Timeline for Show that $E[u(X_1)\mid\sum^n_{i=1}X_i=z]=\Phi \left( \frac{\sqrt n(c-z/n)}{\sqrt{n-1}} \right)$ [duplicate]
Current License: CC BY-SA 4.0
13 events
when toggle format | what | by | license | comment | |
---|---|---|---|---|---|
Jan 16, 2020 at 13:30 | review | Reopen votes | |||
Jan 16, 2020 at 15:43 | |||||
Jan 16, 2020 at 13:13 | history | edited | StatisticsPersonInTraining | CC BY-SA 4.0 |
deleted 11 characters in body
|
Jan 9, 2020 at 15:20 | comment | added | whuber♦ | @Jarle This probability is the normalizing constant for a truncated Normal. The purpose of referencing the answers about truncated Normal expectations was to show what the hint in the question might have been referring to. | |
Jan 9, 2020 at 15:17 | comment | added | Jarle Tufto | @whuber But $u(x)=1$ if $x\le c$ and 0 otherwise so $E(u(X_1)|...)=P(X_1<c|...)$ and so doesn't involve the truncated normal. The rest just follows from joint normality of $X_1$ and $\sum X_i$ and en.wikipedia.org/wiki/… | |
Jan 9, 2020 at 15:16 | history | closed | whuber♦ self-study Users with the self-study badge or a synonym can single-handedly close self-study questions as duplicates and reopen them as needed. | Duplicate of UMVUE for probability of cutoff | |
Jan 9, 2020 at 15:10 | comment | added | StubbornAtom | See stats.stackexchange.com/questions/413264/…. | |
Jan 9, 2020 at 15:07 | history | edited | StubbornAtom | CC BY-SA 4.0 |
added 4 characters in body; edited tags; edited title
|
Jan 9, 2020 at 14:44 | comment | added | whuber♦ | Yes--although certainly one can ignore the connection and still solve the problem. Regardless, if you look at some of the related answers you will see how this comes down to a straightforward integration, which is what the hint in the question is getting at. | |
Jan 9, 2020 at 14:42 | comment | added | StatisticsPersonInTraining | The lectures haven't covered truncated normals. Are you sure this is relevant? | |
Jan 9, 2020 at 14:28 | comment | added | whuber♦ | Please see the answers at stats.stackexchange.com/search?q=expectation+truncated+normal. | |
S Jan 9, 2020 at 13:33 | history | suggested | filbranden | CC BY-SA 4.0 |
improve formatting of math formula for clarity
|
Jan 9, 2020 at 13:03 | review | Suggested edits | |||
S Jan 9, 2020 at 13:33 | |||||
Jan 9, 2020 at 12:39 | history | asked | StatisticsPersonInTraining | CC BY-SA 4.0 |