# Tagged Questions

**2**

votes

**1**answer

57 views

### What is the problem with this model parameter estimation algorithm?

In a statistical model with parameters $\theta$ and unobserved laten variables $Z$, the model likelihood is
$$L(\theta;X)=Pr(X|\theta)=\sum_ZPr(X,Z|\theta)$$
The standard way to estimate $\theta$ ...

**1**

vote

**0**answers

126 views

### Doubts about Bayes' Theorem [closed]

I meet one problem on the probability and statistic theory.
"Assume given a measure space $(X,S)$ with three probability measure $\mu_1,\mu_2,\lambda$ on the space. And there exsit functions ...

**-1**

votes

**2**answers

77 views

### What is the likehood function in the noise free observation case

In the nonlinear Bayesian Tracking problem, if we consider the noise exists only in the state equation : x[k] = f(x[k-1],v[k-1]) where vk-1 here is an iid process noise sequence
And we suppose that ...

**1**

vote

**1**answer

275 views

### Conditional probability and independence

Suppose that we have vectors of events $\{H_1,...,H_n\}$ and $\{D_1,...,D_m\}$. Consider the following two sets of conditions:
Condition set 1
(1) $P(H_i H_j)=0$ for any $i\neq j$ and ...

**2**

votes

**0**answers

312 views

### Estimating Wiener process parameters

Consider a Wiener process with zero drift, infintesimal variance $\sigma^2$, and an unknown starting value $\nu$. That is,
\begin{align}
Y_t \sim \mathcal{N}(\nu, t\sigma^2).
\end{align}
Now, ...

**2**

votes

**1**answer

1k views

### Derivatives of conditional expectations

Let $X$, $Y$ and $Z$ be independent, real-valued random variables, probably with continuous density functions. Define $A = X + Y$ and $B = X + Z$. Consider the regular conditional expectation ...

**5**

votes

**3**answers

929 views

### Probability estimates for pairwise majority votes

This is related to the rank aggregation question I asked previously.
I have items $I_1, \ldots, I_N$ and the observations of a number of pairwise trials which pit pairs $I_i$ and $I_j$ against ...