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RA - Assignment 1

1. The document describes a sample of 64 daily weekday afternoon lead concentration measurements recorded near a Los Angeles freeway in 1976. It includes instructions to construct a frequency distribution, histogram, and calculate various summary statistics. 2. It presents two problems involving covariance matrices: finding the covariance of Y given the covariance of X, and vice versa, where X and Y are related random variables. 3. It provides a problem about independent random variables with the same mean and variance, and calculating the mean and variance of related random variables, and the expected value of a sum of squares. 4. It gives a problem involving a multivariate normal distribution, finding the joint distribution of two related random variables. 5.

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Peng Jin
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31 views1 page

RA - Assignment 1

1. The document describes a sample of 64 daily weekday afternoon lead concentration measurements recorded near a Los Angeles freeway in 1976. It includes instructions to construct a frequency distribution, histogram, and calculate various summary statistics. 2. It presents two problems involving covariance matrices: finding the covariance of Y given the covariance of X, and vice versa, where X and Y are related random variables. 3. It provides a problem about independent random variables with the same mean and variance, and calculating the mean and variance of related random variables, and the expected value of a sum of squares. 4. It gives a problem involving a multivariate normal distribution, finding the joint distribution of two related random variables. 5.

Uploaded by

Peng Jin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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RA Assignment 1

1. The following 64 observations are a sample of daily weekday afternoon (3 to 7p.m.) lead
concentrations [in micrograms per cubic meter (µg/m3 ) ]. The data were recorded at an
air monitoring station near the San Diego Freeway in Los Angeles during the fall of 1976.

6.7 5.4 5.2 6.0 8.7 6.0 6.4 8.3 5.3 5.9
7.6 5.0 6.9 6.8 4.9 6.3 5.0 6.0 7.2 8.0
8.1 7.2 10.9 9.2 8.6 6.2 6.1 6.5 7.8 6.2
8.5 6.4 8.1 2.1 6.1 6.5 7.9 15.1 9.5 10.6
8.4 8.3 5.9 6.0 6.4 3.9 9.9 7.6 6.8 8.6
8.5 11.2 7.0 7.1 6.0 9.0 10.1 8.0 6.8 7.3
9.7 9.3 3.2 6.4

(a) Construct a frequency distribution and display the results in form of a histogram. Is
this distribution symmetric?
(b) Calculate the mean median, quartiles, interquartile range, sample variance, and sam-
ple standard deviation.

2. Suppose X1 , . . . , Xn are random variables, and Y1 = X1 , Yi = Xi − Xi−1 , i = 2, . . . , n.


Set X = (X1 , X2 , · · · , Xn )> , Y = (Y1 , Y2 , · · · , Yn )> . Let I be the n × n identity matrix.

(a) If Cov(X) = I, find Cov(Y ).


(b) If Cov(Y ) = I, find Cov(X).

3. Suppose X1 , · · · , Xn are independent random variables with the same mean θ and vari-
ance σ 2 .

(a) Let Yi = Xi − Xi−1 , i = 2, · · · , n. Show that each Yi has mean 0 and variance 2σ 2 .
(b) Set Q = (X1 − X2 )2 + · · · + (Xn−1 − Xn )2 . Find E(Q).

4. Suppose X = (X1 , X2 , X3 )> ∼ N (µ, Σ), where


 
2 1 1
µ = (2, 1, 2)> , Σ =  1 3 0 .
 

1 0 1
Find the joint distribution of Y1 = X1 + X2 + X3 and Y2 = X1 − X2 .

5. Suppose X is a two-dimensional normal random vector with joint density


 
−1 1 2 2

f (x1 , x2 ) = k exp − x1 + 2x2 − x1 x2 − 3x1 − 2x2 + 4 .
2
Find E(X) and Cov(X).

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