We are given the following probability distributions:
We observed the value $X = 2025$. The condition $0 \le x \le \theta$ from the Uniform distribution implies that we must have $\theta \ge x$. Therefore, for our observed value, the constraint is $\theta \ge 2025$.
The posterior distribution $f(\theta|x)$ is derived using Bayes' theorem, and it is proportional to the product of the conditional PDF and the prior PDF: $f(\theta|x) \propto f(x|\theta) f(\theta)$.
Substituting the known PDFs and considering the constraint $\theta \ge 2025$:
The joint PDF is proportional to their product:
$f(x, \theta) \propto \frac{1}{\theta} \cdot \frac{1}{\lambda} e^{-\theta/\lambda}$ for $\theta \ge 2025$.
The posterior PDF for θ, given X, is proportional to the terms involving θ:
$f(\theta|x) \propto \frac{1}{\theta} e^{-\theta/\lambda}$ for $\theta \ge 2025$.
The posterior mode is the value of θ that maximizes the posterior PDF $f(\theta|x)$. We need to find the maximum of the function $g(\theta) = \frac{1}{\theta} e^{-\theta/\lambda}$ on the interval $\theta \ge 2025$.
To determine where the maximum occurs, we analyze the derivative of $g(\theta)$ with respect to θ:
$\frac{dg(\theta)}{d\theta} = \frac{d}{d\theta} \left( \theta^{-1} e^{-\theta/\lambda} \right)$
Applying the product rule:
$\frac{dg(\theta)}{d\theta} = (-\theta^{-2}) e^{-\theta/\lambda} + (\theta^{-1}) e^{-\theta/\lambda} (-\frac{1}{\lambda})$
Factor out common terms:
$\frac{dg(\theta)}{d\theta} = - e^{-\theta/\lambda} \left( \frac{1}{\theta^2} + \frac{1}{\lambda \theta} \right)$
Simplify the expression in the parenthesis:
$\frac{dg(\theta)}{d\theta} = - e^{-\theta/\lambda} \left( \frac{\lambda + \theta}{\lambda \theta^2} \right)$
Consider the domain $\theta \ge 2025$ and the given condition $\lambda > 3$. In this domain:
Therefore, the entire expression for the derivative, $\frac{dg(\theta)}{d\theta}$, is strictly negative for all $\theta \ge 2025$.
A negative derivative indicates that the function $g(\theta)$ is strictly decreasing over its domain $[2025, \infty)$.
For a strictly decreasing function on an interval of the form $[a, \infty)$, the maximum value occurs at the smallest value in the interval, which is $a$.
In this case, the interval is $[2025, \infty)$, so the maximum occurs at $\theta = 2025$.
The posterior mode is therefore $2025$.
The posterior mode equals $2025$.
Let $X_1, X_2, \dots, X_7$ be a random sample from $N(\mu, \sigma^2)$ where $\mu$ and $\sigma^2$ are unknown. Consider the problem of testing $H_0: \mu = 2$ against $H_1: \mu > 2$. Suppose the observed values of $x_1, x_2, \dots, x_7$ are $1.2, 1.3, 1.7, 1.8, 2.1, 2.3, 2.7$. If we use the Uniformly Most Powerful test, which of the following is true?
Suppose $X_i \mid \theta_i \sim N(\theta_i, \sigma^2), i = 1, 2$ are independently distributed. Under the prior distribution, $\theta_1$ and $\theta_2$ are i.i.d $N(\mu, \tau^2)$, where $\sigma^2, \mu$ and $\tau^2$ are known. Then which of the following is true about the marginal distributions of $X_1$ and $X_2$?
Let $(X,Y)$ have the joint discrete distribution such that $X \mid Y=y \sim \text{Binomial} \quad (y, 0.5)$ and $Y \sim \text{Poisson}(\lambda), \lambda > 0$, where $\lambda$ is an unknown parameter. Let $T = T(X,Y)$ be any unbiased estimator of $\lambda$. Then
Consider the pdf
$f(x;\theta,\sigma) = \frac{0.9}{\sigma}\phi\left(\frac{x-\theta}{\sigma}\right) + 0.1\ \phi(x-\theta)$, where $-\infty < \theta < \infty$ and $\sigma > 0$ are unknown parameters and $\phi$ denotes the pdf of $N(0,1)$. Let $X_1, X_2, \cdots, X_n$ be a random sample from this probability distribution. Then which of the following is (are) correct?
Suppose $X$ has density $f(x|\theta)$ where $\theta$ is $0$ or $1$. Also,
$f(x|0) = 1$ if $0 < x < 1$, and $0$ otherwise,
$f(x|1) = \frac{1}{2\sqrt{x}}$ if $0 < x < 1$ and $0$ otherwise.
To test $H_0: \theta = 0$ versus $H_1: \theta = 1$ at level $\alpha, 0 < \alpha < 1$, the Most Powerful test