mid-review

mid-review - M4056 Review October 8–10 2010 Section I...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: M4056 Review. October 8–10, 2010 Section I. Provide a precise mathematical definition for each of the following basic notions of mathematical statistics, and then provide an example or illustration: • Bernoulli random variable • Binomial random variable • Gamma random variable • Moment generating function • Random sample of size n from a population with distribution f X ( x ) • Sample pdf (sample pmf ) • Statistic • Sampling distribution of a statistic • Sample mean • Sample variance • Normal random variable • Chi squared random variable • Parametric family of distributions f X ( x | θ ) • Sufficient statistic • Likelihood function • Estimator • Method of moments estimator • Maximum likelihood estimator • Mean squared error (of an estimator) • Bias (of an estimator) Section II. 1. Let M be the mean of a sample of size n from a population described by a random variable X with distribution f X ( x ). Explain the difference in meaning between: • the expected value of X , • the sample mean (i.e., M itself), • the expected value of M . 2. Let S 2 be the sample variance of a sample of size n from a population described by a random variable X with distribution f X ( x ). Explain the difference in meaning between: • the variance of X , • the sample variance (i.e., S 2 itself),...
View Full Document

This note was uploaded on 11/29/2011 for the course MATH 4056 taught by Professor Staff during the Fall '08 term at LSU.

Page1 / 3

mid-review - M4056 Review October 8–10 2010 Section I...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online