Calculate a 95% confidence interval for estimator r(2) and determine if the estimator is statistically different from 0. You may assume that the Central Limit Theorem applies and therefore the estimator has an asymptotic Gaussian distribu- tion and you may use Bartlett's formula for the evaluation of the finite sample standard error. Finally state the outcome of your findings. Remark on the effect of such a small sample size on this conclusion.
Calculate a 95% confidence interval for estimator r(2) and determine if the estimator is statistically different from 0. You may assume that the Central Limit Theorem applies and therefore the estimator has an asymptotic Gaussian distribu- tion and you may use Bartlett's formula for the evaluation of the finite sample standard error. Finally state the outcome of your findings. Remark on the effect of such a small sample size on this conclusion.
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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