QUESTION 3 3.1 Consider the model yij = i +eij, i = 1,..., a; j = 1, ..., ni. 3.1.1 Show that u; is estimable. [32 Marks] (7) 3.1.2 Find the best linear unbiased estimator (b.l.u.e) of μi. (5) 3.2 Consider n serially correlated observations y; from a normal population. This means that: E [yi] =μ and var (yi) = 0²; the correlation coefficient between y; and y₁+1 is p for i = 1,, n 1; and that all other correlation coefficients are zero. Show that: 3.2.1 E[y]=; - 3.2.2 Var ()= [1 + 2p (1 − 1)]; and (5) ཆེསྱེÊ (7) 3.2.3 E [S2] = 0² (124), where s² is unbiased estimator of σ². (8)
QUESTION 3 3.1 Consider the model yij = i +eij, i = 1,..., a; j = 1, ..., ni. 3.1.1 Show that u; is estimable. [32 Marks] (7) 3.1.2 Find the best linear unbiased estimator (b.l.u.e) of μi. (5) 3.2 Consider n serially correlated observations y; from a normal population. This means that: E [yi] =μ and var (yi) = 0²; the correlation coefficient between y; and y₁+1 is p for i = 1,, n 1; and that all other correlation coefficients are zero. Show that: 3.2.1 E[y]=; - 3.2.2 Var ()= [1 + 2p (1 − 1)]; and (5) ཆེསྱེÊ (7) 3.2.3 E [S2] = 0² (124), where s² is unbiased estimator of σ². (8)
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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![QUESTION 3
3.1 Consider the model yij = i +eij,
i = 1,..., a; j = 1, ..., ni.
3.1.1 Show that u; is estimable.
[32 Marks]
(7)
3.1.2 Find the best linear unbiased estimator (b.l.u.e) of μi.
(5)
3.2 Consider n serially correlated observations y; from a normal population. This means that:
E [yi]
=μ and var (yi) = 0²; the correlation coefficient between y; and y₁+1 is p for i =
1,, n 1; and that all other correlation coefficients are zero. Show that:
3.2.1 E[y]=;
-
3.2.2 Var ()= [1 + 2p (1 − 1)]; and
(5)
ཆེསྱེÊ
(7)
3.2.3 E [S2] = 0² (124), where s² is unbiased estimator of σ².
(8)](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F86fcfd70-f9e3-4ab8-a94f-b545f3087d32%2Fe0d50ae2-0059-438c-9bbe-90831e11c160%2Fx6m5ju_processed.jpeg&w=3840&q=75)
Transcribed Image Text:QUESTION 3
3.1 Consider the model yij = i +eij,
i = 1,..., a; j = 1, ..., ni.
3.1.1 Show that u; is estimable.
[32 Marks]
(7)
3.1.2 Find the best linear unbiased estimator (b.l.u.e) of μi.
(5)
3.2 Consider n serially correlated observations y; from a normal population. This means that:
E [yi]
=μ and var (yi) = 0²; the correlation coefficient between y; and y₁+1 is p for i =
1,, n 1; and that all other correlation coefficients are zero. Show that:
3.2.1 E[y]=;
-
3.2.2 Var ()= [1 + 2p (1 − 1)]; and
(5)
ཆེསྱེÊ
(7)
3.2.3 E [S2] = 0² (124), where s² is unbiased estimator of σ².
(8)
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