Lid S Ty Y An 5 Consder Two Sequences Of Rondom Variables Sx X2 Such That E Xi Mx And Vorlxlox 20 Such That E Y 1 (51.44 KiB) Viewed 96 times
lid's TY, Y an 5 Consder two sequences of rondom Variables SX, X2, such that E (Xi) = Mx and Vorlxlox²20 such that E(Y)= My and Varly 1: oy²20 Use the delta method to gopronmate the normal asymptotic distubution Sty- Elxo - Yn ) %: - Y) Ties Cooxder the vector mx 1 X E Yi Ź X: Y El mx) Elml= Ilmul - 4 My Covoronre matriz Vorlxi) Car (X,Yil Cov(x,x,y) E-Car (YX) Vor C LovlyV Ca. (XIV.X:) Cox, y, У. Var (σαν σ'O you এ ma my H onden Mxy (the Boty Oxyt
2 2 Consider the transformation gtx, y, z)= 2.-XY - W=Mxy - Mx My = Cov(x,y) ond g(m) = mx - mx My = Sxy- noe abo that Consider moltivonolle TLC Vrilm-o) NO, E)
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