BIOS 511 Intro.to Statistical Inference Review 1
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Intro.to Statistical Inference (BIOS 511)
Review 1
Content: chapters 1-4
Textbook: Example 2.6 Flip a fair coin twice and let X be the number of heads. What is the p.m.f. and the CDF of X? If we write the cdf as FX, what is FX(1.4)?
Textbook: Example 2.39 Suppose that X ∼ Uniform(0, 1). After obtaining a value of X , we generate Y |X = x ∼ Uniform(x, 1). What is the marginal distribution of Y ?
Textbook: Example 3.4 Let X ∼ Uniform(-1, 3). What is the expectation of X ?
Textbook: Example 3.16 Let X ∼ Binomial(n, p). We write X = 对 Xi where Xi = 1 if toss i is heads and Xi = 0 otherwise. Use the linear properties of expectation and variance to calculate the expectation and the variance of X .
Textbook: Example 5.9 Suppose that the number of errors per computer program has a Poisson distribution with mean 5. We get 125 programs. Let X1 , ..., X125 be the number of errors in the programs. Use CLT to approximate P (n < 5.5).
Textbook: Example 5.14 Let X1 , ..., Xn be iid with finite mean µ and finite variance σ 2 . Let Wn = en . Find the approximate distribution of Wn .
Homework: Q2 Prove that events A and B are independent if and only if P(A|B) = P(A). Interpret.
Homework: Q20 Use the CLT to show that if X1, X2 , ... are IID Bin(1, p) then n p.
(Hint: find the normal approximation to P (|n − p| > ϵ).
2023-02-22