Results 1 to 2 of 2

Math Help - Can help with these statistical theory questions?

  1. #1
    Newbie
    Joined
    Jan 2013
    From
    New York
    Posts
    3

    Can help with these statistical theory questions?

    Can anyone shed some light on the below:


    1. Consider a set with N distinct members, and a function f defined on Q that takes the values 0, 1 such that (1/N)*Sum(over xEQ) of f(x) = p. For a subset S of Q of size n, define the sample proportion


    p := p(S) = (1/N)*Sum(over xES) of f(x)


    If each subset of size n is chosen with equal probability, calculate the expectation and
    standard deviation of the random variable p.


    2.
    (a) Let X-N(0, 1) be a normally distributed random variable with mean 0 and
    variance 1. Suppose that x E R, x > 0. Find upper and lower bounds for the conditional expectation


    E(X | X >x)


    (b) Now suppose that X has a power law distribution, P(X >x) = a *(x)^-b , for x>x0>0, and some a> 0, b> 1. Calculate the conditional expectation
    E(X|X>x), x >x0


    Many thanks in advance.
    Follow Math Help Forum on Facebook and Google+

  2. #2
    Newbie
    Joined
    Jan 2013
    From
    New York
    Posts
    3

    Re: Can help with these statistical theory questions?

    The only thing I can think of for the first one is expectation of \hat{p} = p and the limit of the variance of \hat{p} as n -> N is 0. The variance of p is 0. Don't think this is correct though.
    Follow Math Help Forum on Facebook and Google+

Similar Math Help Forum Discussions

  1. A few set theory questions
    Posted in the Discrete Math Forum
    Replies: 7
    Last Post: August 7th 2012, 02:39 PM
  2. A few basic statistical probability questions
    Posted in the Statistics Forum
    Replies: 0
    Last Post: October 10th 2010, 09:04 AM
  3. Statistical and probabilty questions part 1
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: September 27th 2009, 12:58 PM
  4. Statistical and probabilty questions part 2
    Posted in the Advanced Statistics Forum
    Replies: 0
    Last Post: September 27th 2009, 12:58 PM
  5. Theory questions
    Posted in the Business Math Forum
    Replies: 1
    Last Post: September 28th 2006, 06:46 PM

Search Tags


/mathhelpforum @mathhelpforum