D is defined in the other picture atatched 2. use the Jensen's inequality to prove thatD(theta0, theta)>= D(theta0, thetaO), where D is defined Choose a function p(x, 0), e.g. p(x, 0) =(X - 0)², define D (0o,0) = Ep(X, 0),where the mean is calculated under thedistribution X~ Peo-►Suppose that D(0o,0) measures thediscrepancy between 0 and the true value 0of the parameter in the sense that D(0。,0)is uniquely minimized at 0 = 0.o For example, for the estimate of 0o = E(X), wechoose p(x, 0) = (x - 0)2, then D(0o,0) =E. (X – 0)² = S (x - 0) ²dP(x), which is-minimized at 0 =0 = Eo, (X) = 0o.

Answered: Image /qna-images/answer/dc301b12-191b-4234-869e-a798da6b786a.jpg

Answered: 2. use the Jensen's inequality to prove…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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2. use the Jensen's inequality to prove that D(thetaO, theta)>= D(theta0, theta0), where D is defined