Problem Set 4, MGTECON 603, 2009 MGTECON 603, Econometrics I Fall 2009
1 Jules H. van Binsbergen & Xue Ying Stanford GSB
PROBLEM SET 4 Due: Monday October 26rd in the CA session 1. Let X1 , X2 , . . . , XN be a set of N < independent random variables with

Problem Set 8, MGTECON 603, 2009 MGTECON 603, Econometrics I Fall 2009 PROBLEM SET 8 Due: Monday December 7th
1 Jules H. van Binsbergen Stanford GSB
This problem set is to be done on the computer. I would prefer you use MATLAB but you can use any statisti

Problem Set 7, MGTECON 603, 2009 MGTECON 603, Econometrics I Fall 2009 PROBLEM SET 7 Due: Monday November 30th
1 Jules H. van Binsbergen Stanford GSB
1. Let the random variable X have probability density function fX (x; ) = (1/) exp(x/) for x > 0. Conside

1 MGTECON 603, Econometrics I Fall 2009 PROBLEM SET 1 Due: Friday October 2nd in class 1. Six fair dice are rolled one time. What is the probability that each face (each number one through six) appears? 2. If two fair dice are tossed, what is the smallest

1 MGTECON 603, Econometrics I Fall 2009 PROBLEM SET 6 Due: Monday November 16th 1. Let X1 , X2 , . . ., XN represent a random sample from a Poission distribution with arrival rate . (a) Find the maximum likelihood estimator for and its asymptotic distribu

1 MGTECON 603, Econometrics I Fall 2009 Jules H. van Binsbergen and Ying Xue Stanford GSB
PROBLEM SET 5 Due: Monday November 2nd 1. Let X1 , X2 , . . ., XN represent a random sample from each of the distributions having the following probability density f

Problem Set 3, MGTECON 603, 2009 MGTECON 603, Econometrics I Fall 2009
1 Jules H. van Binsbergen and Ying Xue Stanford GSB
PROBLEM SET 3 Due: Friday October 16th in class 1. Let X and Y be independent standard normal rvs and dene a new rv Z by Z= X if XY

1 MGTECON 603, Econometrics I Fall 2009 PROBLEM SET 2 Due: Friday October 9th In Class 1. Suppose that the random variable X has an exponential distribution with pdf fX (x) = exp(x), x > 0, and 0 elsewhere. (a) Find the pdf for Y = 1/X . (b) Find the pdf