Distribucion | IP[X=h] | tEDx) | Vara? | a foi (9) ent 4 » — |epfrl™n} HH Ber (p) | Plx=]-p | p | pl-p) | tpepel? Plx=OJ=1-p | 8 fn,p) chp tip | np rplr-p) (pipet Geo (p) fp’, tee ep ie mee EP |e LA | eape® | Disributin | fy tx) Fb) | ele) (re | 4 lufon) frat? | areas fae | Bor fre ito 0. ollerwie rien 2 ly #teo a Zz [ptr | f£-€* ips00 jae yo] | 92 | 4 Q_odernite O_ othewite teat 2) 4 fiz? _ Xpe, lse 2 ity OE) ine) | on} ae sie |" op fies}Oithne of Chalishes and Frobabiby I. J Definitions 1. Stalisties = Let X= (Xy.oy%n) be a Samp obserted. fam Xard (1, B;) a. meaureabl space Then any function 1X) = ly, ...yXn) , where y (K", BUR") (0, B) Js a meaurable sfunckon, of the ‘amphi is called a stabshic = let X= (ty..., Xn) be a. Sample absetted from a dshibution with cknsly functor flr0), 06 let Yael) be a sledshe with density 4y ly,2)-Then Vis called a Sufficient shatistic for Oif tid) = nt, 4.) where x= (xy... Zq)s A be,0) 6 chnsehy Of Kat x and Hex) ces not cgferd on Yi inbiased > Nac[Y] < Ver l¥] for any ubrasd exfmatr Y of 8 3. Confidence intervals Let (Xp) Xn) bea sample fon ca dshluton Flx;0), a€@_ A renclom intenal [q, w), where Ga are some lmrby of 81s called a (1-0) - confidene wherval for if Pha 86% ]=1-x for some « € fou] 4, Maximum Ifelthead estimaton for eoch samp point x, let O(x) be a poremeer value at which L(x, atans its matimum asa funckn of 8, with x kell Bed. Arexinum Ihebhel edirabr(MLE) of the pacamelen 8 bosed on a sampk X is 6X) 5. Moment: estimator where = (4,... ae OCR Define: +, 4; (On... = FLA] Myp= Gj (Oyn-4 O) let Y be an unbiased aia 2 The skalishc Vis called an efficent etmater of ——_ ifand only if: Var — ne) where T(6) = - | el folder = Warf SHEDS 2 00 Fe is called the Fisher inforraton 4 Significance. level A atiteal regen Cis called of sive oc if a= max IB/O,..%) LJ beQ, «8 called ‘the Signiftance level of the test astocated with crikcal (aon C 8. Power 4unction ‘the furction: = BL ,..., hEC is called the power funchon of the ‘st associate! with critical egion C 4 p-value The p- . ) a of the null hypothegs Hy with the gilen dakHy: 0 = @ vs H.0> 4 HM EXeCl =x an fro every Se ere lo 4 4 Unifor ital 7 hical j j i for testing “the Sinpke hypothessH against an ablemahie i if the set C 5 a best critial region of size x for testing cach simple hypobhesi w Hy TL. Proofs 4. (Rao - Ceamer lower bound): Let yy... Xa) be sid wih the @nmon pdf fls;0) for d.€ Q. Asse thal the regularity oncltons (80) — Uke (Ral, Uke) ate sabe Ri). fl 8) fave He canmen Spat forall BED UR) + Thettue value @, 8.6 On tnkrior pant io @ Ry) The pa flr, 0) twice dlifferabiabk as afunchin of 0 (Rs): The. integral fetc:eddt can be cliferenticted twice der lokyal Gign al fundion Of 6 EU Xp oi% -Eful =H) VarY 2 [e'0) J nil) whore 718) is called Fisher Information and Tle) = F oth ®. th) de = wf. 2hlise)) 32. Neyman — Pearson 5 theorem ) LA Ka) be ca Sample fom a dishibulion Ahathas the ckastly 1,0) &,, 8 be cislnct fred value of 0 sofat O= 9,4}, and let £ be a postive ruber C be a Subset of the ample pace such that (a) £08) Ch fy ea xE0 L (7; 4) a) LPeb. 2h fw ach xe DNC © w= Ih x ec] Then C is a best critical tegian of sive % for testing the single hype thesis: 1: 8-4 UH: O28 3. onstiuct CI for_mecin_of a. sample (n large) 4 Consleuct CL for ploportian S Genshuct CE for mean of a normal distributed! Sample (6? 15 brawn, 0-% unlaoun) 6. Construct 2 for variance of a normal clstnbutee! Sample (4) Sumerice Some formula useful for exercises (4) -«) confidence inenal :[ower for aT rn | Mean of ge sane ay a 21 aay 2) froportion_p (f-2, [2A 4 PUP | i *4 n n | Meanof a_| 6idnoun| X->& Xx. © ° th ih —| noma detain Chill Fer Biggs B) | th nar. Variance of a Normal dis- {. tri-betion a Z VC Coir Az Az |S in Simple linear reqres- (280 ogre at ) a for ey es [e | nm SIR a Aap a ‘igo levee] poinSk (ftp [EI 22), fo typ af (we) af fe “heel ol | fect in SK f hype a Seth ge fe non) x fa} Jo {n-2 In-2t Oe (ip Hypoltesis testings:Tet statishic_for Nean of cnarbferily large Sin | ean of roma idan wleour| — Fo Ait Dodge tere of remain spi= ID No = @ ' eA) Repetion-prprhon a Le l-pe) Difference in means, vacances. is laoun = -% Do o= M 2. Tye 2% —Ao fy + Cine (57 = 6) pl tae the Difforene belueen duo pepulabins T= 2-2 Doh. | leriance_of tue normal populations he 2 oP Q= 2 ME* i Squat oe (eel of Q% Gel) Of $ (%-% 4) 7 tpl