Assignment_1_S07

Assignment_1_S07 - Homework 1 STAT 443 Spring 2007 1. (15...

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Homework 1 STAT 443 Spring 2007 1. (15 points) Let X be a discrete random variable that attains values 1, 2 and 4 with probability 1/6, 1/3 and 1/2 respectively. Find: a) E(X); b) Var(X); c) E(4X+5). 2. (15 points) Let X be a continuous random variable with probability density function f(x)=1/x^2 if 1<x< and zero otherwise. a) Does E(X) exist? b) Does E(1/X) exist? c) For what values of k does E(X^k) exist? 3. (30 points) DESCRIPTIVE ABSTRACT: The dataset consumpt.txt contains yearly data on 3 month Treasury bill rate (TBILL) in US dollars and per capita real consumption (CONS) in USA from 1964 to 1995. VARIABLE DESCRIPTIONS: YEAR -- from 1964 to 1995 (the training set is from 1964 to 1992) CONS –- per capita real consumption TBILL – 3 month Treasure bill rate Values are aligned and delimited by blanks. YOUR TASK: To forecast per capita consumption for 1993, 1994 and 1995 using the 3 month Treasury Bills rates. The training window is from 1964-1992. You should a) construct a simple linear regression of per capita consumption
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This note was uploaded on 01/12/2012 for the course STAT 443 taught by Professor Yuliagel during the Spring '09 term at Waterloo.

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Assignment_1_S07 - Homework 1 STAT 443 Spring 2007 1. (15...

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