Suppose that Y1, ..., Yn - Poisson (^), A> 0, are independent. Prove by calculation that the common point probability function of the random vector Y = (Y1,..., Yn) has the representation ƒ(y; A) = e¯nλ_At(y) n II ²=1 Y₁!' where t(y) = Σ²²±1 Yi · Continuation of the previous task. Suppose n = 4 and it is observed y = (y1, y2, y3, y4) = (5, 6, 2, 5). Calculate the value of the function A 7→ f (y; λ) at a few points between [0, 7] (even at all integer points) and Draw its graph (of course you can also draw the graph with e.g. R). Note: You can multiply the values of the function by e.g. 10000 to get to a more comfortable order of magnitude. With the help of the picture you have drawn, estimate which value of the parameter A has the highest probability of observations? Note: The function A 7→f (y; A) is often denoted L(^; y) and is called the credibility function of the model.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question

Please show step by step answer and calculate everything and make the graphic also. 

Suppose that Y1, ..., Yn - Poisson (^), A> 0, are independent. Prove by
calculation that the common point probability function of the random vector Y =
(Y1,..., Yn) has the representation
ƒ(y; A) = e¯nλ_At(y)
n
II ²=1 Y₁!'
where t(y) = Σ²²±1 Yi ·
Continuation of the previous task. Suppose n = 4 and it is observed
y = (y1, y2, y3, y4) = (5, 6, 2, 5). Calculate the value of the function A 7→ f (y; λ) at
a few points between [0, 7] (even at all integer points) and Draw its graph (of
course you can also draw the graph with e.g. R). Note: You can multiply the values
of the function by e.g. 10000 to get to a more comfortable order of magnitude. With
the help of the picture you have drawn, estimate which value of the parameter A
has the highest probability of observations? Note: The function A 7→f (y; A) is often
denoted L(^; y) and is called the credibility function of the model.
Transcribed Image Text:Suppose that Y1, ..., Yn - Poisson (^), A> 0, are independent. Prove by calculation that the common point probability function of the random vector Y = (Y1,..., Yn) has the representation ƒ(y; A) = e¯nλ_At(y) n II ²=1 Y₁!' where t(y) = Σ²²±1 Yi · Continuation of the previous task. Suppose n = 4 and it is observed y = (y1, y2, y3, y4) = (5, 6, 2, 5). Calculate the value of the function A 7→ f (y; λ) at a few points between [0, 7] (even at all integer points) and Draw its graph (of course you can also draw the graph with e.g. R). Note: You can multiply the values of the function by e.g. 10000 to get to a more comfortable order of magnitude. With the help of the picture you have drawn, estimate which value of the parameter A has the highest probability of observations? Note: The function A 7→f (y; A) is often denoted L(^; y) and is called the credibility function of the model.
Expert Solution
steps

Step by step

Solved in 1 steps with 1 images

Blurred answer
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman