Let W be an m 1 vector with covariance matrix W, where W is finite and
Question:
a. Show that var(Q) = c′∑Wc.
b. Suppose that c ≠ 0m. Show that 0 < var(Q) < ∞.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 81% (11 reviews)
a where the second equality uses the fact that Q is a scalar and the third eq...View the full answer
Answered By
Utsab mitra
I have the expertise to deliver these subjects to college and higher-level students. The services would involve only solving assignments, homework help, and others.
I have experience in delivering these subjects for the last 6 years on a freelancing basis in different companies around the globe. I am CMA certified and CGMA UK. I have professional experience of 18 years in the industry involved in the manufacturing company and IT implementation experience of over 12 years.
I have delivered this help to students effortlessly, which is essential to give the students a good grade in their studies.
3.50+
2+ Reviews
10+ Question Solved
Related Book For
Introduction to Econometrics
ISBN: 978-0133595420
3rd edition
Authors: James H. Stock, Mark W. Watson
Question Posted:
Students also viewed these Statistics questions
-
Let be a zero- mean Gaussian random vector with covariance matrix, Write out the joint PDF, fX, Y, Z (x, y, z). 2 -1 1 C=--1 4 1 -1 1 3
-
Let W be an abstract set, and let C be an arbitrary nonempty class of subsets of W. Define the class F 1 to consists of all members of C as well as all of their complements; i.e., F 1 = {A W; A C...
-
Let W be an exponential random variable with PDF Find the CDF FX(t)(x) of the time-delayed ramp process X(t) = t - W. w > 0, otherwise. e-u, fw (w)=10
-
Imagine you are a member of your local school board. You wantan answer to the very simple question, Are students learning?What can you recommend to school principals to answer thequestion?
-
Complete the following table: a. Show the consumption and saving schedules graphically. b. Find the break-even level of income. Explain how it is possible for households to dissave at very low income...
-
List the compute instance types available for provisioning on OCI. A. Virtual machines B. Paravirtualized machines C. Bare-metal machines D. OVM, KVM, and Hyper-V
-
How do you delineate the differences in the System Operations Model (Figure 6.1) from its robust version (Figure 6.2)? System Development Phase Continue (5 Mission Notification Configure System for...
-
In auditing the City of Pippa Passes General Fund, a staff member asks whether the following items should be reported as calendar year 20X4 revenues: 1. Property taxeswhich are levied in December and...
-
Your organization is migrating workloads into the AWS cloud. The IT manager emailed you and your teammates to inquire about the differences (characteristics, functions, mechanisms of control, etc.)...
-
Explain the concept of window of opportunity as it relates to new start-ups, from idea conception through the final decision about whether to turn the idea into a reality.
-
(Consistency of clustered standard errors.) Consider the panel data model Yit = Xit + i + uit, where all variables are scalars. Assume that Assumptions #1, #2, and #4 in Key Concept 10.3 hold and...
-
Let Px and Mx be as defined in Equations (18.24) and (18.25). a. Prove that PXMX = 0nn and that Px and Mx are idempotent. b. Derive Equations (18.27) and (18.28).
-
How would Sacyr Vallehermoso decide on an appropriate coupon rate to set on its bonds given that the investment is in China? Is the coupon rate the same as the required rate of return on the bond?...
-
A general tree (in which each node can have arbitrarily many children) can be implemented as a binary tree in this way: For each node with n children, use a chain of n binary nodes. Each left...
-
Explain what the following code prints. Draw a picture of the linked list after each step. LinkedList staff = new LinkedList (); staff.addFirst ("Harry"); staff.addFirst("Diana");...
-
Provide expressions that compute the following information about a Stream. a. How many elements start with the letter a? b. How many elements of length greater than ten start with the letter a? c....
-
We determined that the actual number of visits in the selection sort algorithm is: T(n) = 1n + 3n-3 We characterized this method as having O(n) growth. Compute the actual ratios T(2,000)/T(1,000)...
-
Produce an infinite stream that contains the factorials 1!, 2!, 3!, and so on. Hint: First produce a stream containing arrays [1, 1!], [2, 2!], [3, 3!], and so on. Use BigInteger values for the...
-
A caf has four entrees: chicken, beef, fish, vegetarian. Specify a model of form (7.22) for the selection of an entre using x = gender (1 = female, 0 = male) and = cost of entre, which is a...
-
Factor and simplify, if possible. Check your result using a graphing calculator. 3 cot 2 + 6 cot + 3
-
Study the output given here from a stepwise multiple regression analysis to predict y from four variables. Comment on the output at eachstep. STEPWISE REGRESSION OF Y ON 4 PREDICTORS, WITH N = 63...
-
The National Underwriter Company in Cincinnati, Ohio, publishes property and casualty insurance data. Given here is a portion of the data published. These data include information from the U.S....
-
The U.S. Energy Information Administration releases figures in their publication, Monthly Energy Review, about the cost of various fuels and electricity. Shown here are the figures for four different...
-
In the 2004 Survey of Inmates in State and Federal Correctional Facilities, 32% of state prisoners and 26% of federal prisoners said they had committed their current offense while under the influence...
-
Hogwarts University (Hogwarts) is a private University located in Brisbane. Slytherin Bank Pty Ltd (Slytherin) is a private company that markets its banking products to young adults. In mid-2016, as...
-
a. Why is the capital-budgeting process so important? b. Why is it difficult to find exceptionally profitable projects? c. What is the payback period on each project? If Caledonia imposes a 4-year...
Study smarter with the SolutionInn App