Toss a coin repeatedly, and let Xn be the number of heads after n coin tosses, n ≥ 1. Suppose now that the coin is completely unknown to us in the sense that we have no idea of whether or not it is fair. Suppose, in fact, the following, somewhat unusual situation, namely, that Xn | P = p E Bin(n, p) with PE U(0,1), that is, we suppose that the probability of heads is U(0, 1)-distributed. . Find the distribution of Xn- · Explain why the answer is reasonable. . • Compute P(Xn+1 = n + 1 | Xn = n). . Are the outcomes of the tosses independent? A special family of distributions is the family of mixed normal, or mixed Gaussian, distributions. These are normal distributions with a random variance, namely, X|² = y = N(u, y) with 2² EF, where F is some distribution (on (0, ∞)). As an example, consider a production process where some measurement of the product is normally distributed, and that the production process is not perfect in that it is subject to rare disturbances. More specifically, the observations might be N(0, 1)-distributed with probability 0.99 and N(0, 100) distributed with :1) = probability 0.01. We may write this as X E N(0,2²), where P(² 0.99 and P(² = 100) = 0.01. What is the "real" distribution of X? A close relative is the next section.
Toss a coin repeatedly, and let Xn be the number of heads after n coin tosses, n ≥ 1. Suppose now that the coin is completely unknown to us in the sense that we have no idea of whether or not it is fair. Suppose, in fact, the following, somewhat unusual situation, namely, that Xn | P = p E Bin(n, p) with PE U(0,1), that is, we suppose that the probability of heads is U(0, 1)-distributed. . Find the distribution of Xn- · Explain why the answer is reasonable. . • Compute P(Xn+1 = n + 1 | Xn = n). . Are the outcomes of the tosses independent? A special family of distributions is the family of mixed normal, or mixed Gaussian, distributions. These are normal distributions with a random variance, namely, X|² = y = N(u, y) with 2² EF, where F is some distribution (on (0, ∞)). As an example, consider a production process where some measurement of the product is normally distributed, and that the production process is not perfect in that it is subject to rare disturbances. More specifically, the observations might be N(0, 1)-distributed with probability 0.99 and N(0, 100) distributed with :1) = probability 0.01. We may write this as X E N(0,2²), where P(² 0.99 and P(² = 100) = 0.01. What is the "real" distribution of X? A close relative is the next section.
Algebra and Trigonometry (MindTap Course List)
4th Edition
ISBN:9781305071742
Author:James Stewart, Lothar Redlin, Saleem Watson
Publisher:James Stewart, Lothar Redlin, Saleem Watson
Chapter14: Counting And Probability
Section14.2: Probability
Problem 3E: The conditional probability of E given that F occurs is P(EF)=___________. So in rolling a die the...
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