Compute the SStotal. Do not round. x1 x2 4 5 Mean of x1 3 Mean of...
Compute the SS for group 1 Table of Raw Data Values. x12 2 6 Mean of x1-3 Mean of x2-6.2 Grand mean-4.6
23. Compute if x1=2, x2=5 and x3=0. 24. Compute ∑ i = 1 3 x i f i if x1=1, x2=3, x3=4 and f1=f2=2, f3=5. 25. Compute if x1=1, x2=3, x3=4 and f1=f2=2, f3=5.
7. Let W = Span{x1, x2}, where x1 = [1 2 4]" and X2 – [5 5 5]" a. (4 pts) Construct an orthogonal basis {V1, V2} for W. b. (4 pts) Compute the orthogonal projection of y = [0 1]' onto W. C. (2 pts) Write a vector V3 such that {V1, V2, V3} is an orthogonal basis for R", where vi and v2 are the vectors computed in (a).
3. Suppose X1, X2, -- are independent identically distributed random variables with mean 0 and variance 1.Let Sn denote the partial sum Let Fn denote the information contained in Xi, .X,. Suppoe m n. (1) Compute El(Sn Sm)lFm (2) Compute ESm(Sn Sm)|F (3) Compute ES|]. (Hint: Write S (4) Verify that S -n is a martingale. [Sm(Sn Sm))2) 3. Suppose X1, X2, -- are independent identically distributed random variables with mean 0 and variance 1.Let Sn denote the partial sum...
Let X1 be a normal random variable with mean 2 and variance 3, and let X2 be a normal random variable with mean 1 and variance 4. Assume that X1 and X2 are independent. What is the distribution of the linear combination Y = 2X1 + 3X2?
1 [3]. Let X1,X2, X3 be iid random variables with the common mean --1 2-4 and variance σ Find (a) E (2X1 - 3X2 + 4X3); (b) Var(2X1 -4X2); (c) Cov(Xi - X2, X1 +2X2).
Let the independent random variables X1 and X2 have binomial distribution with parameters n1 = 3, p =2/3, and n2=4, p=1/2 respectively. Compute P(X1 = X2).Hint: List the four mutually exclusive ways that X1 = X2 and compute the probability of each.
= = 3, Cov(X1, X2) = 2, Cov(X2, X3) = -2, Let Var(X1) = Var(X3) = 2, Var(X2) Cov(X1, X3) = -1. i) Suppose Y1 = X1 - X2. Find Var(Y1). ii) Suppose Y2 = X1 – 2X2 – X3. Find Var(Y2) and Cov(Yı, Y2). Assuming that (X1, X2, X3) are multivariate normal, with mean 0 and covariances as specified above, find the joint density function fxı,Y,(y1, y2). iii) Suppose Y3 = X1 + X2 + X3. Compute the covariance...
(12 points) The random variables X1, X2, and X; are jointly Gaussian with the following mean vector and covariance matrix: 54 2 07 2 5 -1 0-1 The random variable Y is formed from X1, X2, and X; as follows: Y=X1 - X2 + X3 +4. Determine P( Y> 3).
Consider the independent random variables X1, X2, and X3 with - E(X1)=1, Var(X1)=4 - E(X2)=2, SD(X2)=3 - E(X3)=−1, SD(X3)=5 (a) Calculate E(5X1+2). (b) Calculate E(3X1−2X2+X3). (c) Calculate Var(5X1−2X2).