Hi could you solve the following and provide solutions (note that the ts are subscripts): LetE(xt) = 3, E(yt) = −0.5 and Cov(xt, yt) = −0.8. Calculate 3/4E(xtyt) Let error(t) be the error term of a regression where E(error(t)) = 0; and E(error(t)^2) = 0.25. Calculate var(error(t)).  Let var(xt) = 0.5, var(yt) = 0.4 and rho(x,y) = −0.8. Calculate Cov(xt, yt).

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

Hi could you solve the following and provide solutions (note that the ts are subscripts):

LetE(xt) = 3, E(yt) = −0.5 and Cov(xt, yt) = −0.8. Calculate 3/4E(xtyt)

Let error(t) be the error term of a regression where E(error(t)) = 0; and E(error(t)^2) = 0.25.
Calculate var(error(t)). 

Let var(xt) = 0.5, var(yt) = 0.4 and rho(x,y) = −0.8. Calculate Cov(xt, yt). 

Expert Solution
steps

Step by step

Solved in 2 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