Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Let O be a Bernoulli random variable that indicates which one of two hypotheses is true, and let P(O = 1) = p. Under

Let Θ be a Bernoulli random variable that indicates which one of two hypotheses is true, and let P(Θ = 1) = p. Under the hypothesis Θ the random variable X has a normal distribution with mean 0, and variance l . Under the alternative hypothesis e = 1, X has a normal distribution with mean 2 and variance 1. Consider the MAP rule for deciding between the two hypotheses, given that X 1. Suppose for this part of the problem that p = 2/3. The MAP rule can choose in favor of the hypothesis Θ = l if and only if z 2 c1-Find the value of ci 2. For this part, assume again that p = 2 /3. Find the conditional probability of error for the MAP decision rule, given that the hypothesis 0is true. error 3. Find the overall (unconditional) probability of error associated with the MAP rule for p 1/2. You may want to consult to standard normal table. 

Let O be a Bernoulli random variable that indicates which one of two hypotheses is true, and let P(O = 1) = p. Under the hypothesis e = 0, the random variable X has a normal distribution with mean 0, and variance 1. Under the alternative hypothesis e = 1, X has a normal distribution with mean 2 and variance 1. Consider the MAP rule for deciding between the two hypotheses, given that X = r. 1. Suppose for this part of the problem that p = 2/3, The MAP rule can choose in favor of the hypothesis e = l if and only if z > e1. Find the value of c. CI = 2. For this part, assume again that p = 2/3. Find the conditional probability of error for the MAP decision rule, glven that the hypothesis e = 0 is true. P(error|e = 0) = 3. Find the overall (unconditional) probability of error associated with the MAP rule for p= 1/2. You may want to consult to standard normal table.

Step by Step Solution

3.43 Rating (150 Votes )

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Document Format ( 2 attachments)

PDF file Icon
6360fe61168a6_235240.pdf

180 KBs PDF File

Word file Icon
6360fe61168a6_235240.docx

120 KBs Word File

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Mathematical Applications for the Management Life and Social Sciences

Authors: Ronald J. Harshbarger, James J. Reynolds

11th edition

9781337032247, 9781305465183, 1305108043, 1337032247, 1305465180, 978-1305108042

More Books

Students also viewed these Accounting questions

Question

CL I P COL Astro- L(1-cas0) Lsing *A=2 L sin(0/2)

Answered: 1 week ago