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Move ex 2 #4 to ex 3 #4
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Smit-create committed Jul 3, 2023
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53 changes: 1 addition & 52 deletions day-02/exercise_set_2.ipynb
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{
"cells": [
{
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"source": [
"# Linear Algebra and Probability Distributions Exercises"
]
},
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},
{
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"source": [
"### Exercise 2"
]
},
{
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},
{
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"source": [
"### Exercise 3\n"
]
},
{
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"source": [
"Please refer to this [quantecon lecture](https://intro.quantecon.org/time_series_with_matrices.html) before solving this exercise."
]
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"source": [
"# TODO: Write your code here"
]
},
{
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"source": [
"### Exercise 4"
]
},
{
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"source": [
"Generate 100000 data points from the [exponential distribution](https://en.wikipedia.org/wiki/Exponential_distribution) with density\n",
"\n",
"$$\n",
"f(x; \\alpha) = \\alpha \\exp(-\\alpha x)\n",
"\\qquad\n",
"(x > 0, \\alpha > 0)\n",
"$$\n",
"\n",
"taking $\\alpha = 0.5$. Then\n",
"\n",
"1. Plot a histogram of your sample and compare it to the density of the exponential distribution.\n",
"2. After looking up the maximum likelihood estimator of $\\alpha$, compute the estimate given your data and check that it is in fact close to $\\alpha$."
]
},
{
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"execution_count": null,
"metadata": {},
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"source": [
"# TODO: Put your solution here"
]
}
],
"metadata": {
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"name": "python",
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"pygments_lexer": "ipython3",
"version": "3.10.9"
"version": "3.10.11"
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"nbformat": 4,
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