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Unformatted text preview: E ( t  Y 1 ,... ,Y t ), for t = 1 , 2 ,... , 10. Attach your R code and the results. 2. Suppose we want to estimate = E ( X ). Let C be a random variable. Assume we know E ( C ) = . Then we can form X ( b ) = bX + (1 b ) C such that E [ X ( b )] = E ( X ). If C is correlated with X and V ar ( X ) n = Cov ( X,C ), show that we can always choose a proper b so that X ( b ) has smaller variance than X ....
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This note was uploaded on 10/24/2010 for the course STAT 428 taught by Professor Chen during the Spring '08 term at University of Illinois, Urbana Champaign.
 Spring '08
 Chen

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