QUESTION 1Time series model x, = 5-0.6x,1 +z, , where z, - IID(0,2.25).Use the given model to find distribution of x, (show all your calculations).QUESTION 2Consider the ARMA(1.1) model (x, – 4)–4(x-1 - 4) = z, – 0, z,-1 , where z, - WN (0,0) andlal<1. Find the autocorrelation functions (ACF) for process x,.

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Answered: QUESTION 1 Time series model x, =…

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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Consider an electronic component with a lifetime denoted by a random variable T which is modelled by an exponential distribution with a parameter of average lifetime B = 5. Part A: Exponential Distribution Write the probability that a component is still working after 5 years, as an expression: P(T > 5) = | dt Use t for T e() for exponential function ()! for factorial ( )*( ) for exponents • Help entering equations Part B: Probability Write the probability that a component is still working after 5 years, numerically: P(T > 5) = • Help entering equations Part C: Binomial Distribution Let X be the random variable representing the number of components that are still working after 5 years. Write the binomial distribution for at least 3 components that are still working, as an expression: P(X 2 3) = Use p for parameter p x for the value of the random variable X e() for exponential function C(n,x) for combination of "x out of n" (O! for factorial (O*) for exponents • Help entering equations…
Suppose the relationship between Y and X is given by: Y = 50 + 3X + error By how much does the expected value of Y change if X decreases by 2 units?
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QUESTION 1 Time series model x, = 5-0.6x +z, , where z, - IID(0,2.25). Use the given model to find distribution of x, (show all your calculations). QUESTION 2