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Unformatted text preview: i are iid measurement errors with zero mean and common variance 2 , use conditional SM analysis to find the variance of (XZ ,,Z ). Plot this 1 n conditional variance against n for 2 = 1 and 2 either 1 or 0.2. Useful result on the inverse of covariance matrices with a special equicorrelated structure. The inverse of an n n matrix A of the type: 1 1 A = 2 is: ] [1 + + ] [1 ] ) 2 n ( 2) (n 1 A = 2 (1 1 )[ + ( n 1) 1...
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This note was uploaded on 12/04/2011 for the course ESD 1.151 taught by Professor Danieleveneziano during the Spring '05 term at MIT.
 Spring '05
 DanieleVeneziano

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