hw1_sol - W4437 Homework 1 Solution Spring 2011 A3 EY EY1 ,...

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W4437 Homework 1 Solution Spring 2011 1 A3           1 1 11 1 1 1 1 1 11 1 1 1 1 , , , , ,, T T m n n m m mn n T n n m m mn n EY EY EY E a b X b X E a b X b X a b EX b EX a b EX b X a BEX                     1 1 1 2 1 2 1 2 2 2 12 , , , , , , , , , n n n n n n Cov X X Cov X X Cov X X Cov X X Cov X X Cov X X Cov X X Cov X X Cov X X                       1 1 1 2 1 2 1 2 2 2 , , , , , , , , , n n YY n n n n Cov Y Y Cov Y Y Cov Y Y Cov Y Y Cov Y Y Cov Y Y Cov Y Y Cov Y Y Cov Y Y       11 , , i i i in n ip iq p q pq Var Y Var a b X b X b b Cov X X       1 1 1 1 , , , , i j i i in n j j jn n ip jq p q Cov Y Y Cov a b X b X a b X b X b b Cov X X Hence, T YY XX BB   A5 EY a BEX a B     TT
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This note was uploaded on 02/10/2011 for the course STAT 4437 taught by Professor Davis during the Spring '11 term at Columbia.

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hw1_sol - W4437 Homework 1 Solution Spring 2011 A3 EY EY1 ,...

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