Consider the processes for y that are given below, which you estimate using a sample from t=1,...,T, and for each of them construct the forecast for the period that is asked. [You will do symbolic derivations like the ones I did in class for an AR(2).] a. AR(4), forecast for period T+2. b. ARMA(1,3), forecast for period T+3.
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Consider the processes for y that are given below, which you estimate using
a sample from t=1,...,T, and for each of them construct the forecast for the
period that is asked. [You will do symbolic derivations like the ones I did in
class for an AR(2).]
a. AR(4), forecast for period T+2.
b. ARMA(1,3), forecast for period T+3.
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- The probability that the Air Conditioning of a brand new car is defective is 10%. Let X be the number of cars with defective AC in a sample of size 100. (a). Find P(X < 6) exactly. (b). ) Find P(X < 6) approximately, using a Poisson approximation (c). Find P(X < 6) approximately, using a normal approximation. Note: For parts (a) and (b), you only need to provide a formal expression each. For part (c), you need to compute the numerical values using the Q-function table (Table 4.2) from the textbook.Consider a random process which is given by Y(t) = t - Z where Z is a random variable with mean 1.2 and second moment 2.5. The autocovariance of the random process X(t) isFind the moment generating function ME(t) for an exponential random variable with parameter (lambda) = 1. Sketch the graph of ME(t)
- Let X1, . . . , Xn ∼ iid Unif(θ1, θ2), where both θ1 and θ2 are unknown. Find the MOM estimator and compare them to the MLE.Let X1, X2, ... , Xn be a random sample from N(μ, σ2). Find the Moment Generating Function of X̅. If n = 16 and σ = 2, compute P(-1 ≤ X̅ - μ ≤ 1).In a video game with a time slot of fixed length T, signals are generated according to a Poisson process with rate λ, where T > 1/λ. During the time slot you can push a button only once. You win if at least one signal occurs in the time slot and you push the button at the occurrence of the last signal. Your strategy is to let pass a fixed time s with 0 < s < T and push the button upon the first occurrence of a signal (if any) after time s. What is your probability of winning the game? What value of s maximizes this probability?
- Consider a random sample X1,...,Xn,... ∼ iid Beta(θ,1) for n > 2. Prove that the MLE and UMVUE are both consistent estimators for θI got MLE = n/-∑logXi and UMVUE = (n-1)/∑logXi. Need help in proving consistencyWe use the Wilcoxon signed-rank test to test the hypothesis that there is no difference between the Before and After with this data: Questions What is the sum of rank for before and after ?An SRS of 100 flights by Speedy Airlines showed that 64 were on time. An SRS of 100 flights by Happy Airlines showed that 80 were on time. Let pS be the proportion of on-time flights for all Speedy Airline flights, and let pH be the proportion of all on-time flights for all Happy Airlines flights. Is there evidence of a difference in the on-time rate for the two airlines? To determine this, you test the hypotheses H0 : pS – pH 0, Ha : pS – pH 0. The P-value of your test is 0.0117. Which of the following is an appropriate interpretation of the P-value? a. If the on-time rates for the two airlines are equal, there is a 0.0117 probability of getting samples with a difference as far or farther from zero as these samples. b. If the on-time rates for the two airlines are not equal, the probability of getting samples with a difference as far or farther from zero as these samples is 0.9883. c. The probability of making a Type I error is 0.0117. d. The probability of making a Type II error…
- Random samples of size n = 3 are drawn from a finite population consisting of the number 5, 6, 7, 8 and 9. d. Compute the σ2xe. Compute the σxFor a non-homogeneous Poisson process, the intensity function is given by λ(t) = 5 if t is in (1, 2] or (3, 4]; λ(t) = 3 if t is in (0, 1] or (2, 3]. Find the probability that the number number of observed occurrences in the time period (1.5; 4] is more than 2. Round answer to 4 decimals.To increase egg production, a farmer decided to increase the number of times the lights in his henhouse were on. Ten hens were randomly selected, and the number of eggs each produced was recorded. After one week of lengthened light time, the same hens were monitored again. The data is given here. At α = 0.05, can it be concluded that the increased light time increased egg production? Hen 1 2 3 4 5 6 7 8 9 10 Before 4 3 8 7 6 4 9 7 6 5 After 6 5 9 7 4 5 10 6 9 6