Assignment04-2010 - using the moment generating function. 1...

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AEB 6571 - Econometric Methods I Assignment 4 Charles B. Moss September 16, 2010 1. Using the function f ( x, y )= 6 5 x 2 + 12 5 xy 6 5 y 2 + 6 5 (1) where x, y [0 , 1]. a. Compute the variances of x and y and the covariance between x and y . b. Are these variables independent? 2. Compute the sample variance matrix for the data in Table 1. Are these variables independent? 3. Given the distribution function f [ x ]= 4 5 + 6 5 x 6 5 x 2 (2) derive the moment generating function. Compute the Frst moment
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Unformatted text preview: using the moment generating function. 1 Table 1: Sample Data Observation x 1 x 2 1 3.8308889-2.6935560 2 1.5360406-0.9453901 3 2.0720865-4.1728102 4-1.6876972 1.1404326 5 4.4572551 5.1307901 6 3.7500745-8.5985386 7-2.6197932 1.6261850 8 0.8570946 7.6128011 9 1.3943251-4.2215630 10 1.8269648-14.4343855 2...
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Assignment04-2010 - using the moment generating function. 1...

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