4 Supposeô2 = 200 and b = [3 5 2] whereD(b) = 28D(b,) = 24v(B3) = 18côv(b,, b2) = -16 côv(b¡,b3) = 14 côv(b2, b3) = -12.%3DShow that the F-statistic for testing the hypothesis b, = b2 + 4 = bz +7 has avalue of 1. Calculate the estimate of b under the null hypothesis.

Consider the linear model y,Xb,σ2where b'=b1 b2 b3. Let σ^2=200 and b^'=3 5 2 where…

Answered: 4 Suppose ô² = 200 and b = [3 5 2]…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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4 Suppose ô² = 200 and b = [3 5 2] where D(b,) = 28 D(b2) = 24 v(b3) = 18 %3D côv(b,,b2) = -16 côv(b,,b3) = 14 côv(b2, b3) = –12. Show that the F-statistic for testing the hypothesis bi = b2 + 4 = b3 + 7 has a value of 1. Calculate the estimate of b under the null hypothesis.