Math Problem Statement

The image contains three mathematical problems: 1. A random sample from an exponential distribution, show that the sum of the sample is sufficient for θ. 2. A random sample from a geometric distribution, show that the sum of the sample is sufficient for p. 3. A random sample from a normal distribution N(0, θ), show that the sum of the squares of the sample is sufficient for θ.

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 X1,X2,,XnX_1, X_2, \dots, X_n is drawn from a distribution with the PDF: f(x;θ)=θeθx,0<x<,θ>0f(x; \theta) = \theta e^{-\theta x}, \quad 0 < x < \infty, \theta > 0 Show that the statistic S=i=1nXiS = \sum_{i=1}^{n} X_i is a sufficient statistic for θ\theta.

Solution Outline: This problem involves proving sufficiency using the Factorization Theorem. According to this theorem, a statistic T(X)T(X) is sufficient for θ\theta if the likelihood function L(θ;X1,X2,,Xn)L(\theta; X_1, X_2, \dots, X_n) can be factorized into two parts:

  1. One part depends on the data X1,X2,,XnX_1, X_2, \dots, X_n only through the statistic T(X)T(X),
  2. The other part does not depend on θ\theta.

Problem 2:

Given:
A random sample of size nn is drawn from a geometric distribution, XiGeo(p)X_i \sim \text{Geo}(p). Show that the statistic S=i=1nXiS = \sum_{i=1}^{n} X_i is a sufficient statistic for pp. The probability mass function of XGeo(p)X \sim \text{Geo}(p) is given by: f(x)=p(1p)x1,x=1,2,,0<p<1f(x) = p(1 - p)^{x - 1}, \quad x = 1, 2, \dots, \quad 0 < p < 1

Solution Outline: Similar to the first problem, we will apply the Factorization Theorem to show that the statistic S=i=1nXiS = \sum_{i=1}^{n} X_i is sufficient for pp.

Problem 3:

Given:
A random sample X1,X2,,XnX_1, X_2, \dots, X_n is drawn from XiN(0,θ)X_i \sim N(0, \theta). Show that the statistic S=i=1nXi2S = \sum_{i=1}^{n} X_i^2 is a sufficient statistic for θ\theta.

Solution Outline: Here, XiX_i are distributed according to a normal distribution with mean 0 and variance θ\theta. 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:

  1. What is the Factorization Theorem and how does it help in determining sufficient statistics?
  2. How can we apply the Factorization Theorem to a Poisson distribution?
  3. How would sufficiency differ if we used a Bayesian approach?
  4. What are minimal sufficient statistics and how do they relate to sufficient statistics?
  5. 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