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- (b) Suppose that {Y} is generated according to Y₁ = 10 + e, − 1⁄e₁–1 + 1e₁-2, with e, ~ N(0, 1). (i) Identify the mode
Posted: Sun Jul 10, 2022 10:10 am
by answerhappygod
- B Suppose That Y Is Generated According To Y 10 E 1 E 1 1e 2 With E N 0 1 I Identify The Mode 1 (118.82 KiB) Viewed 52 times
- (b) Suppose that {Y} is generated according to Y₁ = 10 + e, − 1⁄e₁–1 + 1e₁-2, with e, ~ N(0, 1). (i) Identify the model Y₁. (ii) Find the mean and covariance functions for {Y}. Is {Y} stationary? (iii) Find the mean and covariance functions for {VY,}. Is {VY,} stationary? (vi) Determine P1 and P2. (v) Using (vi) or otherwise, determine 11 and 22. (2 marks) (2+5+1 marks) (2+5+1 marks) (6 marks) (4 marks)