Consider AR(1) process \(X_t=bX_{t-1}+e_t\)
where \(e_t\) with mean of 0 and variance of \(\sigma^2\)
and |b| <1
Let \( a_k \) be a recursive sequence with \( a_1 \) =1 and \( a_{k+1} = a_k + P_k +1\) for \( k = 1, 2 ,...,\) where \(P_k \) is Poisson iid r.v with mean = 1
also, assume \(P_t\)...
Homework Statement
Consider X(1)...X(n) IID X~ Poisson(lambda=lnQ), x=0,1,2..., Q >1
Find the Unique MVUE for lnQ?
Homework Equations
The Attempt at a Solution
i let T=sum(x), which is sufficient
and lnQ*=sum(x)/n be an unbiased estimator for lnQ
Not really sure how to...
Homework Statement
Let S be the form of (a, b,c ,d )in R4, given a not equal to 0. Find the basis that is subset of S.Homework Equations
The Attempt at a Solution
I got a(1,0,0,0), b(0,1,0,0), c(0,0,1,0), d(0,0,0,1) as basis. a not = 0
But i wasn't sure what the significances of a not = to 0...
Homework Statement
Consider a differentiable curve r: [a,b]-> R(3) such that r(a)= r(b). show that there is a value t belongs [a,b] such that r(t) is orthogonal to r(prime)(t).
Homework Equations
The Attempt at a Solution
My answer: Since r(a)= r(b) the curve must reach a max/min point...
Homework Statement
Let x and y have the join probability density function given by
f(x,y) = 6 (1-y) 0<= x<=y<= 1
= 0 elsewhere
Find P(x<=3/4, y=> 1/2)
Homework Equations
The Attempt at a Solution
I know you have to find the probability in 2 parts...
(
I think i got it now...
So if we let A(x,y,z) be the closest point from L to R. This condition must be satisfy: RA dot PQ= 0. SO RA = (3-x,-5-y,5-z).
And from the dot product, i get x+y-2z=-12. So, i sub in the L into the equation I just got and solve for t, and equal t=-2, yields x=2...
Homework Statement
Given p(4,2,3), Q(5,3,1), R(3,-5,5) and let L be a line that passes through P and Q
Find the coordinates of that point of the line L which is closest to the point R.
Homework Equations
The Attempt at a Solution
I found the equation of the line L= (x=4+t, y=2+t...
I think i get it, but here is what i got
re parametrize the intersection, and i got c=(x=2cost+1,y=2sint, z= 2sint+1) and point (1,2,3) is t=pi/2
and to find radius is R=1/curvature at t=pi/2?
Homework Statement
Let C be the curve of intersection of the cylinder x^2-2x+y^2 =3 and the plane z=y+1. Find the radius of the osculating circle of the curve C at point (1,2,3)
The Attempt at a Solution
I am not really sure how to start it...
i tried finding the point of...
Homework Statement
The plane that passes through the line of intersection of the plane x-z=1 and y+2z=3 and is perpendicular to the plane x+y-2z=1Homework Equations
The Attempt at a Solution
I found the intersection point of the 2 planes by setting z=0 yielding the point (1,3,0). Next I found...