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1) Generate one set of 100 samples of xtiidN(0,1), and compute its mean x, and variance ^2 a) Repeat this experiment 100 times and obtain
1) Generate one set of 100 samples of xtiidN(0,1), and compute its mean x, and variance ^2 a) Repeat this experiment 100 times and obtain 100 estimates of xi and ^i2 b) Compute the mean, variance of xi for 1i100 c) Compute the mean, variance of ^i2 for 1i100 2) Generate t iid N(0,1) for 1t500 a) Define xt=t+0.5t1 called MA (1) process b) Plot xt(vs)xt1,xt(vs)xt2,xt(vs)t c) Compute the mean, variance and autocorrelation of xt and plot 3) Plot N(0,2) for 2=0.1,0.5,1.0,2.0,5.0 on the same plot and comment on what you observe
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