Finding the MVUE from two independent random samples












1














Suppose we have a random sample $X_1, X_2, ldots, X_n$ from exponential$~(β >0)$
$text{i.e. }f(xmid β) = {1/β} ~e^{−x/β}$



and a random sample$~Y_1, Y_2, ldots, Y_n$ from exponential$~(⍺ >0)$ and assume both sample are independent.



let$~~ θ = P(X_1 < Y_1)$ Find the MVUE of $~θ~~$ for $n=2$.



So, first I calculate the $θ=int_0^ ∞int_x^infty frac{1}{β} ~e^{−x/β}~~ frac{1}{⍺ } ~e^{−y/⍺} , dy , dx= fracalpha {alpha+beta}$



Then since $f(X,Y) =f(X)cdot f(Y) =f(X_1)cdot f(X_2)cdot f(Y_1)cdot f(Y_2)$ belongs to exponential family then
$(x_1+x_2, y_1+y_2)$ is complete sufficient statistics.



$x_1+x_2sim operatorname{Gamma}(2,beta)$ and $y_1+y_2sim operatorname{Gamma}(2,alpha).$



Now, I am stuck, any help please.










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  • Im sorry I dont really understand what your are trying to calculate? What is MVUE and is this what you are trying to find?
    – Jesper Hybel
    3 hours ago












  • My bad, minimum variance unbiased estimator
    – user0533535412
    36 mins ago
















1














Suppose we have a random sample $X_1, X_2, ldots, X_n$ from exponential$~(β >0)$
$text{i.e. }f(xmid β) = {1/β} ~e^{−x/β}$



and a random sample$~Y_1, Y_2, ldots, Y_n$ from exponential$~(⍺ >0)$ and assume both sample are independent.



let$~~ θ = P(X_1 < Y_1)$ Find the MVUE of $~θ~~$ for $n=2$.



So, first I calculate the $θ=int_0^ ∞int_x^infty frac{1}{β} ~e^{−x/β}~~ frac{1}{⍺ } ~e^{−y/⍺} , dy , dx= fracalpha {alpha+beta}$



Then since $f(X,Y) =f(X)cdot f(Y) =f(X_1)cdot f(X_2)cdot f(Y_1)cdot f(Y_2)$ belongs to exponential family then
$(x_1+x_2, y_1+y_2)$ is complete sufficient statistics.



$x_1+x_2sim operatorname{Gamma}(2,beta)$ and $y_1+y_2sim operatorname{Gamma}(2,alpha).$



Now, I am stuck, any help please.










share|cite|improve this question
























  • Im sorry I dont really understand what your are trying to calculate? What is MVUE and is this what you are trying to find?
    – Jesper Hybel
    3 hours ago












  • My bad, minimum variance unbiased estimator
    – user0533535412
    36 mins ago














1












1








1


1





Suppose we have a random sample $X_1, X_2, ldots, X_n$ from exponential$~(β >0)$
$text{i.e. }f(xmid β) = {1/β} ~e^{−x/β}$



and a random sample$~Y_1, Y_2, ldots, Y_n$ from exponential$~(⍺ >0)$ and assume both sample are independent.



let$~~ θ = P(X_1 < Y_1)$ Find the MVUE of $~θ~~$ for $n=2$.



So, first I calculate the $θ=int_0^ ∞int_x^infty frac{1}{β} ~e^{−x/β}~~ frac{1}{⍺ } ~e^{−y/⍺} , dy , dx= fracalpha {alpha+beta}$



Then since $f(X,Y) =f(X)cdot f(Y) =f(X_1)cdot f(X_2)cdot f(Y_1)cdot f(Y_2)$ belongs to exponential family then
$(x_1+x_2, y_1+y_2)$ is complete sufficient statistics.



$x_1+x_2sim operatorname{Gamma}(2,beta)$ and $y_1+y_2sim operatorname{Gamma}(2,alpha).$



Now, I am stuck, any help please.










share|cite|improve this question















Suppose we have a random sample $X_1, X_2, ldots, X_n$ from exponential$~(β >0)$
$text{i.e. }f(xmid β) = {1/β} ~e^{−x/β}$



and a random sample$~Y_1, Y_2, ldots, Y_n$ from exponential$~(⍺ >0)$ and assume both sample are independent.



let$~~ θ = P(X_1 < Y_1)$ Find the MVUE of $~θ~~$ for $n=2$.



So, first I calculate the $θ=int_0^ ∞int_x^infty frac{1}{β} ~e^{−x/β}~~ frac{1}{⍺ } ~e^{−y/⍺} , dy , dx= fracalpha {alpha+beta}$



Then since $f(X,Y) =f(X)cdot f(Y) =f(X_1)cdot f(X_2)cdot f(Y_1)cdot f(Y_2)$ belongs to exponential family then
$(x_1+x_2, y_1+y_2)$ is complete sufficient statistics.



$x_1+x_2sim operatorname{Gamma}(2,beta)$ and $y_1+y_2sim operatorname{Gamma}(2,alpha).$



Now, I am stuck, any help please.







mathematical-statistics inference information-theory






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edited 48 mins ago









Michael Hardy

3,6101430




3,6101430










asked 5 hours ago









user0533535412

213




213












  • Im sorry I dont really understand what your are trying to calculate? What is MVUE and is this what you are trying to find?
    – Jesper Hybel
    3 hours ago












  • My bad, minimum variance unbiased estimator
    – user0533535412
    36 mins ago


















  • Im sorry I dont really understand what your are trying to calculate? What is MVUE and is this what you are trying to find?
    – Jesper Hybel
    3 hours ago












  • My bad, minimum variance unbiased estimator
    – user0533535412
    36 mins ago
















Im sorry I dont really understand what your are trying to calculate? What is MVUE and is this what you are trying to find?
– Jesper Hybel
3 hours ago






Im sorry I dont really understand what your are trying to calculate? What is MVUE and is this what you are trying to find?
– Jesper Hybel
3 hours ago














My bad, minimum variance unbiased estimator
– user0533535412
36 mins ago




My bad, minimum variance unbiased estimator
– user0533535412
36 mins ago










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Some of your notation is abominable and most unfortunately, you are in good company. You're using the same letter $f$ to refer to several different functions. If instead one writes $f_X$ and $f_Y$ then one can understand the difference between $f_X(3)$ and $f_Y(3),$ and one can understand things like $Pr(Xle x)$ (where $X$ and $x$ are two different things).



And you should say $X_1+X_2,$ rather than $x_1+x_2,$ has a gamma distribution, and similarly for the other one.



You have
$$
f_{X_1,X_2}(x_1,x_2) = frac 1 {beta^2} e^{-(x_1+x_2)/beta} quadtext{for } x_1,x_2 ge 0,
$$

and the fact that this depends on $(x_1,x_2)$ only through $x_1+x_2$ is sufficient (but not necessary) to establish that $X_1+X_2$ (not $x_1+x_2$) is a sufficient statistic for $beta.$



Showing completeness is another matter, but before that let's Rao–Blackwellize.



Let $W = begin{cases} 1 & text{if } X_1 < Y_1, \ 0 & text{otherwise.} end{cases}$



Then $W$ is an unbiased estimator of $theta.$ So the Rao–Blackwell estimator is
begin{align}
& operatorname E(Wmid X_1+X_2, Y_1+Y_2) \[10pt]
= {} & Pr(W=1mid X_1+X_2, Y_1+Y_2) \[10pt]
= {} & Pr(X_1<Y_1mid X_1+X_2, Y_1+Y_2).
end{align}

The conditional distribution of $X_1$ given that $X_1+X_2=x$ is uniform on the interval $[0,x]$ because the joint density of $(X_1,X_2)$ is constant on that set. Similarly the conditional distribution of $Y_1$ given $Y_1+Y_2=y$ is uniform on $[0,y].$ Hence the conditional distribution of $(U_1,U_2)=(X_1/x,Y_1/y)$ given $X_1+X_2=x, , Y_1+Y_2=y$ is uniform in the square $[0,1]times[0,1].$ We seek $Prleft( U_1 < dfrac y x U_2 right).$
$$
Prleft(U_1 < frac y x U_2 right) = begin{cases} y/(2x) & text{if } x ge y \[8pt] 1 - x/(2y) & text{if } x le y. end{cases}
$$

So the Rao–Blackwell estimator is
$$
frac 1 2 times begin{cases} frac{Y_1+Y_2}{X_1+X_2} & text{if that is} le 1/2, \[8pt] 1-frac{X_1+X_2}{Y_2+Y_2} & text{if that is} ge 1/2. end{cases}
$$



That's the UMVU if we have completeness.



begin{align}
& operatorname E(g(X_1+X_2)) \[8pt]
= {} & frac 1 {Gamma(2)} int_0^infty g(x) x^{2-1} e^{-x/beta} , frac{dx} beta.
end{align}

This is the Laplace transform, evaluated at $1/beta,$ of $xmapsto xg(x).$ We want it to be $0$ regardless of the value of $beta.$ That can happen only if $xg(x)$ is $0$ for all values of $xge0.$ Thus we have no nontrivial unbiased estimators of zero.






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    Some of your notation is abominable and most unfortunately, you are in good company. You're using the same letter $f$ to refer to several different functions. If instead one writes $f_X$ and $f_Y$ then one can understand the difference between $f_X(3)$ and $f_Y(3),$ and one can understand things like $Pr(Xle x)$ (where $X$ and $x$ are two different things).



    And you should say $X_1+X_2,$ rather than $x_1+x_2,$ has a gamma distribution, and similarly for the other one.



    You have
    $$
    f_{X_1,X_2}(x_1,x_2) = frac 1 {beta^2} e^{-(x_1+x_2)/beta} quadtext{for } x_1,x_2 ge 0,
    $$

    and the fact that this depends on $(x_1,x_2)$ only through $x_1+x_2$ is sufficient (but not necessary) to establish that $X_1+X_2$ (not $x_1+x_2$) is a sufficient statistic for $beta.$



    Showing completeness is another matter, but before that let's Rao–Blackwellize.



    Let $W = begin{cases} 1 & text{if } X_1 < Y_1, \ 0 & text{otherwise.} end{cases}$



    Then $W$ is an unbiased estimator of $theta.$ So the Rao–Blackwell estimator is
    begin{align}
    & operatorname E(Wmid X_1+X_2, Y_1+Y_2) \[10pt]
    = {} & Pr(W=1mid X_1+X_2, Y_1+Y_2) \[10pt]
    = {} & Pr(X_1<Y_1mid X_1+X_2, Y_1+Y_2).
    end{align}

    The conditional distribution of $X_1$ given that $X_1+X_2=x$ is uniform on the interval $[0,x]$ because the joint density of $(X_1,X_2)$ is constant on that set. Similarly the conditional distribution of $Y_1$ given $Y_1+Y_2=y$ is uniform on $[0,y].$ Hence the conditional distribution of $(U_1,U_2)=(X_1/x,Y_1/y)$ given $X_1+X_2=x, , Y_1+Y_2=y$ is uniform in the square $[0,1]times[0,1].$ We seek $Prleft( U_1 < dfrac y x U_2 right).$
    $$
    Prleft(U_1 < frac y x U_2 right) = begin{cases} y/(2x) & text{if } x ge y \[8pt] 1 - x/(2y) & text{if } x le y. end{cases}
    $$

    So the Rao–Blackwell estimator is
    $$
    frac 1 2 times begin{cases} frac{Y_1+Y_2}{X_1+X_2} & text{if that is} le 1/2, \[8pt] 1-frac{X_1+X_2}{Y_2+Y_2} & text{if that is} ge 1/2. end{cases}
    $$



    That's the UMVU if we have completeness.



    begin{align}
    & operatorname E(g(X_1+X_2)) \[8pt]
    = {} & frac 1 {Gamma(2)} int_0^infty g(x) x^{2-1} e^{-x/beta} , frac{dx} beta.
    end{align}

    This is the Laplace transform, evaluated at $1/beta,$ of $xmapsto xg(x).$ We want it to be $0$ regardless of the value of $beta.$ That can happen only if $xg(x)$ is $0$ for all values of $xge0.$ Thus we have no nontrivial unbiased estimators of zero.






    share|cite|improve this answer


























      3














      Some of your notation is abominable and most unfortunately, you are in good company. You're using the same letter $f$ to refer to several different functions. If instead one writes $f_X$ and $f_Y$ then one can understand the difference between $f_X(3)$ and $f_Y(3),$ and one can understand things like $Pr(Xle x)$ (where $X$ and $x$ are two different things).



      And you should say $X_1+X_2,$ rather than $x_1+x_2,$ has a gamma distribution, and similarly for the other one.



      You have
      $$
      f_{X_1,X_2}(x_1,x_2) = frac 1 {beta^2} e^{-(x_1+x_2)/beta} quadtext{for } x_1,x_2 ge 0,
      $$

      and the fact that this depends on $(x_1,x_2)$ only through $x_1+x_2$ is sufficient (but not necessary) to establish that $X_1+X_2$ (not $x_1+x_2$) is a sufficient statistic for $beta.$



      Showing completeness is another matter, but before that let's Rao–Blackwellize.



      Let $W = begin{cases} 1 & text{if } X_1 < Y_1, \ 0 & text{otherwise.} end{cases}$



      Then $W$ is an unbiased estimator of $theta.$ So the Rao–Blackwell estimator is
      begin{align}
      & operatorname E(Wmid X_1+X_2, Y_1+Y_2) \[10pt]
      = {} & Pr(W=1mid X_1+X_2, Y_1+Y_2) \[10pt]
      = {} & Pr(X_1<Y_1mid X_1+X_2, Y_1+Y_2).
      end{align}

      The conditional distribution of $X_1$ given that $X_1+X_2=x$ is uniform on the interval $[0,x]$ because the joint density of $(X_1,X_2)$ is constant on that set. Similarly the conditional distribution of $Y_1$ given $Y_1+Y_2=y$ is uniform on $[0,y].$ Hence the conditional distribution of $(U_1,U_2)=(X_1/x,Y_1/y)$ given $X_1+X_2=x, , Y_1+Y_2=y$ is uniform in the square $[0,1]times[0,1].$ We seek $Prleft( U_1 < dfrac y x U_2 right).$
      $$
      Prleft(U_1 < frac y x U_2 right) = begin{cases} y/(2x) & text{if } x ge y \[8pt] 1 - x/(2y) & text{if } x le y. end{cases}
      $$

      So the Rao–Blackwell estimator is
      $$
      frac 1 2 times begin{cases} frac{Y_1+Y_2}{X_1+X_2} & text{if that is} le 1/2, \[8pt] 1-frac{X_1+X_2}{Y_2+Y_2} & text{if that is} ge 1/2. end{cases}
      $$



      That's the UMVU if we have completeness.



      begin{align}
      & operatorname E(g(X_1+X_2)) \[8pt]
      = {} & frac 1 {Gamma(2)} int_0^infty g(x) x^{2-1} e^{-x/beta} , frac{dx} beta.
      end{align}

      This is the Laplace transform, evaluated at $1/beta,$ of $xmapsto xg(x).$ We want it to be $0$ regardless of the value of $beta.$ That can happen only if $xg(x)$ is $0$ for all values of $xge0.$ Thus we have no nontrivial unbiased estimators of zero.






      share|cite|improve this answer
























        3












        3








        3






        Some of your notation is abominable and most unfortunately, you are in good company. You're using the same letter $f$ to refer to several different functions. If instead one writes $f_X$ and $f_Y$ then one can understand the difference between $f_X(3)$ and $f_Y(3),$ and one can understand things like $Pr(Xle x)$ (where $X$ and $x$ are two different things).



        And you should say $X_1+X_2,$ rather than $x_1+x_2,$ has a gamma distribution, and similarly for the other one.



        You have
        $$
        f_{X_1,X_2}(x_1,x_2) = frac 1 {beta^2} e^{-(x_1+x_2)/beta} quadtext{for } x_1,x_2 ge 0,
        $$

        and the fact that this depends on $(x_1,x_2)$ only through $x_1+x_2$ is sufficient (but not necessary) to establish that $X_1+X_2$ (not $x_1+x_2$) is a sufficient statistic for $beta.$



        Showing completeness is another matter, but before that let's Rao–Blackwellize.



        Let $W = begin{cases} 1 & text{if } X_1 < Y_1, \ 0 & text{otherwise.} end{cases}$



        Then $W$ is an unbiased estimator of $theta.$ So the Rao–Blackwell estimator is
        begin{align}
        & operatorname E(Wmid X_1+X_2, Y_1+Y_2) \[10pt]
        = {} & Pr(W=1mid X_1+X_2, Y_1+Y_2) \[10pt]
        = {} & Pr(X_1<Y_1mid X_1+X_2, Y_1+Y_2).
        end{align}

        The conditional distribution of $X_1$ given that $X_1+X_2=x$ is uniform on the interval $[0,x]$ because the joint density of $(X_1,X_2)$ is constant on that set. Similarly the conditional distribution of $Y_1$ given $Y_1+Y_2=y$ is uniform on $[0,y].$ Hence the conditional distribution of $(U_1,U_2)=(X_1/x,Y_1/y)$ given $X_1+X_2=x, , Y_1+Y_2=y$ is uniform in the square $[0,1]times[0,1].$ We seek $Prleft( U_1 < dfrac y x U_2 right).$
        $$
        Prleft(U_1 < frac y x U_2 right) = begin{cases} y/(2x) & text{if } x ge y \[8pt] 1 - x/(2y) & text{if } x le y. end{cases}
        $$

        So the Rao–Blackwell estimator is
        $$
        frac 1 2 times begin{cases} frac{Y_1+Y_2}{X_1+X_2} & text{if that is} le 1/2, \[8pt] 1-frac{X_1+X_2}{Y_2+Y_2} & text{if that is} ge 1/2. end{cases}
        $$



        That's the UMVU if we have completeness.



        begin{align}
        & operatorname E(g(X_1+X_2)) \[8pt]
        = {} & frac 1 {Gamma(2)} int_0^infty g(x) x^{2-1} e^{-x/beta} , frac{dx} beta.
        end{align}

        This is the Laplace transform, evaluated at $1/beta,$ of $xmapsto xg(x).$ We want it to be $0$ regardless of the value of $beta.$ That can happen only if $xg(x)$ is $0$ for all values of $xge0.$ Thus we have no nontrivial unbiased estimators of zero.






        share|cite|improve this answer












        Some of your notation is abominable and most unfortunately, you are in good company. You're using the same letter $f$ to refer to several different functions. If instead one writes $f_X$ and $f_Y$ then one can understand the difference between $f_X(3)$ and $f_Y(3),$ and one can understand things like $Pr(Xle x)$ (where $X$ and $x$ are two different things).



        And you should say $X_1+X_2,$ rather than $x_1+x_2,$ has a gamma distribution, and similarly for the other one.



        You have
        $$
        f_{X_1,X_2}(x_1,x_2) = frac 1 {beta^2} e^{-(x_1+x_2)/beta} quadtext{for } x_1,x_2 ge 0,
        $$

        and the fact that this depends on $(x_1,x_2)$ only through $x_1+x_2$ is sufficient (but not necessary) to establish that $X_1+X_2$ (not $x_1+x_2$) is a sufficient statistic for $beta.$



        Showing completeness is another matter, but before that let's Rao–Blackwellize.



        Let $W = begin{cases} 1 & text{if } X_1 < Y_1, \ 0 & text{otherwise.} end{cases}$



        Then $W$ is an unbiased estimator of $theta.$ So the Rao–Blackwell estimator is
        begin{align}
        & operatorname E(Wmid X_1+X_2, Y_1+Y_2) \[10pt]
        = {} & Pr(W=1mid X_1+X_2, Y_1+Y_2) \[10pt]
        = {} & Pr(X_1<Y_1mid X_1+X_2, Y_1+Y_2).
        end{align}

        The conditional distribution of $X_1$ given that $X_1+X_2=x$ is uniform on the interval $[0,x]$ because the joint density of $(X_1,X_2)$ is constant on that set. Similarly the conditional distribution of $Y_1$ given $Y_1+Y_2=y$ is uniform on $[0,y].$ Hence the conditional distribution of $(U_1,U_2)=(X_1/x,Y_1/y)$ given $X_1+X_2=x, , Y_1+Y_2=y$ is uniform in the square $[0,1]times[0,1].$ We seek $Prleft( U_1 < dfrac y x U_2 right).$
        $$
        Prleft(U_1 < frac y x U_2 right) = begin{cases} y/(2x) & text{if } x ge y \[8pt] 1 - x/(2y) & text{if } x le y. end{cases}
        $$

        So the Rao–Blackwell estimator is
        $$
        frac 1 2 times begin{cases} frac{Y_1+Y_2}{X_1+X_2} & text{if that is} le 1/2, \[8pt] 1-frac{X_1+X_2}{Y_2+Y_2} & text{if that is} ge 1/2. end{cases}
        $$



        That's the UMVU if we have completeness.



        begin{align}
        & operatorname E(g(X_1+X_2)) \[8pt]
        = {} & frac 1 {Gamma(2)} int_0^infty g(x) x^{2-1} e^{-x/beta} , frac{dx} beta.
        end{align}

        This is the Laplace transform, evaluated at $1/beta,$ of $xmapsto xg(x).$ We want it to be $0$ regardless of the value of $beta.$ That can happen only if $xg(x)$ is $0$ for all values of $xge0.$ Thus we have no nontrivial unbiased estimators of zero.







        share|cite|improve this answer












        share|cite|improve this answer



        share|cite|improve this answer










        answered 49 mins ago









        Michael Hardy

        3,6101430




        3,6101430






























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