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Mathematics, 13.07.2019 00:30 kierraivey

Breaking stuff let {xi} n i=1 be a sample of random variables of size n with the property that xi ∼ n (µ, σ2 ) and cov(xi , xj ) = ρσ for all pairs i, j. a. solve for the mean and variance of x¯. b. what happens to the variance of x¯ as n → ∞? c. why do the clt and lln fail in this situation? d. using the provided code, simulate s = 1000 values of x¯ for n = 50, 100, 500. in all three cases calculate the mean and variance of the resulting distribution. create histograms for each. in this code, σ = 1 and ρ = .4. how does the variance for each n compare to the formula from part (a)?

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Breaking stuff let {xi} n i=1 be a sample of random variables of size n with the property that xi ∼...
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