(d) You are told that o² = 1, 0₁ = 0.2 and 02 = -0.1 is the variance for the time series mean estimator less efficient or more efficient than the T = 20 sample size ensemble average i.i.d. case? Justify your answer with a relevant calculation and explanation using the formula in Equation (1) provided above in part (c) of this question.
(d) You are told that o² = 1, 0₁ = 0.2 and 02 = -0.1 is the variance for the time series mean estimator less efficient or more efficient than the T = 20 sample size ensemble average i.i.d. case? Justify your answer with a relevant calculation and explanation using the formula in Equation (1) provided above in part (c) of this question.
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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Step 1
Given:-
To compare the variance of the time series which means the variance estimator T = 20.
The average sample lesson is:
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