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hw1_sol

# 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 1 2 , , , , , , , , , 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 1 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 1 1 , , i i i in n ip iq p q p q 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 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 B B A5 EY a BEX a B T T YY XX

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

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