Introductory Combinatorics
5th Edition
ISBN: 9780134689616
Author: Brualdi, Richard A.
Publisher: Pearson,
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Chapter 2, Problem 64E
(a)
To determine
To find: The probability that the sequence contains exactly
(b)
To determine
To find: The probability that the sequence contains exactly
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Module Code: MATH380202
3. (a) Let {} be a white noise process with variance σ2.
Define an ARMA(p,q) process {X} in terms of {+} and state (without proof)
conditions for {X} to be (i) weakly stationary and (ii) invertible.
Define what is meant by an ARIMA (p, d, q) process. Let {Y} be such an ARIMA(p, d, q)
process and show how it can also be represented as an ARMA process, giving the
AR and MA orders of this representation.
(b) The following tables show the first nine sample autocorrelations and partial auto-
correlations of X and Y₁ = VX+ for a series of n = 1095 observations. (Notice
that the notation in this part has no relationship with the notation in part (a) of
this question.)
Identify a model for this time series and obtain preliminary estimates for the pa-
rameters of your model.
X₁
= 15.51, s² = 317.43.
k
1
2
3
4
5
6
7
Pk
0.981
0.974
0.968
akk 0.981 0.327
8
9
0.927
0.963 0.957 0.951 0.943 0.935
0.121 0.104 0.000 0.014 -0.067 -0.068 -0.012
Y₁ = VX : y = 0.03, s² = 11.48.
k
1…
Let G be a graph with n ≥ 2 vertices x1, x2, . . . , xn, and let A be the adjacency matrixof G. Prove that if G is connected, then every entry in the matrix A^n−1 + A^nis positive.
Module Code: MATH380202
1. (a) Define the terms "strongly stationary" and "weakly stationary".
Let {X} be a stochastic process defined for all t € Z. Assuming that {X+} is
weakly stationary, define the autocorrelation function (acf) Pk, for lag k.
What conditions must a process {X+) satisfy for it to be white noise?
(b) Let N(0, 1) for t€ Z, with the {+} being mutually independent. Which of
the following processes {X+} are weakly stationary for t> 0? Briefly justify your
answers.
i. Xt for all > 0.
ii. Xo~N(0,) and X₁ = 2X+-1+ &t for t > 0.
(c) Provide an expression for estimating the autocovariance function for a sample
X1,..., X believed to be from a weakly stationary process. How is the autocor-
relation function Pk then estimated, and a correlogram (or acf plot) constructed?
(d) Consider the weakly stationary stochastic process ✗+ = + + +-1+ +-2 where
{E} is a white noise process with variance 1. Compute the population autocorre-
lation function Pk for all k = 0, 1, ....
Chapter 2 Solutions
Introductory Combinatorics
Ch. 2 - Prob. 1ECh. 2 - How many orderings are there for a deck of 52...Ch. 2 - In how many ways can a poker hand (five cards) be...Ch. 2 - How many distinct positive divisors does each of...Ch. 2 - Determine the largest power of 10 that is a factor...Ch. 2 - How many integers greater than 5400 have both of...Ch. 2 - In how many ways can four men and eight women be...Ch. 2 - In how many ways can six men and six women be...Ch. 2 - In how many ways can 15 people be seated at a...Ch. 2 - A committee of five people is to be chosen from a...
Ch. 2 - How many sets of three integers between 1 and 20...Ch. 2 - A football team of 11 players is to be selected...Ch. 2 - There are 100 students at a school and three...Ch. 2 - A classroom has two rows of eight seats each....Ch. 2 - At a party there are 15 men and 20 women.
How many...Ch. 2 - Prove that
by using a combinatorial argument and...Ch. 2 - In how many ways can six indistinguishable rooks...Ch. 2 - In how many ways can two red and four blue rooks...Ch. 2 - We are given eight rooks, five of which are red...Ch. 2 - Determine the number of circular permutations of...Ch. 2 - How many permutations are there of the letters of...Ch. 2 - A footrace takes place among four runners. If ties...Ch. 2 - Bridge is played with four players and an ordinary...Ch. 2 - Prob. 24ECh. 2 - A ferris wheel has five cars, each containing four...Ch. 2 - A group of mn people are to be arranged into m...Ch. 2 - In how many ways can five indistinguishable rooks...Ch. 2 - A secretary works in a building located nine...Ch. 2 - Prob. 29ECh. 2 - We are to seat five boys, five girls, and one...Ch. 2 - Prob. 31ECh. 2 - Determine the number of 11-permutations of the...Ch. 2 - Determine the number of 10-permutations of the...Ch. 2 - Determine the number of 11-permutations of the...Ch. 2 - List all 3-combintions and 4-combinations of the...Ch. 2 - Prob. 36ECh. 2 - A bakery sells six different kinds of pastry. If...Ch. 2 - How many integral solutions of
x1 + x2 + x3 + x4 =...Ch. 2 - There are 20 identical sticks lined up in a row...Ch. 2 - There are n sticks lined up in a row, and k of...Ch. 2 - In how many ways can 12 indistinguishable apples...Ch. 2 - Prob. 42ECh. 2 - Prob. 43ECh. 2 - Prove that the number of ways to distribute n...Ch. 2 - Prob. 45ECh. 2 - Prob. 46ECh. 2 - There are 2n + 1 identical books to be put in a...Ch. 2 - Prob. 48ECh. 2 - Prob. 49ECh. 2 - In how many ways can five identical rooks be...Ch. 2 - Consider the multiset {n · a, 1, 2, 3, … , n} of...Ch. 2 - Consider the multiset {n · a, n · b, 1, 2, 3, … ,...Ch. 2 - Find a one-to-one correspondence between the...Ch. 2 - Prob. 54ECh. 2 - How many permutations are there of the letters in...Ch. 2 - What is the probability that a poker hand contains...Ch. 2 - What is the probability that a poker hand contains...Ch. 2 - Prob. 58ECh. 2 - Prob. 59ECh. 2 - A bagel store sells six different kinds of bagels....Ch. 2 - Consider an 9-by-9 board and nine rooks of which...Ch. 2 - Prob. 62ECh. 2 - Four (standard) dice (cubes with 1, 2, 3, 4, 5, 6,...Ch. 2 - Let n be a positive integer. Suppose we choose a...
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