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Statistical Inference: Bernoulli & Beta Distributions

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Kobe Chan
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3 views1 page

Statistical Inference: Bernoulli & Beta Distributions

Uploaded by

Kobe Chan
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

The Hong Kong Polytechnic University

Department of Applied Mathematics

AMA364 Statistical Inference


2010/11 Semester Three

Tutorial 3

1. The Bernoulli distribution, given θ, is with pf

fX|Θ (x|θ) = θx (1 − θ)1−x , x = 0, 1,

and the beta distribution is with parameters a and b and pdf


1
π(θ) = θa−1 (1 − θ)b−1 , 0 < θ < 1,
B(a, b)
Z 1
Γ(a)Γ(b)
where B(a, b) = = ua−1 (1 − u)b−1 du is the beta function.
Γ(a + b) 0
Show that the beta distribution is a conjugate prior distribution of the Bernoulli distribution.

2. A superstore manager is to decide whether to purchase a lot of shoes offered by a factory seller.
Let p be the proportion of the shoes considered to be unacceptable because of the quality. Assume
that the following information is given

Event p Prior probability Loss


A 0.05 0.4 $0
B 0.1 0.2 $250
C 0.15 0.2 $500
D 0.2 0.2 $750

In a sample of 20 pairs of shoes, 2 are found to be unacceptable. Compute the expected loss of
the action “accept the lot” if

(a) action is taken before “sampling”;


(b) action is taken after “sampling”.

3. Repeat Example 1.12 if the student found that the first lecture was boring (Touch wood!).

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