econ583hw2fall2009

econ583hw2fall2009 - normal distribution. 2. Hayashi,...

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Econ 583 Fall 2009 HW #2 Eric Zivot Due: Wednesday, October 14 1. Recall Chebychev’s inequality: Let by any random variable with [ ]=  and var ( )= 2 Then for every  0 Pr( | | ) var( ) 2 = 2 2 Suppose (   2 ) Using Chebychev’s inequality, determine the upper bound on Pr( | | 3 ) and compare it to the exact bound based on the
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Unformatted text preview: normal distribution. 2. Hayashi, Questions for Review, page 123, questions 2 and 3. 3. Hayashi, Questions for Review, page 130, question 5. 4. Hayashi, Problem Set for Chapter 2 (pages 168-176) (a) Analytic Exercise 4 (b) Analytic Exercise 5 (c) Analytic Exercise 9 1...
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This note was uploaded on 08/23/2010 for the course ECON 583 taught by Professor Zivot during the Fall '09 term at W. Alabama.

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