i

-r

\ \ \\

. iJ\

{
Erouocrxrl I

D. Koupor3xl4g

Aoxrioers V (Bayes lror mlntmax)

Eaivetor 6eiypo X : (Xr, Xz, Xs) on6 oveloprqcs noporrlp4oetg pe xowt'l xorovoprrl
Poisson P(20). H

y1cr

erc

rov npodpov xorovopr; etvot loppa g(4,1) xor 11 ouvopqorl hpios

rrtv erctp4oq tou 0 etvor L(t,0)

o) No ovoyvoploOei

11

(t -t:)'

ex to:v uor6pov xorovop4.

9) Xo Bpe0ei o ercrpqqg Bayes rou

/E-trat t or 6etypo
-Xz -,A/(d + r, t).
r,il

X:

02

d.

(Xr,X2) on6 ove(oprqcg nopoqpqoels lre Xt -,A/(9, 1) xor

_lir,1 o) No Bpe0ouv o AOEA erclprluls Kol Elrn tou 0.

9) No 6er10ei on 4 X1 eivot AE rou

oLlo 6ev etvot minimax tou

d.

6etypo X : (Xt,X2) on6 ove(opqreg nopoqpflorls pe Xt

ffiOrr"-or
' Xr'- N(0 + 2,4), H EK rov nporeporv xorovopn rou g eivqr ,A/(0, t;.

NQe,1) xor

o) No 6er10ei 6u r1 ex rcov uor6p<,:v xorovopt'; eivor xovovtxrl.

9) No

'

Bpe0et o

ernpqrqg Bayes rou 02,6rov .L(t, 0)

+ (t -

02)2.

Aiverar n:1oio 6etypo X : (Xr,... , X^) on6 u1v xotovoprl f{x;O) : 0e-0',u > 0,
0 > 0. H EK rc)v npodpo:v xarovop{ eivor exOetrxa t(1) xol rl ouvoprrloq hptqs eivot ro

rrrpoyovrKd ogolpo- No Bpe0ei o ercrrprlrrig Bayes rcv

Lf 0.

{ : (Xr,...,Xn) on6 r4v xorovoprl Bernoulll B(1,0) Kol rl

ouvopr4crq hpios yto trlv eKr(Frloq tou 0 eivqt L(t,0) :
evr,b 4 EK rov npot6pr,rv
ff%,

l,Bllat

".o,

tuxoto 6eiypo

xorovop4 etvor opor6]ropqq U(0, l).

cr) No ppeOet o ercrprpqg Bayes rou 0.

' t,

F) Nq 6erX0ei 6rr o errrp4tt'lg Bayes rou 0 etvor Kor minimax.

y) Nq 6erX0et 6tr o errrpqqs

f(I) : j

6ev eivor minimax.

16.\Atvetot Deiypro X : (Xt,&) pe X1 Ko1 X2 ove(oprrlres Fe exOenxeg xorovopeg E($),

G) ovrtorotXo. H ex rov npor6prov xotovolrrl etvor fopp o Q (2, 1.).

! ^l

-l

,-/
( 'Bayes rrr.v 0 xar1.f 0.

,K"Eov 4 ouvopr4o4 hpios eivor 4 rerpoyovur; hl:iq, vo unoloyroOouv or ercnp4rig

: ryvo
. y) Eov ,L(t, E : ryvo
F) eav LO,O)

unol,oyro0ei o Elcrprprts Bayes rou g.

unol,oytooei o rlclprluts Bayes tov 02.

7. Aivetor 6etypro X : (Xr,.. . , Xn),6nou Xi etvor ovelopulcs xar X; - N(?ti,o') pe

tt,. .. ,tn,o2 yvoores otooepEg. H ax rov npotipov xorovopli; eivor,A/(0, r2) xor L(t,0) :
(t

e)2: No eupe0et o ernp4rrlg Bayes rou 0.

8.

fi

etvor mlnirnax erclpqrqs xor o 72 6ev etvor mintmar< ercnp4t4g, vo 6etX0et 6rt
unopler do O ciow R(71,00) < R(Tz,flo).

Eov

V d e O. No 6ety0at 6tr
ercrtprlqg tou 0 pe R(7, 0) :
", qleoq
supaee R(Tr,0) :
onorooOrlnore 6^[lo9 minimac ercnp4qg fi rou 0 txovorrotet rq
".
:1,.
:
Xi
i
.
(Xr,.. .,Xn).6nou X; ovefoprqteg rcor - P(il),
.,n,
6etypo X
,/-@Aivetor
-[Poisson).
q
yto
trlv
H ex trov npordpov xorovol-rq eivor f(5,1) xot ouvopt4oq hptos

9.

-1-i
lJ__

'Ecnro

? evog minimax

ercrtprlorl tou 02 eivor.L(t, 0)

No eupeOet o ercrrprlulg Bayes rou 02.

ry.

(xt,xz,xt),on6 ove(oprrrres ropcrqprrotts pe xr * N(0,L),

oeinro X
,ry1\, N@ +1, 1), Xe - N(0+ 2, 1). H ex rclv npordpov xorovop4 rou 0 etvor,A/(0, r). av
11 ouvopuloq (qptoS eivot ro rerpoyovrKd ogo-[po, vo eupe0ouv or tKulrrlreg Bayes tou d
xor 02.

ffio,r".or

x:

w}l;"lT;:T"

(Xr,...,,xn)qn6 xorqvopi F8 cn:voptrloq muxvdupos

4 EK rov, npodprov xotovop4 tou 0 eivor g(2, 1), vo ppeOet Kot vo ovolvc,lptoOei
eK rov uotepov xorovopfl

p.nov

"(01d.

qutrl rqv nepirnroorl, vo ppeOet o er<np4t4g Bayes tou

""
hutos eivor ro rErpoyovu<6 oqolpo.

fi, 6rov 11 ouvopqo4

fl
\J ,
/ ffi\'eo.o 6eiypo X : (Xr,X2) on6 ove(oprqcg nopotqpt'loels nou npodpXo.not on6
"(tropEs FE ouvoprrloetg m:rv6u1.cog 02ne-0c Kot 402fre-2et' owlocot11a (6nou s ) O,
,>0).
oov rl eK rov npotEprov rorovol-rri rou d etvot f,(1), vo ppe0et Kot vo ovo1ryo:pro0ei
eK rov uodpov xorovop4 T(0 I d.

|f

11

ouul rrlv nepirno:or1,_rlrPro"r"i o erctpqqg Bayes rora 02,6rov 4 ouvopulorl

{r"

hptos etvot.L(f,

ft+\'Aota

6etypo

il: V.

E : (Xr,X2) on6 ave(opulreg

nopor4p4oerg, 6nou 4 X1 iXet nuxvdtrlto

,,yro r:0,1,..., Korq Xr rXr, m;itv6rqro u-'#,flc o:0,1,...,6nou 0 > 0.

"-8.
/
{gav q eK rov npodpr,rv xotovopq rou d etvor gG,*), vo ppe0et Kol vo ovayvo:ptoOei

q bx rrov uocdpolv xorovoprl

ti

Xr"

"(0 I d.

ourrl r4v neptrncooq. vo ppe0ei o ercrtp4trlg Bayes rou

ktpios etvot I,(t,

q:

eU

- fif

2
\

fi,

6tov 4 ouvopulo4

'. ..,' -,,r.

.' "'' '

y) Aetftt 6u o 3Xi

ft-qz
0.'

6ev eivor minimax exrrpr;r{g rou 0 pe ouvopqcnl

hpios L(t,0)

'

/iS-.\'n*" ruloto 6eiypo X :

(Xr,

...

, Xn) ono rqv xotovop4 Bernoulli, B(L,0).

o) Eov rl eK rov npotip<,:v KorovoFrl tou g zivcrr Beta(2,1), vo 6et[ete 6tt 4 ex

uo#,pov xotovopri ,r(9 I d eivor Beta(Di=rrt, * 2,n - IL, r; * 1).
F) fe ourt'1r4v nepimooq, vo ppe6et o errtprltrlg Bayes rou d, 6tov
etvor.L(t,

11

rcov

ouvopt4orl Ftf:toS

q:'W-.
e0 0)'

V) Aeifte 6u o

X1*&

6ev eivor

minimax errrprlulgrou

pErrlv t6to ouvopqo4 (r1ptog.

/ l6.\'Eoro 6etypo X : (Xt,&) qn6 ove(opr4res

!--

-+*
i:

nqpornp{oetg nou npo6plovror qn6

Koro.vol:g pe m:rsr6t4teg g2rr-qt xor30r2e'0"t owtororxo (6nou z ) 0, 0 > 0).

o) Eov 4 rK rov nportpov Kcrrovop4 tou d etvor g(2,i), vo Bpe0et Kcrl vo avoyvorproOet
rl eK rov uotipr,rv xorovop{ ,r(0 I d.

P) X,r ourrl rrlv neptmocrq, va ppeOei. o ernp4rrlg Bayes rou

Frptos eivot .L(t, 0)

: iQ - $f

17. Aoxr1orl6.2 tou Br6ltou.

18. Acrxqorl 6.5 tou Br6ltou.

l'

fi,

6rov 4 ouvopr4orl

os/ oec lzooe

T TO

?Tt1

-"gloN_uorr u

e f(J

2e) =

__

= TqTr=Tt Kl-l

q{oosArQ*S-

gin,.^;;;i -'.rton'u" = en e-oIxi--*

G

-l+,n(o)= e-"_ .., B)o

n(S

lI)= fcr;olflto)

ot do:x,.--"

f cs)
H

ou o.pi5e,

fm)

ka?o-uqJn

GCo,p)

- 1. Ondu(zxi+r)
fclt

*4(x)= I
fro)f

Avo.ovqi

+<r

FiS,^, Env ncgl 5)

A cDo.-l

f = E(1\ =
\y /

Er'aa5ui

NJG

.A

t
J
0

.\tl

-b

[z\c+ ) i .{*-' n
v
-rrwt)
J
I

2Xi+1
.---+

1
art

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j,_J-_ (2K.,+r;u'l
I t,n+D_

'Aeo o

ro

ZX i +t-

,{,V('xif1)

eKf

, Boq ei

Tou

trtC-%urrvrrb dqo2p*
2X.r^+1

("tL ,*)

t = E(gCv)) ono.,,

T+'e

,,-rS U

Xo-, ;F
\-

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t/e
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Av

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9q

TNS G (

tslf qs {oo^ 9 , flqo' Ltr rs)

t

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t

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ul'T q(xrt2xzfr)-l
A?q 0 EK'T.Fo3es rou s
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\-

rou

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'/e
t)

e\\

AQo U
-(
J

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0,t o

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rtLD(Xr tzXeuri

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o,

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7 - )(Xr + zxz+\)

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*[K,
+ zd

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e\,,I\ 6'Io0or ual t^r" r.
Ct ,,,'u; tr;il,
h(tl = [ Ltt,olt(x;u) nt,s)
\-1 a,
v =Y
)

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T,{ii

z,s?,t

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zri'

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ug a

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Buyes

flo"r Vry G (2, to tt z4.tr),)cro,,ol.--

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t^

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-- --n_,/

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e,Aro.Kt6ronot6t{04

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=
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hlLl
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ta

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ttxl

1gg

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rSAeiv0\ (ouovr[tr vor oytl0pr

ft

X ruN(A,Bo)

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^
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28,
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+ A -l_l+ CXr+Xz+xs-3)

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qt

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