Mathematics, 25.02.2020 23:59 ili28
If {xt } is stationary with E [xt] = 0 and corr(xt , xt −1) = rho1, show that the best linear predictor of xt based on xt −1 is rho1xt −1. (You will need to use calculus to do this problem. Here are some hints. First, define the random variables Y = xt , X = xt −1. Consider any linear predictor Yˆ = a + bX , where a and b are any numbers. Consider the mean squared forecasting error, MSE = E [Y − Yˆ] 2 = E [Y − (a + bX )]2.
Answers: 1
Mathematics, 21.06.2019 17:20
Two language majors, anna and megan, took exams in two languages. anna scored 85 on both exams. megan scored 74 on the first exam and 85 on the second exam. overall, student scores on the first exam had a mean of 82 and a standard deviation of 4, and the second exam scores had a mean of 71 and a standard deviation of 13. a) to qualify for language honors, a major must maintain at least an 85 average across all language courses taken. so far, which of anna and megan qualify? b) which student's overall performance was better?
Answers: 2
Mathematics, 21.06.2019 19:30
Me max recorded the heights of 500 male humans. he found that the heights were normally distributed around a mean of 177 centimeters. which statements about max’s data must be true? a) the median of max’s data is 250 b) more than half of the data points max recorded were 177 centimeters. c) a data point chosen at random is as likely to be above the mean as it is to be below the mean. d) every height within three standard deviations of the mean is equally likely to be chosen if a data point is selected at random.
Answers: 2
If {xt } is stationary with E [xt] = 0 and corr(xt , xt −1) = rho1, show that the best linear predic...
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