HW2-sta5707

HW2-sta5707 - Jaime Frade STA5707 2.30 CODE proc iml; u_x=...

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Jaime Frade STA5707 2.30 CODE proc iml ; u_x= { 4 , 3 , 2 , 1 }; print u_x; ux_1={ 4 , 3 }; ux_2={ 2 , 1 }; A= { 1 2 }; B= { 1 - 2 , 2 - 1 }; Ex_1 = ux_1; print Ex_1; Eax_1 = A*ux_1; print Eax_1; VarCov= { 3 0 2 2 , 0 1 1 0 , 2 1 9 - 2 , 2 0 - 2 4 }; Covx_1 = { 3 0 , 0 1 }; print Covx_1; Covax_1 = A*Covx_1*A`; print Covax_1; Ex_2 = ux_2; print Ex_2; Ebx_2 = B*ux_2; print Ebx_2; VarCov= { 3 0 2 2 , 0 1 1 0 , 2 1 9 - 2 , 2 0 - 2 4 }; Covx_2 = { 9 - 2 , - 2 4 }; print Covx_2; Covbx_2 = B*Covx_2*B`; print Covbx_2; Covx_1x_2 = { 2 2 , 1 0 }; print Covx_1x_2; Covax_1bx_2 = A*Covx_1x_2*B`; print Covax_1bx_2; OUTPUT U_X  4    3    2    1    EX_1 4    3    EAX_1  10    COVX_1  3         0    0         1    COVAX_1  7    EX_2  2    1    EBX_2  0    3    COVX_2  9        -2    -2         4    COVBX_2    33        36    36        48    COVX_1X_2    2         2    1         0    COVAX_1BX_2    0         6
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Jaime Frade STA5707 2.32 CODE proc iml ; u_x= { 2 , 4
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HW2-sta5707 - Jaime Frade STA5707 2.30 CODE proc iml; u_x=...

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