商务与经济统计9版 作业Homework 01.pdfVIP

Homework 1 1. Suppose that a single observation X is to be taken from a uniform distribution on the interval 1 1 ( , ) . Suppose also that the value of θ is unknown and that the prior distribution of θ− θ+ 2 2 θ is a uniform distribution on the interval (10, 20). If the observation value of X is 12, what is the posterior distribution of θ? 2. Suppose that the proportion θ of defective items in a large shipment is unknown. Suppose also that after a certain statistician has observed that there were three defective items among the 100 items selected at random, the posterior distribution which he assigns to θ is a beta 2 98 distribution for which the mean is and the variance is . What prior distribution 2 51 (51) (103) had the statistician assigned to θ? 3. Let θ denote the average number of defects per 100 feet of a certain type of magnetic tape. Suppose that the value of θ is unknown and that the prior distribution of θ is a gamma distribution with parameters α 2 and β 10 . Suppose also that when a 1200-foot roll of this tape is inspected, exactly four defects are found. Determine the posterior distribution of θ. 4. Suppose that the heights of the individuals in a certain population have a normal distribution for which the value of the mean θ is unknown and the standard deviation is 2 inches. Suppose also that the prior distribution of θ is a normal distribution for which the mean is 68 inches and the standard deviation is 1 inch. Suppose finally that ten people a