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- Can you please help me with part A and can you do it step by step5. In a bakery everyday bread loafs are prepared and sold. They start the business in the morning by 6 am and close the business by 8 pm. All the loafs are sold and a small portion is wasted in the process of handling. But they close the day with zero loafs on hand. On an average, every day they prepare 1650 loafs. The owner wishes to calculate the constant transition intensity over this period covering both sales and wastages. If the true transition intensity is 0.2, what is the probability that you observe a hazard rate in excess of 0.25?i need help with section b
- 2. Suppose that Y1 ~ Exp(3) and Y2 ~ Exp(2) are independent. (a) Determine the joint pdf of Y1 and Y2. (b) Use the Jacobian method to determine the pdf of U = Y1 + Y2. (c) Use the mgf method to determine the distribution of V = 4Y1 + 6Y2. The distribution of V will be one of the "famous" ones in your Super Handout.ARCH(1) model o? = w+ ae?_1. Define Y; = e? and u: = e? – o?. %3D Show that Y, can be written as a specific autoregressive process with innovation u.5
- A WSS process X (t), with mean value 5 and power spectrum Sxx (@) = 50 n. 8 (@) + is applied to a network with impulse response %3D 1+ 2. h (t) = 4. e-4 I %3D (a) Find H (@) of the network (b) Find the Mean and power spectrum of the response Y (t). 3/2Show me the steps of deremine red and inf is here i need evey I need all the details step by step and inf is herePlease show me the steps
- In time-series decomposition, seasonal factors are calculated by Multiple Choice O O O O O SFt (Y) (CMA). SFt= Y/CMAt (CMA+) x (SFt) =Yt. SFt = Yt - CMAt. None of the options are correct.2. Assuming the dichotomous disease model, with Y1 and Y2 being two relatives with relatedness R, show that (a) Cov(Y1, Y2) = P(Y1 = Y2 = 1) – K². (b) express R as a function of the covariance and K.8. (a) Assume process X, satisfies X,-aX-1+ Z where Z, is WN(0, a?) and Ja< 1. Use the Yule-Walker equation to find the best linear predictor P(X+iXn Xn-1). Find the mean-square error of the predictor. = Z, + aZ,-1 + bZ,-2, where Z, is WN(0, a). Use the (b) Assume process X, satisfies X, Durbin-Levinson algorithm to find the linear predictor P(X+i|X Xn-1)-