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Problem 2. Let X1,..., X, be any n random variables such that |Cov(X;, X;)I < 0, i, j 1, ...,n. Let c1,...,, be n constants. Please derive the variance of cX1+c2X2+ ...+ „Xp-

Problem 2. Let X1,..., X, be any n random variables such that |Cov(X;, X;)I < 0, i, j 1, ...,n. Let c1,...,, be n constants. Please derive the variance of cX1+c2X2+ ...+ „Xp-

MATLAB: An Introduction with Applications
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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Problem 2. Let X1,..., X, be any n random variables such that |Cov(X;, X;)| < 0, i, j 1,...,n. Let c1,...,c, be n constants. Please derive the variance of c X1+c2X2+ + „Xn- ... Problem 3. Consider the following summary data on the modulus of elasticity (x106 psi) for lumber of three different grades: Table 1: Grade sample size sample mean sample standard deviation Test 1.63 0.31 10 1.56 0.29 10 1.42 0.30 Rte (1). What assumptions must be made for carrying out the ANOVA analysis? (2). For the data in Table 1, carry out the ANOVA analysis at a significance level of 0.05. (3). Suppose another set of samples are observed and summary data are provided in Table 2. Using the data in Table 2, carry out the ANOVA analysis at a significance level of 0.05. Table 2: Grade sample size sample mean sample standard deviation 1 9 1.63 0.27 2 7 1.56 0.24 3 11 1.42 0.26
Transcribed Image Text:Problem 2. Let X1,..., X, be any n random variables such that |Cov(X;, X;)| < 0, i, j 1,...,n. Let c1,...,c, be n constants. Please derive the variance of c X1+c2X2+ + „Xn- ... Problem 3. Consider the following summary data on the modulus of elasticity (x106 psi) for lumber of three different grades: Table 1: Grade sample size sample mean sample standard deviation Test 1.63 0.31 10 1.56 0.29 10 1.42 0.30 Rte (1). What assumptions must be made for carrying out the ANOVA analysis? (2). For the data in Table 1, carry out the ANOVA analysis at a significance level of 0.05. (3). Suppose another set of samples are observed and summary data are provided in Table 2. Using the data in Table 2, carry out the ANOVA analysis at a significance level of 0.05. Table 2: Grade sample size sample mean sample standard deviation 1 9 1.63 0.27 2 7 1.56 0.24 3 11 1.42 0.26
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