User Jo'

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Popular Question

Mar 2, 2023 at 5:10

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Scholar

Jun 17, 2019 at 8:35

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Jun 17, 2019 at 8:34

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UMVUE for probability of cutoff

@StubbornAtom Thanks, I was not aware of the result.

Jun 17, 2019 at 8:34

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UMVUE for probability of cutoff

If I did correctly, it is the variance of $X_1 - \bar{X} \sim N(0, 1+1/n)$

Jun 16, 2019 at 14:14

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Jun 16, 2019 at 14:02

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UMVUE for probability of cutoff

@StubbornAtom, many thanks. Just to check, $X_1 | \bar{X}$ has mean $\bar{X}$ and variance $1+1/n$ and hence we may compute $P(X_1 < u | \bar{X})$.

Jun 16, 2019 at 13:03

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Student

Jun 16, 2019 at 12:40

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UMVUE for probability of cutoff

May I ask how it follows $E \phi(c(u-\bar X))=P(Z \le c(u- \bar X))$

Jun 16, 2019 at 12:39

revised

UMVUE for probability of cutoff

edited tags

Jun 16, 2019 at 11:47

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Jun 16, 2019 at 11:30

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