answers2011final

answers2011final - Answer key for the final exam in 2011 1a...

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Unformatted text preview: Answer key for the final exam in 2011 1a.) a b T ! x t ! x t ! x t 2 " 1 ! y t ! x t y t is unbiased b.) Let x t exp " + x t /2 x t exp " + x t /2 y t exp " + x t /2 y t ) * ! x t x t U " 1 ! x t y t is unbiased alternative form: ) * X U V " 1 X " 1 X U V " 1 y c.) ) * has smaller variance than a b and hypothesis tests have correct size with GLS d.) * / @ * L N 0,1 for @ * square root of the 2,2 element of X U V " 1 X " 1 has the exact distribution claimed e.) Choose a , *...
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answers2011final - Answer key for the final exam in 2011 1a...

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