商务与经济统计9版 作业Homework 03.pdfVIP

Homework 3 1. Assume that the random variables X 1 ,K, X n form a random sample of size n from a geometric distribution for which the value of the parameter p is unknown (0 p 1), show n that the statistic T ∑i 1 Xi is a sufficient statistic for the parameter p . 2. Let θ be a parameter with parameter space Ω equal to an interval of real numbers (possibly unbounded). Let X have p.d.f. or p.f. f n (x θ) conditional on θ. Let T r(X) be a statistic. Assume that T is sufficient. Prove that, for every possible prior p.d.f. for θ, the posterior p.d.f. of θ given X x depends on x only through r (x) . 3. Consider a distribution for which the p.d.f. or the p.f. is f (x θ) , where the parameter θ is a k-dimensional vector belonging to some parameter space Ω. It is said that the family of distributions indexed by the values of θ in Ω is a k-parameter exponential family, or a k-parameter Koopman-Darmois family, if f (x θ) can be written as follows for θ ∈Ω ⎡ k ⎤ and all values of x : f (x θ) a (θ)b (x )exp ∑c (θ)d (x ) . Here a and c ,K,c are ⎢ i i ⎥ 1 k ⎣i 1 ⎦ arbitrary functions of θ, and b and d ,K, d are arbitrary functions of x . Suppose now