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Estimation and Inference I

The document outlines various statistical problems related to estimation and inference, including calculations for continuous and discrete random variables, joint and marginal distributions, and maximum likelihood estimates. It covers topics such as covariance, conditional distributions, and the impact of prior distributions on estimates. Additionally, it provides specific examples and partial answers for complex statistical scenarios.

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0% found this document useful (0 votes)
11 views2 pages

Estimation and Inference I

The document outlines various statistical problems related to estimation and inference, including calculations for continuous and discrete random variables, joint and marginal distributions, and maximum likelihood estimates. It covers topics such as covariance, conditional distributions, and the impact of prior distributions on estimates. Additionally, it provides specific examples and partial answers for complex statistical scenarios.

Uploaded by

awel
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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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B4 Estimation and Inference I

A. Zisserman, Hilary Term 2007

1. A continuous random variable has the pdf


p(x) = kx2 (1 − x) 0≤x≤1
Compute the following values: (a) k; (b) its mean; (c) its median (NB only an equation for the median is required);
(d) its mode.
2. Joint probabilities for the discrete random variables X, Z are given by
X=1 X=2 X=3
Z =1 0.2 0.07 0.06
Z =2 0.09 0.1 0.01
Z =3 0.02 0.12 0.09
Z =4 0.06 0.08 0.1
(a) Check the normalisation of the joint distribution
(b) Compute the marginal probability distributions for X, Z.
(c) Compute the conditional distribution P (Z|X = 3)
(d) Use Bayes’ rule to compute P (X = 3|Z = 4) using only information in the previous 2 parts; then check the
answer by direct calculation from the table above.
3. (a) Show that cov(x1 , x2 ) = E[x1 x2 ] − E[x1 ]E[x2 ]
(b) If the independent continuous variables x1 , x2 are normally distributed with means and variances µi , σi2 , i =
1, 2, derive the distribution of their sum x1 + x2 . Hence show that the variance of the average of N such
variables each with variance σ 2 is σ 2 /N .
(c) Now suppose that the variables x1 , x2 are normal but not independent, and have correlation coefficient ρ. Find
the covariance and information matrices of the vector variable x = (x1 , x2 )T . Write down the joint density
function including the normalisation constant.
(d) Find the conditional density function p(x2 |x1 ) including the normalisation constant.
4. The data of question 2 could be taken as characterising a noisy sensor with output Z, intended to measure a state
X.
(a) Given that a measurement Z = 3 has been taken, what is the MLE for X?
(b) Now, if conditional probabilities P (Z = i|X = j) are as in part (a) but prior probabilities (obtained from
elsewhere) are as follows:
P (X = 1) = 0.2, P (X = 2) = 0.5, P (X = 3) = 0.3
find the MAP estimate for X.
5. Independent sensors have outputs z1 , z2 , i = 1, 2 measuring a state x which are unbiased and normally distributed
with standard deviation σi , i = 1, 2.
(a) Derive the maximum likelihood estimate of x given single measurements z1 , z2 from each sensor.
(b) If also the state itself is known to have a prior distribution that is normal N (x, σ02 ) what is the posterior density
for x?
(c) If, instead, the prior density is given by the exponential distribution

a exp(−ax) if x ≥ 0
p(x) =
0 otherwise
and only a single sensor reading z1 is made, what is the MAP estimate for x?
(d) Suppose in part b) that
x = 10, σ0 = 0.3, σ1 = σ2 = 0.4
and that the sensor readings are
z1 = 10.5 z2 = 12.0.
What is the MAP estimate for x, based on these data?

1
Partial answers
p
3. c) p(X) = K −1 exp − 12 (x − x̄)T S(x − x̄) with K = 2πσ1 σ2 1 − ρ2 and
 
1 1/σ12 −ρ/σ1 σ2
S=
1 − ρ2 −ρ/σ1 σ2 1/σ22

3. d) x2 |x1 ∼ N (x̄2 , σ2′ ) with


σ2 p
x̄2 = µ2 + ρ(x1 − µ1 ) and σ2′ = σ2 1 − ρ2 .
σ1

4. a) X̂ = 3; b) X̂ = 2.
5. c) 
z1 − aσ12 if z1 ≥ aσ12
x̂ =
0 otherwise

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