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
icon
Related questions
Question
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)
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)
Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
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