymptotic variance \displaystyle V_{\hat{\lambda }^{\text {MLE}}} of \hat{\lambda }^{\text {MLE}}. V_{\hat{\lambda }^{\text {MLE}}}=\quad

View Answer
divider