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* Your assessment is very important for improving the workof artificial intelligence, which forms the content of this project
1. (20 pts] Consider the following stochastic formulation X XrvN(0,(T2), Z rvr(r/2,r/2), X1..Z HU y= y'Z' where r(a,,B) stands for a gamma distribution with mean a/,B and '1..' indi cates independence. Obtain (a) The marginal p.d.f, of Y, i.e., j(y) =7 (5 pts) (b) The conditional p.d.f. of ZIY = y, say, j(zly) =7 (5 pts) (c) Compute E(log(z)ly).(5 pts) (d) Derive the marginal distribution of W = y 2/ (T2. (5 pts) 2. (15 pts) Suppose that if 0 = 1, then y has a normal distribution with mean 1 and standard deviation (T, and if 0 = 2, the y has a normal distribution NC with mean 2 and standard deviation (T. Also, suppose P(O = 1) = 0.5 and P(O = 2) = 0.5. (a) For (T = 2, write the formula for the marginal probability density for y7 (b) What is P(Oly = 1), again supposing (T = 27 (c) Describe how the posterior density of 0 changes in shape as (T is increased and as it is decreased. 3. (15 pts) Write (in English) the purposes (5 pts) and plans (10 pts) for studying a PHD in Statistics. 4. (16 pts) One observation, X, is taken from a N(O, (T2) population. Find the MLE (8 pts) and the method of moments estimator (8 pts) of (T . 5. (14 pts)IfS2 is the sample variance based on a sample of size n from a normal population, we know that (n - 1)8 2 j a 2 has a X;-l distribution. The con = HU jugate prior for a 2 is the inverted gamma pdf, IG(O'., (3), given by 1r(a2 ) 2) e- 1/ ([3oc j[r(a)(3OC(a2)OC+l], a 2 > 0, where 0'. and (3 are positive constants. Find the posterior distribution of a 2 (10 pts) and the posterior mean ofthis distri bution (4 pts). 6. (20 pts) Let X be a single observation from a distribution with pdf j(xIO) 0--:1 Ox· ,0 < x < 1, 0 < 0 < = 00. (a) Find the most powerful test of lfo : 0 = 00 vs HI :0 = 0ll 01 > 00 . (8 pts) (b) Find the size a critical region. (6 pts) NC (c) Find the power of the most powerful test. (6 pts)