Statistics Chapter: Expected Value and Variance
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Questions and Answers

What is the correct representation of the function f(x)?

  • Je * 5 exp) Y x)
  • f(x(x) = Je * 5 exp) (correct)
  • f(x) = a n(x)
  • XwEXp(x)

Which of the following is most closely associated with the function n(x)?

  • f(x)
  • XwEXp(x)
  • a (correct)
  • Y

In the context provided, which element is part of the exponential function's structure?

  • Je
  • x(x)
  • Y x)
  • exp) (correct)

What indicates a unique aspect of the function XwEXp(x)?

<p>It involves the term Y. (B)</p> Signup and view all the answers

Which of the following illustrates an incorrect interpretation of f(x)?

<p>f(x) indicates a polynomial form. (C)</p> Signup and view all the answers

What does the notation $p(X = X)$ represent in probability theory?

<p>The probability of $X$ taking a specific value. (B)</p> Signup and view all the answers

What is the form of the probability function for the exponential family described?

<p>$f(x | heta) = n(X) imes c( heta) imes ext{exp}[t_i(x) - heta]$ (D)</p> Signup and view all the answers

In the context of the exponential family, what does the term $c( heta)$ represent?

<p>The normalizing constant. (B)</p> Signup and view all the answers

What role does the parameter $p$ play in the given probability expressions?

<p>It represents the probability of success in a binomial distribution. (A)</p> Signup and view all the answers

What characteristic of support is mentioned regarding the exponential family of distributions?

<p>It is independent of the parameter $ heta$. (A)</p> Signup and view all the answers

What is the mean ( ext{E[X]}) of the normal approximation in this scenario?

<p>15 (B)</p> Signup and view all the answers

What does the variance ( ext{Var(X)}) represent in this context?

<p>The spread of the distribution (C)</p> Signup and view all the answers

Using the values given, calculate the variance ( ext{Var(X)}) of the normal approximation.

<p>9 (B)</p> Signup and view all the answers

If p = 0.6, what would be the value of (1 - p)?

<p>0.4 (A)</p> Signup and view all the answers

In the normal approximation framework, if n represents the total number of trials, what value would n be if p is 0.6 and the expected success is 15?

<p>25 (A)</p> Signup and view all the answers

What is the significance of the notation N(15, 6) in this context?

<p>It denotes a normal distribution with mean 15 and standard deviation 6. (D)</p> Signup and view all the answers

What is the standard deviation of the normal approximation given the variance is 6?

<p>3 (D)</p> Signup and view all the answers

How would the mean change if the value of p were increased while keeping n constant?

<p>The mean would increase. (B)</p> Signup and view all the answers

What mathematical operation is being suggested in the context of P(q(X)[r)?

<p>Integration (B)</p> Signup and view all the answers

In the expression fx = (x)dx, what does the notation typically represent?

<p>A continuous probability density function (A)</p> Signup and view all the answers

What is the likely outcome of integrating a function like y^2 from 0 to 1?

<p>1/3 (A)</p> Signup and view all the answers

In a bivariate distribution, what does the notation (X, Y) represent?

<p>A pair of correlated random variables (B)</p> Signup and view all the answers

Which expression represents the variance in a bivariate context?

<p>E(X^2) - (E(X))^2 (A)</p> Signup and view all the answers

What is the significance of the expression g(x) in the context given?

<p>It denotes a transformation of a variable (D)</p> Signup and view all the answers

In the context of discrete distributions, what is the role of the total in the expression?

<p>To sum probabilities to 1 (C)</p> Signup and view all the answers

When integrating the function y^2, from which limits must one integrate to calculate the total area under the curve?

<p>From 0 to 1 (C)</p> Signup and view all the answers

What mathematical component is represented by E(g(X)) in the context provided?

<p>The expected value of the function g applied to variable X (D)</p> Signup and view all the answers

Which expression commonly denotes the integration of a product of two functions?

<p>∫ f(x) g(x) dx (B)</p> Signup and view all the answers

What does the equation $P(X) = P(Y)$ suggest about the relationship between variables X and Y?

<p>X is independent of Y. (D)</p> Signup and view all the answers

If $p(X)$ refers to the probability distribution of variable X, which of the following statements is true?

<p>p(X) represents the likelihood of X occurring. (A)</p> Signup and view all the answers

Which of the following best describes the marginal distribution shown in the content?

<p>It shows the distribution of one variable irrespective of others. (B)</p> Signup and view all the answers

In the context of the content, why might one use $P(Y | X)$?

<p>To assess the impact of X on the probability of Y. (B)</p> Signup and view all the answers

What does the symbol $D = PIX$ imply in the context provided?

<p>D is a function of the probabilities of X. (D)</p> Signup and view all the answers

What is implied when the total of probabilities equals 1?

<p>This confirms the validity of the probability distribution. (A)</p> Signup and view all the answers

What does $P(y) = 0.3$ imply about the variable Y?

<p>Y has a 30% chance of occurring. (D)</p> Signup and view all the answers

In a probability context, what signifies that variables X and Y are independent?

<p>Their joint probability equals their individual probabilities. (B)</p> Signup and view all the answers

What is indicated by $p(y) = P(X)$ in the context of joint distributions?

<p>Y's probabilities depend solely on variable X. (D)</p> Signup and view all the answers

Which statement about the conditional probability $P(X | Y)$ is correct?

<p>It measures the likelihood of X given Y. (C)</p> Signup and view all the answers

What does the notation $p(x)$ represent in statistical contexts?

<p>The individual probability of a specific event X. (C)</p> Signup and view all the answers

If $P(X)$ represents a probability function, which of the following is a possible value for $P(X)$?

<p>0 (A)</p> Signup and view all the answers

What does it mean if $p(Y)$ is calculated but $p(X)$ is ignored?

<p>The probability assessment might lack context. (D)</p> Signup and view all the answers

What is the significance of the equations $p(x) + p(y) = 1$?

<p>They depict mutually exclusive events. (D)</p> Signup and view all the answers

Flashcards

f(x)

A function of x, representing a mathematical relationship.

n(x)

Another function, possibly related to f(x) or a different concept entirely.

Exponential function

A function where the variable is an exponent.

XwEXp(x)

A function possibly involving the exponential function and another variable Y.

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f(x) interpretation

f(x) is not necessarily a polynomial.

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P(X=x)

Probability of X taking the specific value x.

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Exponential Family

A type of probability distribution with a particular form.

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c(θ)

Normalizing constant in the exponential family.

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Parameter p

Represents probability of success in binomial distribution.

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Support Independence

Support of exponential family is independent of θ.

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E[X]

Expected value of X in a distribution.

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Var(X)

Variance of X, describing the spread.

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Normal Approximation

Using a normal distribution to approximate another.

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(1-p)

Probability of failure in a binomial distribution.

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n

Number of trials in a binomial distribution.

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N(μ, σ²)

Normal distribution with mean μ and variance σ².

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Standard deviation

Square root of the variance, measuring variability.

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Mean change with p

Mean increases if p increases, holding n constant.

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Integration

Mathematical operation to find the area under a curve.

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Probability Density Function

Function used to represent the likelihood of a continuous variable.

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Integration limits

Values indicating the range for a definite integral.

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Bivariate Distribution

Distribution describing relation between two variables.

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Variance (bivariate)

Measure of spread of one variable.

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Transforming a variable

Changing the shape or scaling of a variable.

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Discrete distribution total

Sum of probabilities adds up to 1.

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Independence

Two events are independent if P(X and Y) = P(X)P(Y).

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Study Notes

Expected Value and Variance

  • The expected value of a random variable X, denoted by E(X), is the average value of X over all possible outcomes
  • The variance of a random variable X, denoted by Var(X), is a measure of how spread out the distribution of X is
  • In the context of the text, the expected value of a random variable X is given as 15.
  • The variance is calculated as 15 * 0.6 because the formula for variance involves the product of the expected value and the probability

Exponential Family

  • The exponential family of distributions refers to a class of probability distributions that can be expressed in a certain form
  • The form of this distribution (which is not shown in the text provided) is dependent on a parameter, and the support, which is the range of possible values, does not depend on this parameter.

Bivariate Distribution

  • A bivariate distribution is a probability distribution that describes the relationship between two random variables
  • For discrete random variables, the bivariate distribution can be represented by a table
  • To calculate the marginal distribution for either variable, we can sum over the other variable (e.g., For the marginal distribution of X, we can sum over all possible values of Y).
  • The joint probability, P(X = x and Y = y), is calculated by multiplying the conditional probability P(Y = y | X = x) by the marginal probability P(X=x)
  • To calculate P(Y = y), we can sum the joint probabilities P(X = x and Y = y) over all possible values of X

Conclusion

  • The text explains the concepts of expected value, variance, exponential families, and bivariate distributions in relation to probability and statistics
  • This information is essential for understanding how to work with random variables and their distributions
  • The examples provided in the text help to illustrate these concepts, along with calculations and visual representations.

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Mathematical Statistics I PDF

Description

This quiz focuses on key concepts in statistics, particularly the expected value and variance of random variables. In addition, it explores the exponential family of distributions and bivariate distributions. Test your understanding of these fundamental ideas in probability and statistics.

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