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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

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Stochastic ordering of empirical mean

Consider a Bernoulli distribution with mean $\mu \in (0,1)$ taking values in the set $\{0,1\}$. Suppose we draw $t \in \mathbb{N}$ independent and identically distributed (i.i.d.) samples from this di …