2) A Marhor dain ExaBnzo has3 dateo : a1,2.0,1,2.It's tromsition molalility io P =matrix :,2.6.20.6.4, and initial distribution PCXo =0)=.3 ,P(X,=D=3.4.3.3 Find P(Xg=1|Xo-0)PCKo=2)=14

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Answered: 2)A Marhor chain Zxn3nzo has 3 dates :…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

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Problem 1P

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Suppose that we have two independent data sets from the same process. One was collected in the past and another was collected recently. The observations are: {(r;; Yi), i = 1, n1} and {(r;, Yi), i = n1 + 1, .. , n1 + n2}. The two models are postulated to be 2. Yi ao + a1x; + Ei, i = 1, . . , n1, %3D = Bo + B1x; + Ei; i = n1 +1,,n, where n = nị + n2. a) Express these separate models as a single model in matrix form. b) Find A and c for testing Ho : a1 =
8
Suppose the x-coordinates of the data (x1, V1), .., (x,, Vn) are in mean deviation form, so that E x; = 0. Show that if X is the design matrix for the least-squares line in this case, then XTX is a diagonal matrix.
Q4/Answer for the following questions using (True) or (False) 1. Jacobin Matrix using with linear and non- linear equation. 2. Number of observation in condition method should be less than number of observations necessary. 3. Standard of tape measured is +0.01 the standard error m, error of distance used tape four times = 0.02m. %3D 4. The Most Probable value is representing: the true value +weight of observed value. 5. Error can be removed from the measured value and follow to the physical low called Biases.
Consider the linear regression model (with deterministic regressors) y = Bi + P2x, + €,, G - (0,0) i.i.d., i = 1.,n. Let ô = (,. BY be the OLS estimator of B = (B. P2) and (x,-x) be another estimator of B. True False Elyı] = Ely.) The estimator , is biased as EIA,) = B (x, - x1) The estimator , is an efficient estimator of Pi as only two observations are needed for its calculation. The estimator B, is a linear estimator of Pi .
6. Let Y~ N(YIXO, ²1), where X equals: X = HHHL 1 [1 1 -1 2 0 -3 0 And is the 3 x 1 regression coefficient matrix. If Y- [6 1 11 3]', compute the maximum likelihood estimate 0ML, and o- Show all matrix calculations. ELEC
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A student would like to describe whether wage depends on gender. There are two models estimated by OLS with (Male =1 for males and 0 for female) and (Fermale =1 for females and 0 for males) included: %3! Model 1:wage, = Bri +P2 Female, + E Model 2:wage, = Bm1 + Bm2 Female, + Emi %3D %3D Choose the correct sentence: O a. Bm2 = -Pn O b. Bn+ Pn= Bal Oc. Bmi + Bm2 = B1 %3D O d. All expressions are correct
2/18/22, 10:14 AM M2623 Worksheet 6 - Chapter 5(1).html 5. (5.7.4) A UMass Boston student has earned 55 credits toward his degree but has a GPAof just 1.80. The registrar has informed him that he is on probation and will be suspended unless his overall GPA is at least 2.0 after one more semester. a. If he takes 12 credits, what is the minimum GPA he must earn in that semester to avoid being suspended? b. Answer the same question if he takes 9 credits. c. What if he took just 6 credits? d. Write a few sentences describing what these situations mean. file J/C:/Users/belliott/Downloads/M2623 Worksheet 6 - Chapter 5(1).html
1) Assuming you have a data matrix X that has n rows and p variables and you know both µ and Σ. How is (X- µ)‘Σ-1(X- µ) distributed? 2) Assuming that you don’t know the values of µ and Σ. How is the statistical distance distributed as n-p gets large?
Consider the statistical linear model Y = A0 + e with m = vations, a parameter vector 0 = (61,02, 03)" with n = 3 components and e ~ N(0; 200² I6) having mean 0 and component variance 200². A realisation of this model for data Y and design matrix A is given by 8 7 1 6 obser- €1 580.8 -140.2 2 3 1 €2 219.0 7 3 4 €3 02 Өз -64.5 6 3 5 €4 73.4 2 1 5 E5 403.8 5 7 3 €6 (a) Find the Maximum Likelihood (ML) estimate 0 of 0 and the co- variance matrix Cov(@) of the ML estimate ở (b) If 0 has prior distribution 0 ~ N(0, 10²I3), then find the distribu- tion of posterior (0|Y) using ridge regression. (c) Show that the component correlations Corr(0;|Y), (0;|Y)) of (0|Y) are smaller than those of Corr(0;, 0;) of the ML estimate 0 for i + j.
Find Jacobian Matrix Df(a)

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2)A Marhor chain Zxn3nzo has 3 dates : a1,2. It's tronsition mobalility matrix : io P = ,2 .6.2 0.6.4, and imtial distribution PCXO-0)-.3 PCX, =D=3 4.3.3 Find P(X3-1|X-0) PCKo=2)=14