1. Consider the thresholded AR(1) process J01a1-1 + wi if ai-1 < 0 01xt-1 02x1-1+ wi if x-1 20 where we is WN (0, o2). Show that the best forecast of an+1 based on 21, 2,.. .,n is S0,n if zn < 0 02an if an 20
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- Consider the linear model Yi = B0 + B1X1i + B2X2i + ui where ui is the error term and where E(ui|X1i,X2i) = 0, observations (Yi,X1i,X2i) are independent and identically distributed, 0 < E(Y4) < 1, 0 < 1i E(X14i) < 1, 0 < E(X24i) < 1 and where X2i = X12i. Are the OLS estimators Bˆ1 and Bˆ2 of the coe¢cients B1 and B2 unbiased and consistent? Explain.Consider one application in which either a first order or second order IVP is formed to find a solution in a model problem.SO what would be the L, Lq, and Wq of this problem? Assuming we are trying to develop and sovle a waiting line system that can accomodate this increased leel of passenger traffic.
- Give a clear and detailed solution of the intergral of e^-ct/m 2)1. Define a Stochastic process and briefly discuss the meaning of measurability of a stochastic process. 2. Consider the ARMA(1,1) model yt = 0.8yt-1 + et + 0.5et-1 with et ~ WN(0, σe2). Derive the Wold representation of yt. 3. Consider the ARMA(2,1) process Φ(L)Xt = Θ(L)et with Φ(L) = 1 − 1.3L + 0.4L2 , Θ(L) = 1 + 0.4L and et ∼ WN(0, σe2). Obtain its Wold representation. 4.Consider the ARMA(2,2) process given by Xt =0.4Xt−1+0.45Xt−2+et+et−1+0.25et−2 with et ∼WN(0,σe2). 5. Consider the MA(1) process yt = et+1.5et−1 with et ∼ WN(0,σe2). Is the above MA(1) a Wold representation? Why or Why not? If not, obtain a suitable Wold representation.If X1, X2, ... , Xn constitute a random sample of size n from an exponential population, show that X is a consis-tent estimator of the parameter θ.
- Proceed as in Examples 7 and 8 of Section 4.8 to find a solution of the given boundary-value problem. y'' − 2y' + 2y = ex, y(0) = 0, y(π/2) = 0Suppose Xn is an IID Gaussian process, withµX[n]=1, and σ2 X[n]=1Now, another stochastic process Yn = Xn − Xn−1. Please find:(a) The mean µY (n).(b) The variance σ2Y (n).(c) The auto-correlation RY (n, k)An engineer is studying the mileage performance characteristics of 5 types of gasoline additives. In the road test he wishes to use cars as blocks; however, because of a time constraint, he must use an incomplete block design. He runs the balanced design with the five blocks that follow. Car Additive 1 2 3 4 5 1 NA 17 14 13 12 2 14 14 NA 13 10 3 12 NA 13 12 9 4 13 11 11 12 NA 5 11 12 10 NA 8 - Verify that this is a balanced incomplete block design - Obtain the estimates of the treatment means and the treatments effects
- B) Let dP/dt =.5P - 50. Find the equilibrium solution for P. Furthermore, determine whether P is intially increasing faster if the initial population is 120 or 200.why is the covariance of a deterministic and a stochastic process 0? This relats to Arithmetic Bronian MotionA diabetic patient needs at least 40 units of Vit. A, at least 30 units of Vit. C, and atleast 30 units of Vit. E each day. Each brand X multivitamin capsule contains 4 units ofVit. A, 6 units of Vit. C, and 2 units of Vit. E; each brand Y capsule contains 5 units of Vit.A, 3 units of Vit.C, and 5 units of Vit. E. If each brand X capsule costs P6.00 and eachbrand Y capsule costs P9.00, how many capsules should the patient take each day tominimize the costs? Solve using graphical method. Show complete solution.Required:1. Formulate the following:a. Decision variablesb. Objective functionc. Constraints2. Graph3. Identify feasible region.4. Solve for the value of X and Y at each point.5. Decision.