This preview shows pages 1–2. Sign up to view the full content.
STAT 8630 — Advanced Statistical Applications II
Homework 2 – Due Thursday, February 19
Homework Guidelines:
•
Homework is due by 4:30 on the due date speciﬁed above. You may turn it in at
the beginning of class or place it in my mailbox in the Statistics Building.
No
late homeworks will be accepted without permission granted prior to
the due date.
•
Use only standard (8
.
5
×
11 inch) paper and use only one side of each sheet.
•
Homework should show enough detail so that the reader can clearly understand
the procedures of the solutions.
•
Problems should appear in the order that they were assigned.
Assignment:
Do exercises 6.5, 6.6, 6.8 and 6.10 (but skip part (c) of 6.10) in McCulloch and
Searle’s book. In addition, do problem 6.1 from Davis’ book. Finally, do the following
additional exercises:
1. Prove that cov(
C
ˆ
β
,
ˆ
b
) =
0
as stated at the bottom of p.70 in our class notes.
2. Refer to p.38 of the class notes. Prove that
This preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
This is the end of the preview. Sign up
to
access the rest of the document.
This note was uploaded on 11/13/2011 for the course STAT 8630 taught by Professor Staff during the Fall '08 term at University of Georgia Athens.
 Fall '08
 Staff
 Statistics

Click to edit the document details