作业帮计量经济学的一些题目.1.Suppose Yi,i = 1,2,…,N,is independently and identically distributed as N(0,σ^2)求:a):Show that E(Yi^2 / σ^2)=1b):Show that W=(1/σ^2) * ∑i=1,N * Yi^2 is distributed λ^2N (ps:λ是很像X的那个希腊字母,N
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计量经济学的一些题目.1.Suppose Yi,i = 1,2,…,N,is independently and identically distributed as N(0,σ^2)求:a):Show that E(Yi^2 / σ^2)=1b):Show that W=(1/σ^2) * ∑i=1,N * Yi^2 is distributed λ^2N (ps:λ是很像X的那个希腊字母,N
计量经济学的一些题目.
1.Suppose Yi,i = 1,2,…,N,is independently and identically distributed as
N(0,σ^2)
求:
a):Show that E(Yi^2 / σ^2)=1
b):Show that W=(1/σ^2) * ∑i=1,N * Yi^2 is distributed λ^2N (ps:λ是很像X的那个希腊字母,N是下标.)
c):Show that E(W) = N.
怕打的不清楚..附了张题目..
计量经济学的一些题目.1.Suppose Yi,i = 1,2,…,N,is independently and identically distributed as N(0,σ^2)求:a):Show that E(Yi^2 / σ^2)=1b):Show that W=(1/σ^2) * ∑i=1,N * Yi^2 is distributed λ^2N (ps:λ是很像X的那个希腊字母,N
1、E(Yi^2 / σ^2)=E(Yi^2) / σ^2= σ^2 / σ^2=1
2、对于任意一个i,变量Yi/ σ服从标准正态分布N(0,1),则由卡方定义知道,诸Yi/ σ的平方和服从自由度为N的卡方分布
3、卡方分布的定义：服从卡方分布的随机变量的均值为N.