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Tagged with sequential-analysis normal-distribution
5 questions
3
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prior distribution for iid gaussian, with a known variance
I have been reading Pattern Recognition and Machine Learning by Bishop, and I have a question regarding the prior distribution of an iid Gaussian with known variance.
The relationship $\dfrac{n}{\...
- 9,317
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PRML: Why does the sequential estimation algorithm of normal parameters use $X_N$ but $X_{n-1}$?
I'm reading sequential estimation section 2.3.5 PRML where Bishop introduces Robbins-Monro algorithm to calculate the root of $f(\theta) = E z | \theta = \int zp(z|\theta) dz, (z, \theta) \sim p(z, \...
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Sequential Bayesian updating of mean and variance of normal distribution
I am trying to write some code to learn the parameters of a normal distribution. I am new to this, and I have patched together the equations from various sources, which may be part of the problem. In ...
- 23
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How many samples do I need to estimate a gaussian distribution?
Background: I'm comparing the performance of two algorithms. The data is noisy so the results tend to form a nice normal distribution.
I'd like to estimate the mean with a high confidence: up to 1% ...
- 51
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1
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How to compute expected value?
Hi I am trying to compute this:
It's a denominator of ANS function in sequential statistics.The result is:
I set "sigma1"=1 and "mi" is considered as a constant.Do you have any idea how to get the ...
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