STAT 443 assignment1

STAT 443 assignment1 - Winter 2012 course

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STAT 443: Assignment 1 This assignment is to be handed in at the start of your lecture of Friday 27th January . Please make sure that you write your name, student number and section number on your script. Some of these questions use R and so it is recommended that you work though the tutorial at http://www.stats.uwaterloo.ca/stats_navigation/StatSoftware/R/ You will need to cut and paste graphics from the R session into Word, which can then be edited, commented on and handed in. Do not hand in R code, or a print out details of the R session unless asked for. Note that working with unfamiliar packages can take much longer than you might have planned for, so do not leave this work to the last minute. 1 Probability and Statistics Theory 1. Let Z t be iid N (0 , 1) sequence and define X t = ± Z t t even Z 2 t - 1 - 1 2 t odd . (a) Compute E ( X t ) for all t (b) Write down the moment generating function for Z t and hence compute the first four non-central moments of Z t . (c) Compute
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STAT 443 assignment1 - Winter 2012 course

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