Fichas
A9
Fichas del conjunto (24)
- 1State Slutsky's theorem
- 2State and prove the Neyman-Pearson lemma
- 3State Bayes' Theorem
- 4State the p.m.f. of a Poisson distribution of rate lambda
- 5Define the power function of theta
- 6If a UMP has test statistic t(X), state the p-value
- 7State the likelihood ratio lambda(x) for a test of H_0 against H_1 and give the form of the critical region C
- 8State the p.d.f. of an exponential distribution of rate lambda(No P(X=x))
- 9Give the formula for the posterior predictive density f(x_(n+1)|x)
- 10State the p.d.f. of a normal distribution with mean mu and variance sigma^2(No P(X=x))
- 11Define the Jeffreys prior
- 12Prove that X-bar and S^2 are independent and give their marginal distributions
- 13Define a t-distribution
- 14Define the size of a test
- 15Define the power of a test
- 16Explain how to construct a Q-Q plot for data x_1,...,x_n we suspect is distributed N(mu,sigma^2)
- 17State the likelihood ratio statistic Λ
- 18State the p.d.f. of a Gamma(α,β) distribution
- 19State the asymptotic distribution of the likelihood ratio statistic Λ
- 20State the distribution of a Bernoulli(p) distribution
- 21Define a highest posterior density interval
- 22State a property of the Jeffreys prior
- 23Describe the delta method for finding the asymptotic distribution of some g(X̄)
- 24Define a 100(1-α)% credible set for a scalar parameter θ
Información
- Descripción
- uni Part A Fichas sobre A9, creado por Ben Tidswell el 24/03/2022.
- Creado por
- Ben Tidswell · mar 2022
- Actualizado
- 20 jun 2022
- Visitas
- 6
- Valoración