# Tagged Questions

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### Determining Moving-Average Representation of AR(2) Process

Consider a stationary $AR(2)$ process given by $$X_{t} - X_{t-1} + 0.25X_{t-2} = 5 + a_{t}$$ where $a_{t} \sim WN(0,1)$ (white noise). I am interested in obtaining the causal representation of ...
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### Variance- covariance matrix

Consider $H$ denotes hat matrix and $e$ denotes residual. In the book Applied regression Analysis by Draper/Smith, it is written that : $\mathbb V(e_i)$ is given ...
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### Confidence Interval for Regression Coefficient ,$\beta$

In the book 'Applied regression Analysis' by Draper/Smith, it is written that : Obtain individual $100(1-\alpha)\%$ confidence interval for the various parameters separately from the formula ...
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### Calculating optimum values of $u$ and $m$ from $\mathbb V(\bar {y_2}\prime)=\frac{S_2^2(n-u\rho^2)}{n^2-u^2\rho^2}$

I have to find optimum sample size in sampling on two occasions. Suppose that the samples are of the same size n on both occasions. In selecting the second sample, $m$ of the units in the first ...
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### Mantel-Haenszel $\chi_1^2$ statistic

I was doing a particular example from the book Epidemiologic Research by Kleinbaum(example 15.6) and didn't understood some basic statistical aspect. ...
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### why not applicable categorical variables using ANOVA F or Levene test?

For independent test data is a categorical variable using the Pearson chi-squared test. But, why not applicable categorical variables using ANOVA F or Levene test? Are there any theories on this ...
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### Is it true that $\mathbb E[{\frac{X}{Y}]}={\frac{\mathbb E[X]}{\mathbb E[Y]}}$?

If $X$ and $Y$ are both random variables, does it hold $$\mathbb E\left[\frac{X}{Y}\right]={\frac{\mathbb E[X]}{\mathbb E[Y]}}$$ ??
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### Statistical search for two needles in random haystacks

I have written a script to analyze some data at work, and for each run, it outputs a long list of integers. Each set of results is a frequency distribution (each integer appears one to many times). ...
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### What is the distribution of $|X-Y|$ if both $X$ and $Y$ are $U(0,1)$?

I am trying to find the distribution of $Z = |X-Y|$ if both $X$ and $Y$ are uniform over $(0, 1)$ and independent. The answer I am getting is very close to the one given but I can't figure out why ...
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### Showing $Cor(X,Y) = 1$ if $a>0$ and $-1$ if $a<0$

Suppose X and Y are random variables such that $Y=aX+b$ and $a$ and $b$ are constants. Show that $Cor(X,Y) = \begin{cases} +1 &\mbox{if } a > 0 \\ -1 & \mbox{if } a < 0. \end{cases}$ ...
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### Normal Approximation to Binomial Distribution using Moment Generating Functions

We're told not to use the central limit theorem to show that the normal approximation is suitable for a binomial distribution when n tends to infinity. I've managed to show the answer, but it ...