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Unformatted text preview: y 1 ;:::;y n ^ y n ) in matrix notation as a linear transformation of y . (b) For y N ( ; ), u = Ay , v = By , the covariance between u and v is A B t : Use this property to show that r is independent of ^ . (c) Show that n X i =1 ( y i ^ y ) 2 2 n 2 : (3) RABE Exercise 3.4 (Data le: Examination.txt) (4) RABE Exercise 3.14 (Data le: Cigarette.txt) (5) RABE Exercise 4.7 (Data le: Cigarette.txt) RABE: Regression Analysis by Example by Chatterjee and Hadi, Ed. 4. 1...
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This note was uploaded on 04/25/2010 for the course MATH 30 taught by Professor Karaali during the Spring '08 term at Pomona College.
- Spring '08