Dr. Hackney STA Solutions pg 86

Dr. Hackney STA Solutions pg 86 - 5-20 Solutions Manual for...

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Unformatted text preview: 5-20 Solutions Manual for Statistical Inference Putting it all together we have P (V a and U (V, Y )) = P (Y a, (V, Y ) = 1, U (V, Y )) + P (Y a, U (V, Y ), (V, Y ) 1) = P (Y a and U (V, Y )), and hence P (Zi+1 a) = P (Y a), so fY is the stationary density. ...
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