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Tagged with upper-lower-bounds statistics
3
questions
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1
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Cramer-Rao Casella Berger 7.38 for exponential family
The question states ''let $X_{1}, \dots, X_{n}$ be random sample from $f(x \mid \theta) = \theta\cdot x^{\theta-1}$ for $0 < x< 1 ; \theta > 0$. Is there a function of $\theta, g(\theta)$ ...
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4
votes
1
answer
372
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Exponential bound for tail of standard normal distributed random variable
Let $X\sim N(0,1)$ and $a\geq 0$. I have to show that $$\mathbb{P}(X\geq a)\leq\frac{\exp(\frac{-a^2}{2})}{1+a}$$
I have no problem showing that $\mathbb{P}(X\geq a)\leq \frac{\exp(\frac{-a^2}{2})}{a\...
- 103
1
vote
0
answers
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Does logistic regression not fulfill an inequality required for Wilks' Theorem or am I missing something?
The required inequality:
Wilks' Theorem is given in the source below as Theorem 12.4.2, p. 515. Before stating the inequality, some definitions are needed:
Let $Z_1, \dots, Z_n$ be i.i.d. according to ...
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