Question: Show that var X i t var[Xi t ].

Show that var

£

˙X i t

¤

· var[Xi t ].

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Econometrics Questions!

Q:

Answer all questions with explanation Discrete random variables X1 .... Xn are all independent and identify distributed with distribution " X' and 1, .. .. Im are also independent and identify...

Q:

Please assist Question 3 [42] Consider the ARMA(1, 1) model, replace with Xt- , X X, = $X,)+ a, - 0at, a; ~ N (0, 2) X and its moving average (MA(co)) representation X1 = a, + w jai-1+ 12ar-2+ ......

Q:

Question 3 Consider the ARMA(1, 1) model, X = X + a , a ~ N N (0,0) and its moving average (MA()) representation X = a +a-1 + 4/9-2 + where they weights can be found from y (B) p (B)=0q (B). Find...

Q:

Consider the Cauchy density function f X (x) = K / 1 + x 2 , - x (a) Find K. (b) Show that var {X} is not finite. (c) Show that the characteristic function of a Cauchy random variable is M x (jv)...

Q:

Under Assumptions 3.1 (Full Rank, p. 53), 6.1 (First Moments, p. 110), and 7.1 (Second Moments, p. 130), show that (a) Var[ - | X] = (I - Px), (b) Cov[, - | X] = 0, and (c) Var[ | X] = (X'X).

Q:

Economics 1. Show that E(aX + bY) = QE(X) + bE(Y), where X, Y are random variables, a and b are constants. (You should specify what expectation rule(s) you use to get to the next step.) 2. Show that...

Q:

Need handwritten calculation and solution Question 6 22 pts Consider an i.i.d. sample X1, .... X, from the continuous probability distribution D(0) with density function f(x) = V21 03 where o e (0,...

Q:

Problem 6 Let X and Y be two random variables and let a, b, c, and d be real numbers. The covariance of X and Y is defined as Cov(X, Y) = E[(X - E[X])(Y - ELY])]. Show that Cov(X, Y) = E[XY] -...

Q:

A random variable is said to follow a Uniform (a, b) distribution if it is equally likely to take on any value in the range [a, b] and never takes a value outside this range. Suppose that X is such a...

Q:

27. Let X l 9 X n be independent random variables with E\X^\ = 0, Vai(X) = 2, / = , . , . , , and consider estimates of 0 of the form ?= kiXi where *= , = 1. Show that Var(?= x ^) is minimized...

Q:

For the beam and loading shown, (a) Derive the equations of the shear and bending-moment curves, (b) Draw the shear and bending-moment diagrams, (c) Determine the magnitude and location of the...

Q:

An accountant discovers a minor error in a client s financial report that slightly overstates revenue. Correcting it won t change investor decisions, but leaving it in would technically be...

Q:

A truck loaded with 8000 electronic circuit boards has just pulled into a firms receiving dock. The supplier claims that no more than 3% of the boards fall outside the most rigid level of industry...