22-Suppose that X X, form a random sample from a beta distribution with parameters a and 8, where the value of a is known and the value of B is unknown (8> 0). The sufficient statistic for the parameter B is: log (h)

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.3: Special Probability Density Functions
Problem 30E
icon
Related questions
Question

Solve it early I upvote

22-Suppose that X X, form a random sample from a beta distribution with parameters
a and 8, where the value of a is known and the value of B is unknown (8> 0). The
sufficient statistic for the parameter B is:
log (h)
Transcribed Image Text:22-Suppose that X X, form a random sample from a beta distribution with parameters a and 8, where the value of a is known and the value of B is unknown (8> 0). The sufficient statistic for the parameter B is: log (h)
Expert Solution
Step 1

An estimate of a parameter θ is called a sufficient statistic if it contains all the information about θ contains in the sample. In other words, let T’ be any other estimate of θ and P(T,T’) be the joint probability density function (p.d.f)  of T and T’ and let P(T’/T) be the conditional p.d.f of T’ given T. If P(T’/T) is independent of θ for all T’ then we say that T is a sufficient estimate of θ.

Let X1,………,Xn be a sample from a population with p.d.f. f(x, θ), then the joint p.d.f. of the sample usually called the likelihood of the sample is f(X1,………,Xn).

Probability homework question answer, step 1, image 1

T is a sufficient estimate of θ if and only if it is possible to write

Probability homework question answer, step 1, image 2

where L1(T, θ) is a function of T and θ alone and L2 is independent of θ.

 

steps

Step by step

Solved in 2 steps with 9 images

Blurred answer
Knowledge Booster
Linear Equations
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, probability and related others by exploring similar questions and additional content below.
Recommended textbooks for you
Calculus For The Life Sciences
Calculus For The Life Sciences
Calculus
ISBN:
9780321964038
Author:
GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:
Pearson Addison Wesley,
Glencoe Algebra 1, Student Edition, 9780079039897…
Glencoe Algebra 1, Student Edition, 9780079039897…
Algebra
ISBN:
9780079039897
Author:
Carter
Publisher:
McGraw Hill
College Algebra
College Algebra
Algebra
ISBN:
9781938168383
Author:
Jay Abramson
Publisher:
OpenStax
Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage