Timeline for UMVUE for probability of cutoff
Current License: CC BY-SA 4.0
6 events
| when toggle format | what | by | license | comment | |
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| Jun 16, 2019 at 14:59 | history | edited | Jarle Tufto | CC BY-SA 4.0 |
edited body
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| Jun 16, 2019 at 14:52 | comment | added | StatsStudent | You might consider changing your notation to match common notation for CDF's of the normal distribution. Usually a lower-case phi ($\phi$) is reserved for the PDF of a normal, while $\Phi$ is typically reserved for the CDF. Your non-standard notation may cause some confusion. | |
| Jun 16, 2019 at 13:07 | history | edited | Jarle Tufto | CC BY-SA 4.0 |
added 34 characters in body
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| Jun 16, 2019 at 13:04 | comment | added | Jarle Tufto | The standard normal cdf can be expressed as $\phi(x)=P(Z\le x)=E 1\{Z\le x\}$ where $Z$ is standard normal. Using the law of total expectation, it then follows that for any random variable $W$, $E\phi(W)=EE(1\{Z\le W\}|W)=E1\{Z\le W\}=P(Z\le W)$. | |
| Jun 16, 2019 at 12:39 | comment | added | Jo' | May I ask how it follows $E \phi(c(u-\bar X))=P(Z \le c(u- \bar X))$ | |
| Jun 16, 2019 at 12:20 | history | answered | Jarle Tufto | CC BY-SA 4.0 |