ES 6321 HW3 Word document

ES 6321 HW3 Word document - 12.1.2 (a) (b) (c) y = 123.0 +...

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(a) ( 29 8 . 79 20 16 . 2 0 . 123 = - + = y (b) 6 . 21 10 16 . 2 - = - (c) ( 29 69 25 16 . 2 0 . 123 = - + = y ( 29 ( 29 0139 . 0 20 . 2 1 . 4 69 60 60 = - < = - < = < Z P Z P Y P (d) ( 29 6 . 36 40 16 . 2 0 . 123 = - + = y ( 29 ( 29 ( 29 ( 29 7430 . 0 0537 . 0 7967 . 0 61 . 1 83 . 0 83 . 0 61 . 1 1 . 4 6 . 36 40 1 . 4 6 . 36 30 40 30 = - = - - < = < < - = - < < - = < < Z P Z P Z P Z P Y P 12.2.2 039 . 7 20 552 . 8 ˆ 20 2 . 398 ˆ 1 0 = - = β 101 . 30 552 . 8 196 . 5 20 2 . 398 552 . 8 6 . 216 20 ˆ 2 1 = - - = 849 . 1 2 20 6 . 216 ˆ 2 . 398 ˆ 9356 ˆ 1 0 2 = - - - = σ 089 . 22 5 . 0 ˆ ˆ | ˆ 1 0 5 . 0 = + = y 12.3.1 (a) 921 . 2 ; 005 . 2 % 99 1 ; 16 2 18 . . = = - = - = t f d ( 29 ( 29 937 . 0 , 107 . 0 142 . 0 921 . 2 522 . 0 , 142 . 0 921 . 2 522 . 0 = × + × - (b) 0 : 1 0 = H versus 0 : 1 A H t -statistic: . 0 = - = t 16 degrees of freedom: 3.676 is between 3.252 (for .0025) and 4.015 (for .0005); 2*.0025 = .005, 2*.0005 = .001
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This note was uploaded on 05/12/2010 for the course ESI 6321 taught by Professor Josephgeunes during the Spring '07 term at University of Florida.

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ES 6321 HW3 Word document - 12.1.2 (a) (b) (c) y = 123.0 +...

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