Problem 7. Let X₁,..., Xn be independent N(0,0²) random variables for some unknown real 0.Find a Bayes estimator of 0 for a N(µ,7² prior. Here σ, µ and □ are known.

ANSWER: Since we have a normal prior distribution with known mean and variance, we can use the…

Answered: Problem 7. Let X₁,..., Xn be…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Let X1 and X2 be two random variables, and suppose V( X1) = V( X2) = 1, and Cov( X1, X2 ) = 0, then the variance of the simple average of the two random variables, i.e., V( (Xq + X2 ) /2) is: OA. 1/2. Ов. 1. OC. close to 0. O D. none of the above.
Problems 4.3. Suppose that X and Y are jointly discrete random variables with for x = 1, 2, . n and 2 p(x, y) = {n(n + 1) y = 1, 2, . otherwise Compute Px(x) and py(y) and determine whether X and Y are independent.
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Q 6.1. Suppose Z = (Z₁, Z2, Z3) is a standard multi-variate Gaussian random variable i.e., for i ≤ 3, Zi~ N(0, 1) are i.i.d. random variables. Each of the random variables, (a)–(d), on the left is equal in distribution to exactly one random variables, (1)–(4), on the right. Pair up according to "equal in distribution" and explain briefly your reasoning. X₁ (a) X₂ (b) (x₂) - (2) (c) (x²) - (¹/1² 1/√²) (2₁) (3/√2 = √2 = (V2) Z₁ (d) (x) - (1) (²) X2 Y₁ (9)-(-) (2) (1=1) Y₂ (1) Y₁ (²) (4) - (1/² (3) (1/√√2 1/√2-1/√2) (x₁) = (²₁ ² ✓/³²) (3) 2 2 √2 1 Z3 Y₁ → ()-()) (4) = Y₂ 1/2) (2) 1) (2)
2. Suppose one has n non-degenerate random variables X1, X2,, X, so that X1+ X2 + · · · + Xn = L for some constant L. (Recall that a random variable is non-degenerate if it is not a constant in disguise.) Show that there must be at least one pair of indices i j so that p(X;, X;) < 0.
Q 6.1. Suppose Z = (Z1, Z2, Z3) is a standard multi-variate Gaussian random variable i.e., for i ≤ 3, Zi~ N(0, 1) are i.i.d. random variables. Each of the random variables, (a)-(d), on the left is equal in distribution to exactly one random variables, (1)-(4), on the right. Pair up according to "equal in distribution" and explain briefly your reasoning. (a) (X₂) (¹) (X) = (2) 1/√2 (Ⓒ) (x₂) - (3/1² ¹1/1²) (2) (c = 2 0 = 2 Z₁ 1) (²) 3 (4¹) (X) = (²¹) (1) (2) (3) Y₁ 1 (29) - ()) (2) = Y₂ 1 Y₁ (121) = (1/² √₂) (2) (1/√2 1/√2 /2 −1/√√2, Y₂ X₁ X₂ = 22 1 1 2 0 Y₁ 2 1 (4) (2)) = (²) (²) 1 1 Z₁ Z₂ Z3

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Problem 7. Let X₁,..., Xn be independent N(0,0²) random variables for some unknown real 0. Find a Bayes estimator of for a N(μ, 7² prior. Here σ, µ and 7 are known.