Highlights
Question 1
Consider a relational dataset and specify your input and output variables, then:
(a) Train the model using 80% of this dataset and suggest an appropriate GLM to model ouput to input variables.
(b) Specify the significant variables on the output variable at the level
of ??=0.05 and explore the related hypotheses test. Estimate the parameters of your model.
(c) Predict the output of the test dataset using the trained model. Provide the functional form of the optimal predictive model.
(d) Provide the confusion matrix and obtain the probability of correctness of predictions.
Question 2
Let are identically independently distributed (iid) with Poisson().
a) Compute the likelihood function (LF). (10 Marks)
b) Adopt the appropriate conjugate prior to the parameter (Hint: Choose hyperparameters optionally within the support of distribution).
c) Using (a) and (b), find the posterior distribution of .
d) Compute the minimum Bayesian risk estimator of .
Question 3
An opinion poll surveyed a simple random sample of 1000 students. Respondents were classified by gender (male or female) and by opinion (Reservation for women, No Reservation, or No Opinion).
Does the gender and opinion on women reservation are independent? Use a 0.05 level of significance. To do so,
a) State the hypotheses.
b) Find the statistic and critical values.
c) Explain your decision and Interpret results.
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