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5. in this question: we consider the bootstraping method by a simulated data set. a} Use Jrlv1'nv2clrrrlUI to generate a sequence of Edimensional normal random
5. in this question: we consider the bootstraping method by a simulated data set. a} Use Jrlv1'nv2clrrrlUI to generate a sequence of Edimensional normal random vectors, [31,y1}, . . . , (1'20, gran], where the mean vector is 2 r\" - (3) 2 0.4 E2014 1)' b} Let p be the theoretical correlation between X and Y. Report p, and estimate the sample correlation 1" between X and Y using the data in a). and the covariance matrix is c} Repeat a} and b] for B = l times using diderent random seeds, and give the average of TI: . . . , r3. Denote the average as 17'. Find the diEerenoe between F and p. d} Provide a Bootstraptype bias of F using R = l bootstrap estimators. Compare the results in c} and d]. e} Provide a Bootstraptype variance of ii using R = 1000 bootstrap estimators. f} Based on the data set as well as what you learned in the course1 ask a related question other than a}e). Explain why you ask this question. You do not have to answer the
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