Questions tagged [self-study]

A routine exercise from a textbook, course, or test used for a class or self-study. This community's policy is to "provide helpful hints" for such questions rather than complete answers.

6,138 questions
31 views

UMVUE for probability of cutoff

Let $X_i \sim N(\mu,1)$, i.i.d. We aim to find UMVUE for $p(\mu) = P_{\mu}(X_1 \leq u)$ for some fixed $u$. I have shown that $\bar{X}$ and $X_1 - \bar{X}$ are independent. ($\bar{X}$: sample mean). ...
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Determining the limiting distribution of MLE

Let $X_i$ be i.i.d. with density $p(x) = ce^{-x^4/12}$, $c$ is a normalizing constant. Consider the location model $p(x-\theta)$. Aim is to compute the limiting distribution of the MLE. If I have ...
21 views

ARIMA vs SARIMA

I am a self learner, and I am studying time series analysis. I came through the fact that ARIMA can be used to model a time series which is not stationary (Integrated ARMA model). The non ...
34 views

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Advantages of the Exponential Family: why should we study it and use it?

So here I am studying inference. I would like that someone could enumerate the advantages of the exponential family. By exponential family, I mean the distributions which are given as \begin{align*} f(...
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34 views