Numerical Methods For Engineers, 7 Ed
7th Edition
ISBN: 9789352602131
Author: Canale Chapra
Publisher: MCGRAW-HILL HIGHER EDUCATION
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Chapter 14, Problem 9P
Develop a program using a programming or macro language to implement the random search method. Design the subprogram so that it is expressly designed to locate a maximum. Test the program with f(x, y) from Prob. 14.7. Use a range of
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5. The volume V of a given mass of
monoatomic gas changes with temperat re
T according to the relation
V = KT2/3. The work done when
temperature changes by 90 K will be xR.
The value of x is
(a) 60
(b)20
(c)30
S
(d)90
Consider a matrix
3
-2
1
A =
0
5 4
-6
2
-1
Define matrix B as transpose of the inverse of matrix A. Find the determinant of matrix A + B.
5) State any theorems that you use in determining your solution.
a) Suppose you are given a model with two explanatory variables such that:
Yi = a +ẞ1x1 + ẞ2x2i + Ui, i = 1, 2, ... n
Using partial differentiation derive expressions for the intercept and slope
coefficients for the model above.
[25 marks]
b)
A production function is specified as:
Yi = α + B₁x1i + ẞ2x2i + Ui,
i = 1, 2, ... n,
u₁~N(0,σ²)
where:
y = log(output), x₁ = log(labor input), x2 = log(capital input)
The results are as follows:
x₁ = 10, x2 = 5, ỹ = 12, S11 = 12, S12= 8, S22 = 12, S₁y = 10,
= 8, Syy = 10,
S2y
n = 23 (individual firms)
i) Compute values for the intercept, the slope coefficients and σ².
[20 marks]
ii)
Show that SE (B₁) = 0.102.
[15 marks]
iii)
Test the hypotheses: ẞ1
=
1 and B2 = 0, separately at the 5%
significance level. You may take without calculation that SE (a) = 0.78
and SE (B2) = 0.102
[20 marks]
iv)
Find a 95% confidence interval for the estimate ẞ2.
[20 marks]
Chapter 14 Solutions
Numerical Methods For Engineers, 7 Ed
Ch. 14 - 14.1 Find the directional derivative of
at in...Ch. 14 - Repeat Example 14.2 for the following function at...Ch. 14 - 14.3 Given
Construct and solve a system of...Ch. 14 - (a) Start with an initial guess of x=1 and y=1 and...Ch. 14 - 14.5 Find the gradient vector and Hessian matrix...Ch. 14 - Prob. 6PCh. 14 - Perform one iteration of the steepest ascent...Ch. 14 - Perform one iteration of the optimal gradient...Ch. 14 - Develop a program using a programming or macro...Ch. 14 - 14.10 The grid search is another brute force...
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