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.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
4 Suppose
ô2 = 200 and b = [3 5 2] where
D(b) = 28
D(b,) = 24
v(B3) = 18
côv(b,, b2
) = -16 côv(b¡,b3) = 14 côv(b2, b3) = -12.
%3D
Show that the F-statistic for testing the hypothesis b, = b2 + 4 = bz +7 has a
value of 1. Calculate the estimate of b under the null hypothesis.
Transcribed Image Text:4 Suppose ô2 = 200 and b = [3 5 2] where D(b) = 28 D(b,) = 24 v(B3) = 18 côv(b,, b2 ) = -16 côv(b¡,b3) = 14 côv(b2, b3) = -12. %3D Show that the F-statistic for testing the hypothesis b, = b2 + 4 = bz +7 has a value of 1. Calculate the estimate of b under the null hypothesis.
Expert Solution
steps

Step by step

Solved in 5 steps

Blurred answer
Similar questions
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman