Adobe Scan Sep 14, 2023
Adobe Scan Sep 14, 2023
Adobe Scan Sep 14, 2023
-) baco
dubbuen:
Hhe data
LA) =
,
0 Z0
lilatihod, log
and To
iz) 2
2
ND
(2r1)
e TT
invtdee wab, cOvaione
POf
E ( e
hauslan: Nltwalate
D Log
l) )oga (leosy- Log Ciciheod
)
Pxl,
lihoed: le to
/8/2023
)
n=|
- Cov(Xi,,)
= E(X;X; ) -E(r)EK)
Betal a, b)
b)
TT (1-;)
Ra
29/s/2023
C(x')
Model 2! 4, , (B)TAl,9)
Bo
Statste
N
leaizatb
e orution: at e mean Rutmatead n
he actual man
PSTIMA TORS
Qauat 2: u he eataatd pohabm ates
Oxpechd Vale
hen
Bias cattnate
unbia 2.
foa Bunouli
e(xi)
N
E(K,- j)
(ot
Blased.
N
E )
j
* Bayealon Pakom otoh Etimaton :
Modul
21)g/:023
to 0, Qud
9 Bet (a, b)
yptpahabs
Maiemwm A-Postaiasi tmate
Posteish
P(ix/e) =
TT e" (-)
91-0) lo,b)
Cout BBnouli dÀt.
ta (1-potb-1
Pla,b)
N, ta
(I-9)
p/,tae, N, tb ae)
Beta (N ta
e Beta
Plioi fo Barolli.
Beta ls a Conjugate
22
N/ X
whe u cn e hen w
we ae us celan about
choge a
/a023
RECAP:
posblo
P(ex) P[x P
gomna a, b)
Same
whih mdiotes that he pogtols oe n
dist Post
LPKc|x:)
|x,) 2P(Y;= )
bte
clayed nmalC’obal
(CONT/DrSCPEE)
(D)seETE)
Pahameth as dloni Gays Naire *
Estmatien:
Sla023
to C-D
Vn
)
D(Zaye)
~U,)
then Exaple:
X;
too(l-a) (Uxs,(X)
the as
ound codn of
ie. totahqt9 the
wstHAtn L/Y) oud ly) stotate tus (usid
t wehidh tntval Confidante *
Poxtoio
Clas conditioual
tst
Dou,
2,
, ’ ,2
’,2,-)
he ndu axtmiee
,Maxtle to Iagoal ouNow
D N
MLE.
appiach: Beut
=c) |4; T(X;=
Ik)
M;
Yi)e P;, (x,) - Polt Jot
N
and,
M
doltniton Paam
oto
of mwm cal
ouoixt cateqdi have can We
u L a coutatut optwi 2aton .dolons
C
GM
-Zs(-) dlog , 0
it
mulbipicaton with
P{x,Y} 10,73)
Ond olve t qet
Ngy t -Pgs )
,Me t )
w/023
A
whue w
N
X;Y; )
OLS Estmate’
e
{aachtal seonalis.
e s a Randon voh, ew N , )
w'x s fied dotministe
z) N(+ wx, r
MLE
T
22
Was = WwE
in
UN CORRELATE.
Nlo, P)
P(wliy,v})
Plw) wNW,V, )
IM
-
2
D
Hule , =0 w,= 0
-
the luution
-(
Wos
Pot oel
the waine
heMaes
aelo hem, mako Meuhon,
hen al ned done we
Suppou
12)4/013
txV,x)
thatoytatn theomt ts e lan Dval,w
thon
heoem!
postaie. modt
o twhole the but
mE
Unie mode, 9nbaud Prodichim
not
DPast
data
P(w)D)
duo P(Y|D,w) P(91e)
PRediction
We dyfine w vectoà as
drnat whe multlrotis
Pios ol andn:
No,py) and
(1-n3)
D
odnate A t : Dn
w,o)
Tu convigznte s, )