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Course: ST 552, Spring 2008
School: N.C. State
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552 Linear ST Models Spring 2009 Homework #6 -- due Wednesday, 25 March 2009 *** turn in just starred (*) questions *** Exercises at the end of Appendix A: 72, 73 Exercises at the end of Chapter 5: 1*(see changes below) , 2, 3, 4, 7*, 11*, 14, 21*, 22, 23 Chapter 5, Exercise 1 * changes * 1 1 1 use new B 2 0 , new a 3 -1 1 2 new g) Find Pr( Y1 Y2 Y3 1 ) new h) Find Pr( Y1 Y2 Y3 0 ) parts (i), (j)...

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552 Linear ST Models Spring 2009 Homework #6 -- due Wednesday, 25 March 2009 *** turn in just starred (*) questions *** Exercises at the end of Appendix A: 72, 73 Exercises at the end of Chapter 5: 1*(see changes below) , 2, 3, 4, 7*, 11*, 14, 21*, 22, 23 Chapter 5, Exercise 1 * changes * 1 1 1 use new B 2 0 , new a 3 -1 1 2 new g) Find Pr( Y1 Y2 Y3 1 ) new h) Find Pr( Y1 Y2 Y3 0 ) parts (i), (j) *optional* x) Let u(T) cos(21T) sin(21T) , v(T) cos(21T) , where T uniform( ! "4, so that sin(21T) u and v are random vectors. a) Are u and v orthogonal? b) Find the mean vectors for u and v. c) Find the (4 4) covariance matrix for ( u1 , u2 , v1 , v2 )T . 1 d) Find the correlation or covariance between aT u and aT v where a . 1 1 e) Find the correlation or covariance between bT u and bT v whe...

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