Frequentist calculation

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•
Mathematics
•
University
•
Hard
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1.
FLASHCARD QUESTION
Front
What is the definition of Frequentist probability?
Back
Frequentist probability is defined as the limit of the relative frequency of an event occurring after many trials. It is based on the idea that probabilities can be estimated by observing the outcomes of repeated experiments.
2.
FLASHCARD QUESTION
Front
What does θ represent in the context of coin flipping?
Back
In the context of coin flipping, θ represents the probability of getting heads (H) when the coin is flipped.
3.
FLASHCARD QUESTION
Front
How do you calculate the probability of a sequence of coin flips?
Back
The probability of a sequence of coin flips is calculated by multiplying the probabilities of each individual flip. For example, p(HTH) = p(H) * p(T) * p(H).
4.
FLASHCARD QUESTION
Front
What is the formula for finding the maximum likelihood estimate (MLE) of θ?
Back
The MLE of θ is found by maximizing the likelihood function, which is the probability of observing the data given θ. This often involves taking the derivative of the likelihood function and setting it to zero.
5.
FLASHCARD QUESTION
Front
What is the likelihood function for observing the sequence HTH?
Back
The likelihood function for observing the sequence HTH is L(θ) = θ^2 * (1-θ), where θ is the probability of heads.
6.
FLASHCARD QUESTION
Front
What is the significance of the derivative ∂p(HTH) / ∂θ = 0?
Back
Setting the derivative ∂p(HTH) / ∂θ = 0 helps to find the value of θ that maximizes the likelihood of observing the data, which is the maximum likelihood estimate.
7.
FLASHCARD QUESTION
Front
If θ = 2/3, what is the probability of observing HTH?
Back
If θ = 2/3, the probability P(HTH | θ=2/3) is calculated as (2/3) * (1/3) * (2/3) = 4/27.
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