HW2-sta5707

HW2-sta5707 - 2.30 CODE proc iml; u_x= cfw_4,3,2,1; print...

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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 2.32 CODE proc iml ; u_x= { 2 , 4 ,- 1 , 3 , 0 }; print u_x; ux_1={ 2 , 4 }; ux_2={- 1 , 3 , 0 }; A= { 1 - 1 , 1 1 }; B= { 1 1 1 , 1 1 - 2 }; VarCov= { 4 - 1 0.5 - 0.5 0 , - 1 3 1 - 1 0 , 0.5 1 6 1 - 1 , - .5 - 1 1 4 0 , 0 0 - 1 0 2 }; Ex_1 = ux_1; print Ex_1;
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Eax_1 = A*ux_1; print Eax_1; Covx_1 = { 4 - 1 , - 1 3 }; print
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This note was uploaded on 12/16/2011 for the course STAT 5705 taught by Professor Staff during the Fall '09 term at FSU.

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HW2-sta5707 - 2.30 CODE proc iml; u_x= cfw_4,3,2,1; print...

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