Q2. Given a set of one-dimensional training samples D = {x₁, x2, ..., 10} as follows: X4 x5 x6 x7 X8 Ig X10 x2 X3 0.24 -0.79 0.32 0.44 0.08 0.26 0.06 -0.71 0.65 X1 -0.17 (a) Suppose these data points are independently and identically sampled from N(μ, 1). Please estimate u by maximum-likelihood estimation and further calculate the mean squared error (MSE) between the estimated distribution p(x) ~ N(î, 1) and the ground-truth distribution p(x) ~ N(0, 1) over the given training samples, i.e., (p(xi) – p(x;))². (b) Given the window function 4(u) ~ N(0, 1) and hn = √, please estimate the probability density function (pdf) by the Parzen window method. Fur- thermore, please calculate the MSE between the estimated Parzen pdf and the ground-truth distribution over D. (Tips: It is recommended to write computer programs to calculate the MSEs.)

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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Q2. Given a set of one-dimensional training samples D = {₁, 2,..., 10} as follows:
X1
-0.17
X2
X3
X4
X5
X6 X7 X8 X9 X10
0.24 -0.79 0.32 0.44 0.08 0.26 0.06 -0.71 0.65
(a) Suppose these data points are independently and identically sampled from
N(μ, 1). Please estimate u by maximum-likelihood estimation and further
calculate the mean squared error (MSE) between the estimated distribution
p(x)~ N(μ, 1) and the ground-truth distribution p(x) ~ N(0, 1) over the
given training samples, i.e., (p(xi) — p(xi))².
N(0, 1) and hn
(b) Given the window function (u)
please estimate
the probability density function (pdf) by the Parzen window method. Fur-
thermore, please calculate the MSE between the estimated Parzen pdf and
the ground-truth distribution over D.
(Tips: It is recommended to write computer programs to calculate the MSES.)
=
Transcribed Image Text:Q2. Given a set of one-dimensional training samples D = {₁, 2,..., 10} as follows: X1 -0.17 X2 X3 X4 X5 X6 X7 X8 X9 X10 0.24 -0.79 0.32 0.44 0.08 0.26 0.06 -0.71 0.65 (a) Suppose these data points are independently and identically sampled from N(μ, 1). Please estimate u by maximum-likelihood estimation and further calculate the mean squared error (MSE) between the estimated distribution p(x)~ N(μ, 1) and the ground-truth distribution p(x) ~ N(0, 1) over the given training samples, i.e., (p(xi) — p(xi))². N(0, 1) and hn (b) Given the window function (u) please estimate the probability density function (pdf) by the Parzen window method. Fur- thermore, please calculate the MSE between the estimated Parzen pdf and the ground-truth distribution over D. (Tips: It is recommended to write computer programs to calculate the MSES.) =
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