# All 2 entries tagged Mathstats

No other Warwick Blogs use the tag Mathstats on entries | View entries tagged Mathstats at Technorati | There are no images tagged Mathstats on this blog

## January 05, 2012

### [citation needed]; the difficulty of finding things

Typing in “tower property” in Google, I find that the first result is the ever ubiquitous Wikipedia (whose mastery of SEO means it turns up, with an occasional irrelevant article, on whatever subject you could care to name) article on Expected Value, in this case. Actually typing in “tower property” returns the article on “law of total expectation” which is apparently the one of its myriad names that Wikipedia has decided is most common. Looking at the other results on Google, even adding a helpful “statistics”, I find that “tower property” doesn’t appear to return anything else relevant. In fact, the only other place I can find it called “tower property” is in my notes :)

For nameless results, I find my best bet is simply to type in the result itself. For example, that E[XY]=E[YE[X|Y]] is proven at the end of this pdf document, which is likely lecture notes. If something has a lot of roots or powers, this is somewhat less applicable.

As of yet, I’ve not been able to find anything on what my notes refer to as “Fisher’s theorem”. It’s a theorem named after a famous mathematician who had many theorems named after him (some with others), so we’re already off the a bad start trying to find it. The theorem reads:

Let $X_i \sim N(\mu, \sigma^2)$ be indepedent random variables. Define $\overline{X}=\sum_{i=1}^n X_i$ and $s^2=\frac{1}{n-1}\sum_{i=1}^n (\overline{X}_n-X_i)^2$. Then:
*$\overline{X} \sim N(\mu,\frac{\sigma^2}{n})$
*$\overline{X}$ and $s^2$ are independent.
*$\frac{(n-1)s^2}{\sigma^2} \sim \chi^2_{n-1}$
*$\frac{\overline{X}-\mu}{\sqrt{s^2/n}} \sim t_{n-1}$

It looks like it has something to do with sample mean and variance, but I’m only taking the first module on this topic, so what its use is I can’t say.

## October 09, 2011

### Mathematical Statistics A – Example Sheet 1

Thought I may as well put answers to the A & C sections here, for simple-ish reflection. And to notice when I can’t recall how to do things, at all.

QA1: We compute the cumulative distribution function by integrating the density function:
\begin{align*} F_x &= \int_{-\infty}^x f_x(s)ds\\ &=\int_0^x e^{-s}ds\\ &=\left. -e^{-s}\right|_0^x\\ &= 1 - e^{-x} \end{align*}
We argue Y is discrete because…it takes a finite number of possible values? It’s a step function? I’m not sure. Its support is {0,2} (I hope), pmf and cdf are:
$f_Y(y) =\left{ {1-\frac{1}{e}} \quad (y=0) \\\frac{1}{e} \quad\quad (y=2)\\0 \quad\quad (y \notin \{0, 2\}) \right.$
$F_Y(y) =\left{ 0 \quad\quad (y<0) \\\1-\frac{1}{e} \quad (0\leq y<2)\\1 \quad\quad (y \geq 2) \right.$
QA2 is simple infinite sum fiddling combined with the identity for $e^k$.

QC5:
Y = g(X)\\ F_Y(y) = (g(X) \leq y)\\ \begin{align*} F_Y(y) &= (X \leq g^{-1}(y))\\ &=F_X(g^{-1}(y)) \end{align*} \\ \begin{align*} f_y(y)&=f_x(g^{-1}(y))\times(g^{-1}(y))'\\ &= \frac{f_x(g^{-1}(y))}{g'(g^{-1}(y))} \end{align*}
By the inverse function theorem (differentiation). Y is continuous as the functions that make up Y are continuous – additionally, as g is an increasing bijection it is continuous and differentiable, and its derivative is always positive, so the pdf of Y is not undefined (g’ always nonzero).

For the last part, simply plug in g(X) = aX + b to what you’ve already worked out, and find Y is the Gaussian (given X is the standard Gaussian).

QC6:
Find the mgf of the exponential in the normal way; use the same trick as Q4 to find the mgf of $S_n$. Find the mgf of $S_n$ using the pdf; as they are equal use uniqueness to conclude the distribution is correct.

Integrate $F_{S_n}$ from t to infinity; receive sum from 0 to n. Observe that as the number of photons detected must be an integer, $P(N=k)=P(N. Plug in your previously calculated values for the answer.

## February 2021

Mo Tu We Th Fr Sa Su
Jan |  Today  |
1 2 3 4 5 6 7
8 9 10 11 12 13 14
15 16 17 18 19 20 21
22 23 24 25 26 27 28

## Galleries

• Nice proof! Does this mean you're going to specialize in analysis and differential equations next ye… by Nick on this entry
• Hi Chris, It was most interesting to read your various reflections – thank you for sharing them. I'm… by Ceri Marriott on this entry
• Feel free. Chris by Christopher Midgley on this entry
• Hi Chris This is an honest final entry for the WSPA. Im glad that you have found the WSPA journey wo… by Samena Rashid on this entry
• Knowing the maximum price you would be comfortable with paying for X is extremely useful for compani… by Nick on this entry