Introduction to Statistics and Data Analysis
Introduction to Statistics and Data Analysis
5th Edition
ISBN: 9781305445963
Author: PECK
Publisher: Cengage
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Chapter 12.2, Problem 23E

a.

To determine

Check whether there is any convincing evidence that the proportions in the two donation categories are not the same for all the three types of requests at the 0.01 significance level.

b.

To determine

Write a brief description about the manner in which the proportion making a donation varies for the three types of request.

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3. Consider the following regression model: Yi Bo+B1x1 + = ···· + ßpxip + Єi, i = 1, . . ., n, where are i.i.d. ~ N (0,0²). (i) Give the MLE of ẞ and σ², where ẞ = (Bo, B₁,..., Bp)T. (ii) Derive explicitly the expressions of AIC and BIC for the above linear regression model, based on their general formulae.
How does the width of prediction intervals for ARMA(p,q) models change as the forecast horizon increases? Grows to infinity at a square root rate Depends on the model parameters Converges to a fixed value Grows to infinity at a linear rate
Consider the AR(3) model X₁ = 0.6Xt-1 − 0.4Xt-2 +0.1Xt-3. What is the value of the PACF at lag 2? 0.6 Not enough information None of these values 0.1 -0.4 이

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