Question
In: Economics
Assume that your two variables, X and Y, are integrated of different orders, explain step by...
Assume that your two variables, X and Y, are integrated of different orders, explain step by step how
you will:
Q.4.2 Test for cointegration and the chosen method?
Solutions
Rahul Sunny answered 1 year agoRelated Solutions
1. Assume that X and Y are two independent discrete random variables and that X~N(0,1) and...
1. Assume that X and Y are two independent discrete random
variables and that X~N(0,1) and Y~N(µ,σ2).
a. Derive E(X3) and deduce that E[((Y-µ)/σ)3]
= 0
b. Derive P(X > 1.65). With µ = 0.5 and σ2 = 4.0,
find z such that P(((Y-µ)/σ) ≤ z) = 0.95. Does z depend on µ and/or
σ? Why
Let X and Y be two independent random variables. Assume that X is Negative- Binomial(2, θ)...
Let X and Y be two independent random variables. Assume that X
is Negative-
Binomial(2, θ) and Y is Negative-Binomial(3, θ) distributed. Let Z
be another random
variable, Z = X + Y .
(a) Find the following probabilities: P(Z = 0), P(Z = 1) and P(Z =
2);
(b) Can you guess what is the distribution of Z?
Let X and Y be two independent random variables such that X + Y has the...
Let X and Y be two independent random variables such that X + Y
has the same density as X. What is Y?
Given are five observations for two variables, x and y. (Round your answers to two decimal...
Given are five observations for two variables, x and y. (Round
your answers to two decimal places.) xi 1 2 3 4 5 yi 3 8 6 11 14
(a) Use sŷ* = s 1 n + (x* − x)2 Σ(xi − x)2 to estimate the standard
deviation of ŷ* when x = 3. Incorrect: Your answer is incorrect.
(b) Use ŷ* ± tα/2sŷ* to develop a 95% confidence interval for the
expected value of y when x = 3....
Given are five observations for two variables, x and y. (Round your answers to two decimal...
Given are five observations for two variables, x and
y. (Round your answers to two decimal places.)
xi
3
12
6
20
14
yi
55
40
55
10
15
(a)
Estimate the standard deviation of
ŷ*
when
x = 10.
(b)
Develop a 95% confidence interval for the expected value of
y when
x = 10.
to
(c)
Estimate the standard deviation of an individual value of
y when
x = 10.
(d)
Develop a 95% prediction interval for y...
Given are five observations for two variables, x and y. (Round your answers to two decimal...
Given are five observations for two variables, x and
y. (Round your answers to two decimal places.)
xi
3
12
6
20
14
yi
55
40
55
10
15
(a)
Estimate the standard deviation of
ŷ*
when
x = 10.
(b)
Develop a 95% confidence interval for the expected value of
y when
x = 10.
to
(c)
Estimate the standard deviation of an individual value of
y when
x = 10.
(d)
Develop a 95% prediction interval for y...
Provide an example that if the cov(X,Y) = 0, the two random variables, X and Y,...
Provide an example that if the
cov(X,Y)
= 0, the two random variables, X and Y, are not necessarily
independent.
Would you please give the example specifically and
why?
Provide an example that if the cov(X,Y) = 0, the two random variables, X and Y,...
Provide an example that if the
cov(X,Y)
= 0, the two random variables, X and Y, are not necessarily
independent.
Would you please give the example specifically and
why?
Let X and Y be two independent random variables. X is a binomial (25,0.4) and Y...
Let X and Y be two independent random variables. X is a binomial
(25,0.4) and Y is a uniform (0,6). Let W=2X-Y and Z= 2X+Y.
a) Find the expected value of X, the expected value of Y, the
variance of X and the variance of Y.
b) Find the expected value of W.
c) Find the variance of W.
d) Find the covariance of Z and W.
d) Find the covariance of Z and W.
This is the probability distribution between two random variables X and Y: Y \ X 0...
This is the probability distribution between two random
variables X and Y:
Y \ X
0
1
2
3
0.1
0.2
0.2
4
0.2
0.2
0.1
a) Are those variables independent?
b) What is the marginal probability of X?
c) Find E[XY]
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