Hints for Assignment 2
Ling Chen November 5, 2008
2.9. You may assume that you can interchange integration with dierentiation. Key steps to prove part (a) are the following: E ( log f (X ) =E = f (X ) f (X ) = f ( X ) f (X )dX f ( X ) f (X )dX = (1) = 0.
STAT240 TEAM PROJECT
DUE DEC 8, 2008
For the project, each student is supposed to work in one and only one team, consists of at most 4 people. Each team hands in one copy of the solutions, with the name of all members included. Only hard copy is accepted.
STAT240 ASSIGNMENT 3
DUE TUESDAY, DEC 2, 2008
The TA for this assignment is Kevin Wu (kevinbwu@stanford.edu). He will hold office hours on 11/19/08 (Wed) 2:00pm-4:00pm, and 12/01/08 (Mon) 10am-12pm, both in Room 220, Sequoia Hall.
For Stanford Students
Pr
STAT240 ASSIGNMENT 2
DUE NOVEMBER 7, 2008
TA for this assignment is Ling Chen. He will hold oce hour Wed 2:00pm-4:00pm at Room 240, Sequoia. His email is chenling@stanford.edu For Stanford Student
2.9, 3.2, 3.3, 3.4, 3.5, 4.4 Instructions on how to hand i
Hints for Assignment 2
Ling Chen November 5, 2008
2.9. You may assume that you can interchange integration with dierentiation. 3.2. Using the notations Y = (y1 , . . . , yn )T , X = 1 1 ,B= x1 xn (, )T and E = ( 1 , . . . , n )T , we can write (3.24) as Y
Hints for Assignment 2
Ling Chen November 7, 2008
2.9. You may assume that you can interchange integration with dierentiation. Key steps to prove part (a) are the following: E ( log f (X ) =E = f (X ) f (X ) = f ( X ) f (X )dX f ( X ) f (X )dX = (1) = 0.
STAT240 ASSIGNMENT
DUE DEC 5, 2008
For Stanford Student and SCPD student
Problem 1(Shaojie Deng) (1) Ex 1.7(a)(b)(c)(d) (2) Plot the autocorrelation function of the residual and perform the Ljung-Box test to determine whether there are signicant departure