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Supposethat X 1 ,X 2 ,... isasequenceofrandomvariableswith E(X t 2 ) < and E(X t )= . a.If X 1 ,X 2 ,... isiidwith E(X
- SupposethatX1,X2,...isasequenceofrandomvariableswithE(Xt2)<andE(Xt)=.
- a.IfX1,X2,...isiidwithE(Xi2)<andEXi=,whereisknown,whatistheminimummeansquarederrorpredictorofXn+1intermsofX1,...,Xn?
- b.Undertheconditionsofpart(c)showthatthebestlinearunbiasedestimatorofintermsofX1,...,XnisX=(X1++Xn)/n.(saidtobeanunbiasedestimatorofifEu=forall.)
- c.Undertheconditionsofpart(c)showthatXisthebestlinearpredictorofXn+1thatisunbiasedfor.
- d.IfX1,X2,...isiidwithE(Xi2)<andEXi=,andifS0=0,Sn=X1++Xn,n=1,2,...,whatistheminimummeansquarederrorpredict
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Algebra 2
Authors: Edward B. Burger, Juli K. Dixon, Steven J. Leinwand, Timothy D. Kanold
1st Edition
0544385918, 978-0544385917
