In this question you will consider properties of sample estimatorsin time series context and perform inference and testing. Youmay use R to assist you in calculations, but you should state theformula of any estimator you are calculating as well as the valueyou obtain for the estimator, and if R is used, the R commandutilised. You can either obtain the solution by calculator or by R.You are given T 15 samples from a time series:{y₁,..., y15}{-0.92, 1.08, 0.20, -0.63, 1.36, 1.33, -1.06,0.11, -1.00, −0.68, 1.81, 1.71, 0.93, −0.75, −2.16}(c) Calculate a 95% confidence interval for estimator r(2) anddetermine if the estimator is statistically different from 0.You may assume that the Central Limit Theorem applies andtherefore the estimator has an asymptotic Gaussian distribu-tion and you may use Bartlett's formula for the evaluation ofthe finite sample standard error. Finally state the outcomeof your findings. Remark on the effect of such a small samplesize on this conclusion.

o calculate the confidence interval for the estimator r(2), we first need to obtain its sample…

Answered: Calculate a 95% confidence interval for…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Similar questions

Suppose a sample size of 87 was used to conduct a right tailed hypothesis test for a single population mean. The null |hypothesis was Ho: µ 45 and the sample mean was 50 and the p-value was 0.03. Then there is a 3% chance that 87 randomly selected individuals from a population with a mean of 45 and the same standard deviation would have a sample mean greater than 50. false true
A student stated: “I fail to see why the response function needs to be constrained between 0 and 1 when the response variable is binary and has a Bernoulli distribution. The fit to 0, 1 data will take care of this problem for any response function.” Comment.
A 100(1 - α)% confidence interval for the mean μ of a normal population when the value of σ is known is given by (x-²a/2" Six+ .za/2 VM). By how much must the sample size n be increased if the width of the CI above is to be halved? Halving the length requires n to be increased by a factor of If the sample size is increased by a factor of 16, what effect will this have on the width of the interval? Increasing the sample size by a factor of 16 will ---Select-- the length by a factor of ---Select-- increase Need Help? Read It decrease
A random sample of size 8 from a normal distribution has standard deviation s= 89. Test Ho:o=41 versus H, :0<41. Use the a=0.05 level of significance. Part 1 of 5 The hypotheses are provided above. This hypothesis test is a left-tailed test. Part: 1 /5 Part 2 of 5 Find the critical value. Critical value=
A sample of size n= 63 is drawn from a population whose standard deviation is 0 = 28.
A sample of size n= 60 is drawn from a population whose standard deviation is o = 33. Part 1 of 2 (a) Find the margin of error for a 90% confidence interval for µ. Round the answer to at least three decimal places. The margin of error for a 90% confidence interval for u is Part 2 of 2 X (b) If the sample size were n=82, would the margin of error be larger or smaller? because the sample size is (Choose one) (Choose one) x Ś Ś
11. Consider a random sample Y₁, Y2, ..., Yn from a normal population Y~N(μ, o²) where the population variance and mean are unknown. We want to construct a Σ(X-X)² Show 100(1 a)% confidence interval for the population variance if g² whether or not is a pivotal quantity and construct a 100(1-a) confidence interval.
Suppose we are making predictions of the dependent variable y for specific values of the independent variable x using a simple linear regression model holding the confidence level constant. Let Width (C.I) = the width of the confidence interval for the average value y for a given value of x, and Width (P.I) = the width of the prediction interval for a single value y for a given value of x. Which of the following statements is true? Width (C.I) = 0.5 Width (P.I) Width (C.I) = Width (P.I) Width (C.I) > Width (P.I) Width (C.I) < Width (P.I)
QUESTION 16 A 95% confidence interval of the mean is (12, 18). The result of testing Hn:u=14against H:u 14 at 0.05 level of significance, will be Reject the null hypothesis because 14 is more than 12 Do not reject the null hypothesis because 14 is between 12 and 18 There is insufficient information to make any conclusions about the hypothesis test Do not reject the the null hypothesis because 14 is less than 18 QUESTION 17 A multiple-choice quiz has 100 questions each with 5 possible answers of which only 1 is correct. Using Normal Click Save and Submit to save and submit. Click Save All Answers to save all aswers. DELL
E. Non-parametric statistics does not use the values of μμ or σσ . True False F. When data points are widely spaced around the regression line, the coefficient of correlation is close to 1. True False G. If the value of the y intercept of the regression line is positive, then the coefficient of correlation could be negative. True False H. ANOVA can tell which mean is different. True False I. If a confidence interval for the difference of 2 proportions is found and the interval contains 0, it suggests the proportions are the same. True False
A researcher wishes to estimate the mean response of a variable for a population of individuals, µ. It is believed that individuals in the population have values that vary by a population standard deviation of value 22.7. The researcher wishes to infer the value of the population mean by taking a random sample of individuals from the population and calculating a 90% confidence interval. In doing so he wishes to ensure that the standard error is less than 4. What is the minimum size sample the researcher needs to take in order to achieve this
We have provided the sample standard deviations and sample sizes for independent simple random samples from two populations. In each case, use the two-standarddeviations F-test and the two-standard-deviations F-interval procedure to conduct the required hypothesis test and obtain the specified confidence interval. s1 = 14.5, n1 = 11, s2 = 30.4, n2 = 9 a. two-tailed test, α = 0.05 b. 95% confidence interval

SEE MORE QUESTIONS

Recommended textbooks for you

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

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

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

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

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

Elementary Statistics: Picturing the World (7th E…

Statistics

ISBN:

9780134683416

Author:

Ron Larson, Betsy Farber

Publisher:

PEARSON

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

Statistics

ISBN:

9781319013387

Author:

David S. Moore, George P. McCabe, Bruce A. Craig

Publisher:

W. H. Freeman

SEE MORE TEXTBOOKS