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Let T1,T2,…,Tn be i.i.d. observations, each drawn from a common normal distribution with mean zero. With probability 1/2 this n...Asked by Fiore
Let T1,T2,…,Tn be i.i.d. observations, each drawn from a common normal distribution with mean zero. With probability 1/2 this normal distribution has variance 1, and with probability 1/2 it has variance 4.
Based on the observed values t1,t2,…,tn, we use the MAP rule to decide whether the normal distribution from which they were drawn has variance 1 or variance 4. The MAP rule decides that the underlying normal distribution has variance 1 if and only if
∣c1*∑(i=1 to n)ti^2 + c2*∑(i=1 to n)ti∣ < 1.
Find the values of c1≥0 and c2≥0 such that this is true. Express your answer in terms of n, and use 'ln' to denote the natural logarithm function, as in 'ln(3)'.
Based on the observed values t1,t2,…,tn, we use the MAP rule to decide whether the normal distribution from which they were drawn has variance 1 or variance 4. The MAP rule decides that the underlying normal distribution has variance 1 if and only if
∣c1*∑(i=1 to n)ti^2 + c2*∑(i=1 to n)ti∣ < 1.
Find the values of c1≥0 and c2≥0 such that this is true. Express your answer in terms of n, and use 'ln' to denote the natural logarithm function, as in 'ln(3)'.
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