EP FINITE MATH.F/BUS,ECON,LIFE..-ACCESS
14th Edition
ISBN: 9780135988244
Author: Barnett
Publisher: PEARSON CO
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Chapter B.1, Problem 4E
Write the first four terms for each sequence in Problems
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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 B Solutions
EP FINITE MATH.F/BUS,ECON,LIFE..-ACCESS
Ch. B.1 - Write the first four terms of each sequence: (a)...Ch. B.1 - Find the general term of a sequence whose first...Ch. B.1 - Write k=15k+11 Without summation notion. Do not...Ch. B.1 - Write the alternating series 113+19127+181 using...Ch. B.1 - Find the arithmetic mean of 9,3,8,4,3, and 6.Ch. B.1 - Write the first four terms for each sequence in...Ch. B.1 - Write the first four terms for each sequence in...Ch. B.1 - Write the first four terms for each sequence in...Ch. B.1 - Write the first four terms for each sequence in...Ch. B.1 - Write the first four terms for each sequence in...
Ch. B.1 - Write the first four terms for each sequence in...Ch. B.1 - Write the 10th term of the sequence in Problem 1.Ch. B.1 - Write the 15th term of the sequence in Problem 2.Ch. B.1 - Write the 99th term of the sequence in Problem 3.Ch. B.1 - Write the 200th term of the sequence in Problem 4.Ch. B.1 - In Problems 11-16, write each series in expanded...Ch. B.1 - In Problems 11-16, write each series in expanded...Ch. B.1 - In Problems 11-16, write each series in expanded...Ch. B.1 - In Problems 11-16, write each series in expanded...Ch. B.1 - In Problems 11-16, write each series in expanded...Ch. B.1 - In Problems 11-16, write each series in expanded...Ch. B.1 - Find the arithmetic mean of each list of numbers...Ch. B.1 - Find the arithmetic mean of each list of numbers...Ch. B.1 - Find the arithmetic mean of each list of numbers...Ch. B.1 - Find the arithmetic mean of each list of numbers...Ch. B.1 - Write the first five terms of each sequence in...Ch. B.1 - Write the first five terms of each sequence in...Ch. B.1 - Write the first five terms of each sequence in...Ch. B.1 - Write the first five terms of each sequence in...Ch. B.1 - Write the first five terms of each sequence in...Ch. B.1 - Write the first five terms of each sequence in...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - In Problems 27-42, find the general term of a...Ch. B.1 - Write each series in Problems 43-50 in expanded...Ch. B.1 - Write each series in Problems 43-50 in expanded...Ch. B.1 - Write each series in Problems 43-50 in expanded...Ch. B.1 - Write each series in Problems 43-50 in expanded...Ch. B.1 - Write each series in Problems 43-50 in expanded...Ch. B.1 - Write each series in Problems 43-50 in expanded...Ch. B.1 - Write each series in Problems 43-50 in expanded...Ch. B.1 - Write each series in Problems 43-50 in expanded...Ch. B.1 - Write each series in Problems 51-54 using...Ch. B.1 - Write each series in Problems 51-54 using...Ch. B.1 - Write each series in Problems 51-54 using...Ch. B.1 - Write each series in Problems 51-54 using...Ch. B.1 - Write each series in Problems 55-58 using...Ch. B.1 - Write each series in Problems 55-58 using...Ch. B.1 - Write each series in Problems 55-58 using...Ch. B.1 - Write each series in Problems 55-58 using...Ch. B.1 - In Problems 59-62, discuss the validity of each...Ch. B.1 - In Problems 59-62, discuss the validity of each...Ch. B.1 - In Problems 59-62, discuss the validity of each...Ch. B.1 - In Problems 59-62, discuss the validity of each...Ch. B.1 - Some sequences are defined by a recursive formula-...Ch. B.1 - Some sequences are defined by a recursive formula-...Ch. B.1 - Some sequences are defined by a recursive formula-...Ch. B.1 - Some sequences are defined by a recursive formula-...Ch. B.1 - If A is a positive real number, the terms pf the...Ch. B.1 - If A is a positive real number, the terms pf the...Ch. B.1 - The sequence defined recursively by...Ch. B.1 - The sequence defined by bn=551+52n is related to...Ch. B.2 - Which of the following can be the first four terms...Ch. B.2 - (A) If the 1st and 15th terms of an arithmetic...Ch. B.2 - Find the sum of the first 40 terms in the...Ch. B.2 - Find the sum of all the odd numbers between 24 and...Ch. B.2 - Find the sum of the first eight terms of the...Ch. B.2 - Repeat Example 6 with a loan of 6,000 over 5...Ch. B.2 - Repeat Example 7 with a tax rebate of 2,000.Ch. B.2 - In Problems 1 and 2, determine whether the...Ch. B.2 - In Problems 1 and 2, determine whether the...Ch. B.2 - In Problems 3-8, determine whether the finite...Ch. B.2 - In Problems 3-8, determine whether the finite...Ch. B.2 - In Problems 3-8, determine whether the finite...Ch. B.2 - In Problems 3-8, determine whether the finite...Ch. B.2 - In Problems 3-8, determine whether the finite...Ch. B.2 - In Problems 3-8, determine whether the finite...Ch. B.2 - Let a1,a2,a3,an, be an arithmetic sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an arithmetic sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an arithmetic sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an arithmetic sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an arithmetic sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an arithmetic sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Let a1,a2,a3,an, be an geometric sequence. In...Ch. B.2 - Find the sum of the odd integers between 12 and 68Ch. B.2 - Find the sum of all the even integers between 23...Ch. B.2 - Find the sum of each infinite geometric sequence...Ch. B.2 - Repeat Problem 31 for: (a) 16,4,1, (b) 1,3,9,Ch. B.2 - Find f1+f2+f3++f50 if fx=2x3.Ch. B.2 - Find g1+g2+g3++g100 if gx=183t.Ch. B.2 - Find f1+f2++f10 if fx=12x.Ch. B.2 - Find g1+g2++g10 if gx=2x.Ch. B.2 - Show that the sum of the first n odd positive...Ch. B.2 - Show that the sum of the first n even positive...Ch. B.2 - If r=1, neither the first form nor the second form...Ch. B.2 - If all of the terms of an infinite geometric...Ch. B.2 - Dose there exist a finite arithmetic series with...Ch. B.2 - Dose there exist a finite arithmetic series with...Ch. B.2 - Does there exist an infinite geometric series with...Ch. B.2 - Dose there exist an infinite geometric series with...Ch. B.2 - Loan repayment. If you borrow $4,800 and repay the...Ch. B.2 - Loan repayment. If you borrow $5,400 and repay the...Ch. B.2 - Economy stimulation. The government, through a...Ch. B.2 - Economy stimulation. Due to reduced taxes, a...Ch. B.2 - Compound interest. If $1,000 is invested at 5...Ch. B.2 - Compound interest. If $P is invested at 100r...Ch. B.3 - Evaluate. (A)4!(B)7!6!(C)8!5!Ch. B.3 - Find A5C2B6C0Ch. B.3 - Use the binomial theorem to expand x+25.Ch. B.3 - Use the binomial theorem to find the fourth term...Ch. B.3 - In Problems 1-20, evaluate each expression. 6!Ch. B.3 - In Problems 1-20, evaluate each expression. 7!Ch. B.3 - In Problems 1-20, evaluate each expression. 10!9!Ch. B.3 - In Problems 1-20, evaluate each expression. 20!19!Ch. B.3 - In Problems 1-20, evaluate each expression. 12!9!Ch. B.3 - In Problems 1-20, evaluate each expression. 10!6!Ch. B.3 - In Problems 1-20, evaluate each expression. 5!2!3!Ch. B.3 - In Problems 1-20, evaluate each expression. 7!3!4!Ch. B.3 - In Problems 1-20, evaluate each expression....Ch. B.3 - In Problems 1-20, evaluate each expression....Ch. B.3 - In Problems 1-20, evaluate each expression....Ch. B.3 - In Problems 1-20, evaluate each expression....Ch. B.3 - In Problems 1-20, evaluate each expression. 5C3Ch. B.3 - In Problems 1-20, evaluate each expression. 7C3Ch. B.3 - In Problems 1-20, evaluate each expression. 6C5Ch. B.3 - In Problems 1-20, evaluate each expression. 7C4Ch. B.3 - In Problems 1-20, evaluate each expression. 5C0Ch. B.3 - In Problems 1-20, evaluate each expression. 5C5Ch. B.3 - In Problems 1-20, evaluate each expression. 18C15Ch. B.3 - In Problems 1-20, evaluate each expression. 18C3Ch. B.3 - Expand each expression in Problems 21-26 using the...Ch. B.3 - Expand each expression in Problems 21-26 using the...Ch. B.3 - Expand each expression in Problems 21-26 using the...Ch. B.3 - Expand each expression in Problems 21-26 using the...Ch. B.3 - Expand each expression in Problems 21-26 using the...Ch. B.3 - Expand each expression in Problems 21-26 using the...Ch. B.3 - Find the indicated term in each expansion in...Ch. B.3 - Find the indicated term in each expansion in...Ch. B.3 - Find the indicated term in each expansion in...Ch. B.3 - Find the indicated term in each expansion in...Ch. B.3 - Find the indicated term in each expansion in...Ch. B.3 - Find the indicated term in each expansion in...Ch. B.3 - Show that nC0=nCnforn0.Ch. B.3 - Show that nCr=nCnrfornr0.Ch. B.3 - The triangle shown here is called Pascal’s...Ch. B.3 - Explain why the sum of the entries in each row of...Ch. B.3 - Explain why the alternating sum of the entries in...Ch. B.3 - Show that nCr=nr+1rnCr1fornr1.Ch. B.3 - Show that nCr1+nCr=n+1Crfornr1.
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