Recent content by GottaLoveMath

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    Struggling with Math Homework? E(t) Term Got You Stuck?

    Homework Statement Please see the attached file. Homework EquationsThe Attempt at a Solution If my math is right so far, I am basically stuck as to what to do with the E(t) term. [/B]
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    Expected Value and Auto Covariance for Moving Average Process with Lag h=s-t

    Homework Statement Y_t = u_(t-1) + u_(t) + u_(t+1) where u~WN(0,sigma^2) Find expected value, and auto covariance as a function of lag h = s-t for some s and t Homework EquationsThe Attempt at a Solution so E(y) = 0 cov(Y_t, Y_h) = cov(u_(t-1) + u_(t) + u_(s-t+1), u_(s-t-1) + u_(t) +...
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    Taylor Series and Random Variables

    Homework Statement A standard procedure for finding an approximate mean and variance of a function of a variable is to use a Taylor Expansion for the function about the mean of the variable. Suppose the variable is y, and that its mean and standard deviation are "u" and "o". f(y) = f(u) +...