A3 soln - STA 4005B Assignment 3 (Solution) 1a) ) 1 ( ) ( 2...

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Unformatted text preview: STA 4005B Assignment 3 (Solution) 1a) ) 1 ( ) ( 2 4 2 3 2 2 2 1 2 θ θ θ θ σ + + + + = a t Z Var 1b) )] )( [( ) ( 3 4 2 3 1 2 1 1 4 4 3 3 2 2 1 1 1 1 − − − + − − − − + + + + + + + + + = = t t t t t t t t t t t t a a a a a a a a a a E Z Z E θ θ θ θ θ θ θ θ γ 2 4 3 3 2 2 1 1 ) ( a σ θ θ θ θ θ θ θ + + + = )] )( [( ) ( 2 4 1 3 2 1 1 2 4 4 3 3 2 2 1 1 2 2 − − + + − − − − + + + + + + + + + = = t t t t t t t t t t t t a a a a a a a a a a E Z Z E θ θ θ θ θ θ θ θ γ 2 4 2 3 1 2 ) ( a σ θ θ θ θ θ + + = 2 4 1 3 3 3 ) ( ) ( a t t Z Z E σ θ θ θ γ + = = + , , 2 4 4 4 ) ( ) ( a t t Z Z E σ θ γ = = + ) ( = = + k t t k Z Z E γ for 5 ≥ k 1 = = γ γ ρ , 2 4 2 3 2 2 2 1 4 3 3 2 2 1 1 1 1 1 θ θ θ θ θ θ θ θ θ θ θ γ γ ρ + + + + + + + = = 2 4 2 3 2 2 2 1 4 2 3 1 2 2 2 1 θ θ θ θ θ θ θ θ θ γ γ ρ + + + + + + = = , 2 4 2 3 2 2 2 1 4 1 3 3 3 1 θ θ θ θ θ θ θ γ γ ρ + + + + + = = 2 4 2 3 2 2 2 1 4 4 4 1 θ θ θ θ θ γ γ ρ + + + + = = , = = γ γ ρ k k...
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This note was uploaded on 11/02/2011 for the course STAT 4005 taught by Professor Wu,kaho during the Spring '08 term at CUHK.

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A3 soln - STA 4005B Assignment 3 (Solution) 1a) ) 1 ( ) ( 2...

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