数学统计代写 Mathematical Statistics 2|STA 4322 University of Florida Assignment

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Instructions:

Mathematical statistics is a branch of mathematics that deals with the theoretical foundation of statistical methods and their applications. It involves the development of mathematical models, algorithms, and techniques for analyzing and interpreting data.

Mathematical statistics is concerned with understanding the behavior of statistical procedures and their properties, such as consistency, efficiency, and unbiasedness. It involves the development of probability theory, including the study of probability distributions, hypothesis testing, estimation, and regression analysis.

Mathematical statistics is used in a wide range of fields, including engineering, physics, finance, biology, and social sciences. It provides tools for understanding and modeling complex systems and making decisions based on data. Some of the key techniques used in mathematical statistics include Bayesian analysis, maximum likelihood estimation, and Monte Carlo methods.

数学统计代写 Mathematical Statistics 2|STA 4322 University of Florida Assignment

问题 1.

Two sisters maintain that they can communicate telepathically. To test this assertion, you place the sisters in separate rooms and show sister A a series of cards. Each card is equally likely to depict either a circle or a star or a square. For each card presented to sister A, sister B writes down ‘circle’, or ‘star’ or ‘square’, depending on what she believes sister A to be looking at. If ten cards are shown, what is the probability that sister B correctly matches at least one?

证明 .

We will calculate a probability under the assumption that the sisters are guessing. The probability of at least one correct match must be equal to one minus the probability of no correct matches. Let $F_i$ be the event that the sisters fail to match for the ith card shown. The probability of no correct matches is $\mathrm{P}\left(F_1 \cap F_2 \cap \ldots \cap F_{10}\right)$, where $\mathrm{P}\left(F_i\right)=\frac{2}{3}$ for each $i$. If we assume that successive attempts at matching cards are independent, we can multiply together the probabilities for these independent events, and so obtain
$$
\mathrm{P}\left(F_1 \cap F_2 \cap \ldots \cap F_{10}\right)=\mathrm{P}\left(F_1\right) \mathrm{P}\left(F_2\right) \ldots \mathrm{P}\left(F_{10}\right)=\left(\frac{2}{3}\right)^{10}=0.0173 .
$$
Hence the probability of at least one match is $1-0.0173=0.9827$.

问题 2. An examination consists of multiple-choice questions, each having five possible answers. Suppose you are a student taking the exam. and that you reckon you have probability $0.75$ of knowing the answer to any question that may be asked and that, if you do not know, you intend to guess an answer with probability $1 / 5$ of being correct. What is the probability you will give the correct answer to a question?

证明 .

Let $A$ be the event that you give the correct answer. Let $B$ be the event that you knew the answer. We want to find $\mathrm{P}(A)$. But $\mathrm{P}(A)=\mathrm{P}(A \cap B)+\mathrm{P}\left(A \cap B^c\right)$ where $\mathrm{P}(A \cap B)=\mathrm{P}(A \mid B) \mathrm{P}(B)=1 \times 0.75=0.75$ and $\mathrm{P}\left(A \cap B^c\right)=\mathrm{P}\left(A \mid B^c\right) \mathrm{P}\left(B^c\right)=\frac{1}{5} \times 0.25=0.05$. Hence $\mathrm{P}(A)=0.75+0.05=0.8$.

问题 3.

Three babies are given a weekly health check at a clinic, and then returned randomly to their mothers. What is the probability that at least one baby goes to the right mother?

证明 .

Let $E_i$ be the event that baby $i$ is reunited with its mother. We need $\mathrm{P}\left(E_1 \cup E_2 \cup E_3\right)$, where we can use the result
$$
\operatorname{Pr}(A \cup B \cup C)=\operatorname{Pr}(A)+\operatorname{Pr}(B)+\operatorname{Pr}(C)-\operatorname{Pr}(A \cap B)-\operatorname{Pr}(A \cap C)-\operatorname{Pr}(B \cap C)+\operatorname{Pr}(A \cap B \cap C) .
$$
for any $\mathrm{A}, \mathrm{B}, \mathrm{C}$. The individual probabilities are $\mathrm{P}\left(E_1\right)=\mathrm{P}\left(E_2\right)=\mathrm{P}\left(E_3\right)=\frac{1}{3}$. The pairwise joint probabilities are equal to $\frac{1}{6}$, since $\mathrm{P}\left(E_1 E_2\right)=\mathrm{P}\left(E_2 \mid E_1\right) \mathrm{P}\left(E_1\right)=\left(\frac{1}{2}\right)\left(\frac{1}{3}\right)$, and the triplet $\mathrm{P}\left(E_1 E_2 E_3\right)=\frac{1}{6}$ similarly. Hence our final answer is
$$
\frac{1}{3}+\frac{1}{3}+\frac{1}{3}-\frac{1}{6}-\frac{1}{6}-\frac{1}{6}+\frac{1}{6}=\frac{2}{3}
$$

这是一份2023年的佛伦里达大学University of Florida STA 4322数学统计代写的成功案例




















数学统计代写 Mathematical Statistics 1|STA 4321 University of Florida Assignment

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Assignment-daixieTM为您提供佛罗里达大学University of Florida STA 4321 Mathematical Statistics 1数学统计代写代考辅导服务!





Instructions:

Mathematical statistics is a branch of statistics that deals with the application of mathematical principles and methods to the analysis of data. It involves the development of mathematical models and techniques for analyzing data and making inferences about populations based on sample data.

Mathematical statistics is concerned with the study of probability theory, statistical inference, hypothesis testing, and decision theory. It is used in a wide variety of fields, including finance, economics, engineering, social sciences, and many other areas where data analysis is important.

Some of the key concepts in mathematical statistics include:

  1. Probability theory: Probability theory is the study of random events and their probabilities. It provides the foundation for statistical inference and hypothesis testing.
  2. Statistical inference: Statistical inference involves using sample data to make inferences about populations. This includes estimation of population parameters and hypothesis testing.
  3. Hypothesis testing: Hypothesis testing involves testing a hypothesis about a population using sample data. The null hypothesis is typically the hypothesis being tested, and the alternative hypothesis is the opposite of the null hypothesis.
  4. Decision theory: Decision theory involves making decisions based on statistical models and data. It includes methods for minimizing risk and maximizing utility.

Overall, mathematical statistics plays a critical role in helping researchers and practitioners make informed decisions based on data analysis.

数学统计代写 Mathematical Statistics 1|STA 4321 University of Florida Assignment

问题 1.

Let $X_1, \ldots, X_n$ be indpendent random variables with $$ X_i \sim P_{\theta_i}, \text { for } i=1, \ldots, n $$ (a). For $P_\theta=N(\theta, 1)$, determine the maximum likelihood estimate of $\left(\theta_1, \ldots, \theta_n\right)$ when there are no restrictions on the $\theta_i$.

证明 . For $P_{\theta} = N(\theta, 1)$, the likelihood function is given by

$\begin{aligned} L\left(\theta_1, \ldots, \theta_n \mid x_1, \ldots, x_n\right) & =\prod_{i=1}^n f\left(x_i \mid \theta_i\right) \ & =\prod_{i=1}^n \frac{1}{\sqrt{2 \pi}} e^{-\frac{1}{2}\left(x_i-\theta_i\right)^2} .\end{aligned}$

Taking the logarithm of the likelihood function, we have

$\begin{aligned} \ell\left(\theta_1, \ldots, \theta_n \mid x_1, \ldots, x_n\right) & =\log L\left(\theta_1, \ldots, \theta_n \mid x_1, \ldots, x_n\right) \ & =-\frac{n}{2} \log 2 \pi-\frac{1}{2} \sum_{i=1}^n\left(x_i-\theta_i\right)^2 .\end{aligned}$

To find the maximum likelihood estimate of $\left(\theta_1,\ldots,\theta_n\right)$, we differentiate $\ell$ with respect to each $\theta_i$, set the derivatives equal to zero, and solve the resulting system of equations. Specifically,

$\frac{\partial \ell}{\partial \theta_i}=\sum_{j=1}^n\left(x_j-\theta_j\right) \delta_{i j}=x_i-\theta_i=0$

where $\delta_{ij}$ is the Kronecker delta. Thus, the maximum likelihood estimate of $\theta_i$ is $\hat{\theta}_i = x_i$, for $i=1,\ldots,n$.

(b). For $P_\theta=N(\theta, 1)$, determine the maximum likelihood estimate of $\theta$ when $\theta_1 = \cdots = \theta_n$.

When $\theta_1 = \cdots = \theta_n = \theta$, the likelihood function is given by

$L\left(\theta \mid x_1, \ldots, x_n\right)=\prod_{i=1}^n f\left(x_i \mid \theta\right)=\prod_{i=1}^n \frac{1}{\sqrt{2 \pi}} e^{-\frac{1}{2}\left(x_i-\theta\right)^2}$

Taking the logarithm of the likelihood function, we have

$\begin{aligned} \ell\left(\theta \mid x_1, \ldots, x_n\right) & =\log L\left(\theta \mid x_1, \ldots, x_n\right) \ & =-\frac{n}{2} \log 2 \pi-\frac{1}{2} \sum_{i=1}^n\left(x_i-\theta\right)^2 .\end{aligned}$

To find the maximum likelihood estimate of $\theta$, we differentiate $\ell$ with respect to $\theta$, set the derivative equal to zero, and solve for $\hat{\theta}$. Specifically,

$\frac{\partial \ell}{\partial \theta}=\sum_{i=1}^n\left(x_i-\theta\right)=n \bar{x}-n \theta=0$

where $\bar{x} = \frac{1}{n} \sum_{i=1}^n x_i$ is the sample mean. Thus, the maximum likelihood estimate of $\theta$ is $\hat{\theta} = \bar{x}$.

问题 2. You play draughts against an opponent who is your equal. Which of the following is more likely: (a) winning three games out of four or winning five out of eight; (b) winning at least three out of four or at least five out of eight?

证明 .

Let $X$ and $Y$ be the numbers of wins in 4 and 8 games respectively. For 4 games there are $2^4=16$ equally likely outcomes e.g. $W L W W$ which has 3 wins so $X=3$. Using our basic counting principles there will be $\left(\begin{array}{l}4 \ j\end{array}\right)$ outcomes containing $j$ wins and so $P(X=3)=4 \times 0.5^4=0.25$.
Similarly with 8 games there are $2^8=256$ equally likely outcomes and this time $P(Y=5)=56 \times 0.5^8=$ $0.2188$ so the former is larger.
For part (b) remember that $X \geq 3$ means all the outcomes with at least 3 wins out of 4 etc and that we sum probabilities over mutually exclusive outcomes. Doing the calculations, $P(X \geq 3)=$ $0.25+0.0625=0.3125$ is less than $P(Y \geq 5)=0.2188+0.1094+0.0313+0.0039=0.3633-$ we deduce from this that the chance of a drawn series falls as the series gets longer.

问题 3.

A lucky dip at a school fête contains 100 packages of which 40 contain tickets for prizes. Let $X$ denote the number of prizes you win when you draw out three of the packages. Find the probability density of $X$ i.e. $P(X=i)$ for each appropriate $i$.

证明 .

There are $\left(\begin{array}{c}100 \ 3\end{array}\right)$ choices of three packages (in any ordering). There are $\left(\begin{array}{c}60 \ 3\end{array}\right)$ choices of three packages without prizes. Hence $P(X=0)=\left(\begin{array}{c}60 \ 3\end{array}\right) /\left(\begin{array}{c}100 \ 3\end{array}\right) \approx 0.2116$. If a single prize is won this can happen in $\left(\begin{array}{c}40 \ 1\end{array}\right) \cdot\left(\begin{array}{c}60 \ 2\end{array}\right)$ ways. Hence $P(X=1)=\left(\begin{array}{c}40 \ 1\end{array}\right) \cdot\left(\begin{array}{c}60 \ 2\end{array}\right) /\left(\begin{array}{c}100 \ 3\end{array}\right) \approx 0.4378$ and similarly $P(X=2)=\left(\begin{array}{c}40 \ 2\end{array}\right)$. $\left(\begin{array}{c}60 \ 1\end{array}\right) /\left(\begin{array}{c}100 \ 3\end{array}\right) \approx 0.2894$ and $P(X=3)=\left(\begin{array}{c}40 \ 3\end{array}\right) /\left(\begin{array}{c}100 \ 3\end{array}\right) \approx 0.0611$ (there is some small rounding error in the given values).

这是一份2023年的佛伦里达大学University of Florida STA 4321 数学统计代写的成功案例