商务与经济统计9版 作业Homework 02.pdfVIP

Homework 2 1. Suppose that a random sample of size n is taken from a Poisson distribution for which the value of the mean θ is unknown, and the prior distribution of θ is a gamma distribution for which the mean is μ . Show that the mean of the posterior distribution of θ will be a weighted 0 γ X n +(1 −γ )μ0 γ → 1 n →∞ average having the form n n , and show that n as . 2. Suppose that the time in minutes required to serve a customer at a certain facility has an exponential distribution for which the value of the parameter θ is unknown, the prior distribution of θ is a gamma distribution for which the mean is 0.2 and the standard deviation is 1, and the average time required to serve a random sample of 20 customers is observed to be 3.8 minutes. If the squared error loss function is used, what is the Bayes estimate of θ? 3. Suppose that a certain large population contains k different types of individuals (k ≥2) ; and let θ denote the proportion of individuals of type i, for i=1, … , k. Here, 0 ≤θ ≤1 and i i θ +...+θ 1. Suppose also that in a random sample of n individuals from this population, 1 k exactly n individuals are of type i, where n +... +n n . Find the M.L.E.’s of θ ,...,θ . i 1 k 1 k 4. Suppose that the two-dimension