mid1 2007

Mid1 2007 - The University of Western Ontario Department of Statistical and Actuarial Sciences Statistical Sciences 359a Quiz 1 DO ANY TWO OF THE

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Unformatted text preview: The University of Western Ontario Department of Statistical and Actuarial Sciences Statistical Sciences 359a Quiz 1 DO ANY TWO OF THE THREE (EQUALLY WEIGHTED) QUESTIONS. Time Allowed: 60 Minutes Total Marks Available: 20 1. Write your answers in the spaces provided. Suppose P = 1 6 5 2- 1 2 2 2- 1 2 5 . and suppose 1 , 2 and 3 are independent standard normal random variables. (a) Identify the distribution of Y 1 = 1 + 2 + 3 , specifying any relevant parameter values. (b) Determine whether Y 1 is uncorrelated with Y 2 , where Y 2 = [1- . 5- . 5] = 1- 1 2 2- 1 2 3 . (c) Is Y 1 independent of Y 2 ? Explain briefly. (d) Identify the distribution of 2 Y 2 2 / 3, specifying any relevant parameter values. (e) Identify the distribution of Y 1 2 Y 2 2 , specifying any relevant parameter values. (f) Show that P is symmetric and idempotent, and find its trace....
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This note was uploaded on 11/25/2010 for the course AS 3859 taught by Professor Braun during the Fall '10 term at UWO.

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Mid1 2007 - The University of Western Ontario Department of Statistical and Actuarial Sciences Statistical Sciences 359a Quiz 1 DO ANY TWO OF THE

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