Let X Pni 1 ai e2 i where ai are constants and ei are independent N(0,

Question:

Let X Æ

Pni

Æ1 ai e2 i where ai are constants and ei are independent N(0, 1). Find the following:

(a) E[X] .

(b) var[X] .

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Probability And Statistics For Economists

ISBN: 9780691235943

1st Edition

Authors: Bruce Hansen

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Question Posted: Sep 23, 2024 07:00 AM

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Let X Pni 1 ai e2 i where ai are constants and ei are independent N(0,

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Probability And Statistics For Economists

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