Fundamental Statistics (Technical Phone Screen)
Context
You are given standard statistics tasks commonly used in a data-science interview. Assume all random variables and densities are well-defined and integrable where needed. For Question 1, let X₁, …, Xₙ be an i.i.d. sample from Normal(μ, σ²).
Questions
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Maximum Likelihood Estimation (Normal):
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Given an i.i.d. sample from a Normal distribution N(μ, σ²), derive the maximum-likelihood estimators (MLEs) for μ and σ².
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Conditional Density from a Joint Density:
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For continuous random variables X and Y with a known joint pdf f_{X,Y}(x, y), derive the conditional pdf f_{X|Y}(x | y).
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Standard Normal Distribution:
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Write the pdf φ(z) and cdf Φ(z) of the standard Normal distribution.
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Unbiasedness Assumptions (Concrete Task):
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Pick a concrete estimation task (e.g., estimating a population mean). List and justify the assumptions required for the estimator to be unbiased, and show a brief verification under those assumptions.