solutions7 - f eg201102) & 4G ( 0 ( hQP $ b $ pqf...

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Unformatted text preview: f eg201102) & 4G ( 0 ( hQP $ b $ pqf e43201201) & ( 0 ( $b dc$ fge43201201) & ( 0 ( Q $ FE% FE% " (000( & " (000( 0 a H % 7 6@43`111) % 4G 7 Q543`211) & 4G and FE% Q@43Y111XW V (000( (000( & % 7 " 65432211) & $ $ % FE% U S T R" FE% " 0 H 9 7 (000( & H % 7 Q B P I @865432211) ' % 4G FE% % 7 " DC 9 7 ( 0 0 0 ( & B A@865432211) ' % $ "#! #! #! " " and hence, and Now we get the unconditional mean and variance: Now and So the problems. This assignment is mostly computational. Here are some remarks on a few of Chapter 9, Problem 5. The bootstrap distribution is: Homework 7: Partial Solutions 1 $b G i 4G p r qih0 8 B 0 qihA R )H f p 0 g f " H b H W V U D A R R H F @ R C @ 1H IVeS A d GTGDS1PQIcDbBCaDSI`BAY45 2 B H 2H X8S A S UGTGSRQHIGEBC@"AB75 2 B W V V DAD R P FD @ 4 943(`111) 168 3Y1101( 16B 000( (00 (000( g`121Y 76 0 0 ( 1 )% # Q ' " . Then, B 4 2 5 3 0 f " H " " b " W" p H " H " p " f H P H % FE% T b $ FE% W" P H % 7 " p " $ FE% " f P H % 7 b $ p 4G Here it is again: FE% % 0 & #$ ! (000( " % Q g2112) Q before. The density of is therefore R Thus, The parametric bootstrap will mimick this fairly well. The nonparametric boot- strap will not. bootstrap does not mimick the true distribution well. Chapter 9, Problem 7. We have computed the exact distribution of Let while which shows that the nonparametric 2 ...
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