In the notation used to develop stratified importance sampling, prove that X = XJ and X have

Question:

In the notation used to develop stratified importance sampling, prove that X∗ = XJ and X have the same distribution. The conditional p.d.f. of X∗ given J = j is fj. Use the law of total probability.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For book-img-for-question

Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

See More Books

Question Posted: Nov 25, 2015 03:00 AM

See More Questions

For the situation described in Exercise 6, use stratified importance sampling as follows: Divide the interval (1, ) into five intervals that each have probability 0.2 under the importance...
If in the notation used in the proof of Theorem 11.1.9, we have Ix Iy show that bx = by.
Prove that the importance sampling (IS) estimator of Equation (12.26) is unbiased. That is, show that EPA, Is] = PA E[PA, Is]
For the charge configuration of Prob. 2.15, find the potential at the center, using infinity as your reference point.
1. What is the general theory put forward supporting the notion that legal assistant time can be recovered under a statute that does not specifically authorize it? 2. What specific qualifications...
Using Yahoo! Finance (finance.yahoo.com/) and ticker symbol HPQ, find Hewlett-Packards recent dividend payments and current price. Historical dividends are available in the historical price section....
What are the key factors behind a successful report presentation?
Refer to the Auditing in Practice feature, "Professional Skepticism." a. What is professional skepticism? b. Why is professional skepticism necessary to detecting fraud? c. What are the key behaviors...
How does an organization strategize its crisis mitigation efforts amidst dynamic environmental factors and emergent complexities ?
You are the plant supervisor and are responsible for scheduling workers to jobs on hand. After estimating the cost of assigning each of five available workers in your plant to five projects that must...
Prove that the formula in Eq. (12.4.1) is the same as importance sampling in which the importance function is the p.d.f. of the uniform distribution on the interval [a, b].
Consider again the situation described in Exercise 15 of Sec. 12.2. Suppose that Wu has the Laplace distribution with parameters = 0 and = 0.1u1/2. See Eq. (10.7.5) for the p.d.f. a. Prove that the...
One of the primary factors that influence the interest rate a firm pays on long-term loans is the: a. Intensity of competition the firm faces with new products. b. Current level of government...
Capital can flow from rich to poor countries either directly or indirectly. Direct investment involves companies from one country setting up operations in another: factories (e.g. BMW in South...
Explain why a dental workplace should have organisational policies and procedures for banking and secure cash handling?
Travel websites such as Expedia and Priceline tend to offer reservation services for multiple travel modes. Based only on your observation of this trend, provide an explanation that is most plausible...
Harper purchased a corporate bond at its face amount of $20,000 on January 1, 2023. The bond pays 5% interest on each December 31. On April 30, 2023, Harper sold the bond for $21,000. How much...
Explain the Developing and Implementing Successful Business Strategies
Explain how to solve |ax + b| = k with k > 0 symbolically. Give an example.
Use of the contraceptive Depo Provera appears to triple women's risk of infection with chlamydia and gonorrhea , a study reports today. An estimated 20 million to 30 million women worldwide use Depo...
Give the rejection region for a test to detect positive rank correlation if the number of pairs of ranks is 16 and you have these a-values: a. = .05 b. = .01
Give the rejection region for a test to detect negative rank correlation if the number of pairs of ranks is 12 and you have these a-values: a. = .05 b. = .01
Give the rejection region for a test to detect rank correlation if the number of pairs of ranks is 25 and you have these a-values: a. = .05 b. = .01
O O A Dundas Company's inventory records for its retail division show the following at May 31: (Click the icon to view the accounting records.) At May 31, 10 of these units are on hand. Dundas...
4. R got 35% hike in his salary and 20% incentive on sales. If R sold goods worth Rs. 850 last year and the salary was Rs 70, then how much more does he earn this year with sales of Rs.900?
Teachers salaries have not been increasing as fast as the pay in many other types of work. Explain why you think this might be true. use graph of the supply and demand for teacher's labor to help...

In the notation used to develop stratified importance sampling, prove that X = XJ and X have

Question:

Step by Step Answer:

Since the conditional pdf of X given J j i...View the full answer

Probability And Statistics

Students also viewed these Statistics questions