Math Problem Statement
Solution
The image contains three mathematical problems, all dealing with statistics and sufficiency. Let's break them down one by one.
Problem 1:
Given:
A random sample is drawn from a distribution with the PDF:
Show that the statistic is a sufficient statistic for .
Solution Outline: This problem involves proving sufficiency using the Factorization Theorem. According to this theorem, a statistic is sufficient for if the likelihood function can be factorized into two parts:
- One part depends on the data only through the statistic ,
- The other part does not depend on .
Problem 2:
Given:
A random sample of size is drawn from a geometric distribution, . Show that the statistic is a sufficient statistic for . The probability mass function of is given by:
Solution Outline: Similar to the first problem, we will apply the Factorization Theorem to show that the statistic is sufficient for .
Problem 3:
Given:
A random sample is drawn from . Show that the statistic is a sufficient statistic for .
Solution Outline: Here, are distributed according to a normal distribution with mean 0 and variance . To show sufficiency, we will use the Factorization Theorem as in the previous two problems.
Would you like to go into details on any of the solutions? If so, please let me know which one you'd prefer to explore further.
Here are 5 related questions:
- What is the Factorization Theorem and how does it help in determining sufficient statistics?
- How can we apply the Factorization Theorem to a Poisson distribution?
- How would sufficiency differ if we used a Bayesian approach?
- What are minimal sufficient statistics and how do they relate to sufficient statistics?
- How does sufficiency help in estimating parameters in hypothesis testing?
Tip: The Factorization Theorem is the most common tool used to determine sufficiency of statistics and is essential in simplifying statistical inference.
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Math Problem Analysis
Mathematical Concepts
Sufficiency of statistics
Factorization Theorem
Probability distributions
Formulas
f(x; θ) = θe^{-θx} for exponential distribution
f(x) = p(1-p)^(x-1) for geometric distribution
N(0, θ) for normal distribution
Theorems
Factorization Theorem
Suitable Grade Level
Undergraduate Statistics
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