home4 - [0 , 1] are bounded. 3. Problem 19.4 in van der...

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
Stat 210B Homework Assignment 4 (due March 15) 1. Let X be a real-valued random variable with distribution P . (a) For 0 < M < and a R , let f ( x, t ) = | x - t | , and F = { f ( x, t ) : | t - a | ≤ M } . (b) For a R , let g ( x, t ) = | x - t | - | x - a | , and G = { g ( x, t ) : | t - a | ≤ M } . Show that the bracketing number N 1 ,B ( ², P, F ) < for every ² > 0 for the class F if E | X | < , and for the class G without the hypothesis E | X | < . 2. Show that the functions in D
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: [0 , 1] are bounded. 3. Problem 19.4 in van der Vaart. 4. Problem 5.19 in van der Vaart. 5. Consider the following two location models: (a) p ( x ) = 1 1 1+( x- ) 2 (b) p ( x ) = 1 2 exp(-| x- | ). For each of these models compute the quadratic mean derivative and the Fisher information....
View Full Document

Ask a homework question - tutors are online