13. Consider the second difference Y = y; - 2y;-1 + yi-2. What is the variance of...
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13. Consider the second difference Y = y; - 2y;-1 + yi-2. What is the variance of Y if successive observations y;, i = 1, 2,..., n, all have the same variance and are
(a) independent and
(b) autocorrelated with p = 0.2?
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Related Book For
Statistics For Experimenters Design Innovation And Discovery
ISBN: 9780471718130
2nd Edition
Authors: George E. P. Box, J. Stuart Hunter, William G. Hunter
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