Problem 10 Assume that Y = (Y11, Y12, Y21, Y22)' is a collection of ind 2...

 

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Problem 10 Assume that Y = (Y11, Y12, Y21, Y22)' is a collection of ind 2 N(0, 1) random variables. Let YE-1 E-1 Yij/4, Y₁ = = -1 Yij/2 i=1 for i=1,2, Y = - Y₁/2 for j = 1,2, as in Problem 7. Find: (a) cov(Y₁. - Y, Y2 - Y) (b) cov(Y₁. - Y, Y₁ - Y) (c) cov(Y₁. - Y, Y21-Y₂. - Y₁ + Y) (d) cov(Y₁. - Y, Y22 - Y2 - Y2 + Y) (e) cov(Y₁. - Y, Y₁₁ - Y₁ - Y₁ + Y) (f) cov(Y₁. - Y, Y12 - Y₁. - Y2 + Y) Problem 10 Assume that Y = (Y11, Y12, Y21, Y22)' is a collection of ind 2 N(0, 1) random variables. Let YE-1 E-1 Yij/4, Y₁ = = -1 Yij/2 i=1 for i=1,2, Y = - Y₁/2 for j = 1,2, as in Problem 7. Find: (a) cov(Y₁. - Y, Y2 - Y) (b) cov(Y₁. - Y, Y₁ - Y) (c) cov(Y₁. - Y, Y21-Y₂. - Y₁ + Y) (d) cov(Y₁. - Y, Y22 - Y2 - Y2 + Y) (e) cov(Y₁. - Y, Y₁₁ - Y₁ - Y₁ + Y) (f) cov(Y₁. - Y, Y12 - Y₁. - Y2 + Y)

Answer rating: 100% (QA)

ANSWERS a 0 b 23 c 13 d 13 e 23 f 0 WORKINGS a covY Y Y ... View the full answer