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TSF Mid Terms

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43 views35 pages

TSF Mid Terms

Uploaded by

Pranjal Gupta
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Boos Sune Liveng _Keaness ION {Gus jeans nf cp (uw) OY), Oka, Ya) “The waodel ia = fo + Bi xy + € , : i a € is ennor Cuno, «9 | Simple Linear Regression Adeslel foes pes Lie Ais Wy J L S (fo, fi) = = Gi = = pixi)” E tllacal = Bo + pu. El) Bo? Br oar conan Van (YIX=x) 2 x3 + | tl) <0 Nols o* 4¥2ER GC wNnidio? | _ Conf €,x) = 0 hes TT —~ fs sungrhoes. S_ Bor Py X* € T “ >| Ye y wore “ye akual lus , q: Gey 9 ie diayeseya =F (y-%)* if i] ae 36 3 ga Ct not oe hao | gee, — | Proreenes Of Least Sou Estimates it best square ctinsaen lo A To shew : (po) ego ccf) = 8, | Be Say = EDLY: Sat 4 2 6i-a)— qlv-x) Sma Boa talein Ros Gnd 45 -4Shay ah ee en 8 San ae Bos 204... eahsee EC) = See: yi) = 3 ciety) I eh ~ S é G (Bo + Br ai) | | | - = ZeiPo + Z ci frm { 2 po 2ci + B, SCi Ai I =O + f. 2 Citi Now, Za = 2 (ai-a)- a Sam i =e Sait - nx” = | . Soo Now bey = E(u a) > Elait Spmagia | n ~ QA SH 4 WR 5 EW Lon tHe? V7, “ecg = pup _ — 4 to Ze New, - _ fo= T- pm (fade € (GBR) See ee. Now , Mi_= fo + fr Xi r€i EUYi)= fo 4 Bi EC Xi) Vis Bo+pi¥ An tye know teat Sample atta E (fo) = ELY-£.%) : Ya an unstaned 2atirnnates of spate oe Teg popwadion x x won So, FO) = > por Bix - B “fet ge) = po : 3 J Vox (6) = Vax €f) = Van (25 yo = Se? Vaal 4) = g? SG; 2 sts an-z)~ San 2 o* ZS (ni-%)* Sav eot + San — > al ¢ mc a) _ ee Cou (Ff) = Cow( 2%, 2¢iy:) “Cov (xs, 94) + £0 QCK-) | / a n \ 41 i ee EL ev cy yi) Cow i za : ; 4 2ECi varlyi) eo Zig Su. as | n - I CT | ive! i Vax. CY = Vor (9-83) | _ Vor (T+ Var (BX) = 2cev(T, AR - = 6? 4K .6* ~o Vas (0.2) = 2 Vox) | a Sax Kis Conakak Tose know Cul¥ iG) 0) | i (4 +x \|. | nN San J te | Gov is Bs) = Cow (F-Ai%, fi) = Cow (iB) - Cv BEG) ew ee - \ [ Meson Lixeunoon Est mation (MLE), - “ Consider (xi, Yi ade Hu duvacale data. ; at - Yee fo + Ps Xi_+ Ej Ei > (i= fo = pr'xi) We Jenow that Ei niCo, 6) a. ) or, =a fei)\> f(ei)e AT Qn co . 2 1 | ee Cte) = Lihat! fancier i Lei) - Be) zi 4 Vie 2 oz _ - (cane) 4 tes LC@i = = 0 bes 2c = 9 bog CP oe 2M fe = Bux)” o enbiohng wit pe Biter. & tun equates it to tro. Qlogl = 0-1» + 4 SCM Bo - Br Xi)* ‘ ge7 gor 2«4 _ a Sok SUN Bo -B, Xi * RX KENT ; = n= 2 (4i-fo-pix) a” a aor { spc et 2 Sy. peep) (- 4) 2 | ‘oO sb SUMi-po -BXi} . oo | “-_Z(Ni- fos Bixi) =O aM: =o fo. =. By -2Xi = 0: ing th ans ty bp ~ {fe = Tad a |; amal 24”. 1 Dleg ice) = a 2 Si B ~ 6x5) (x "of ake B= ferl x Org Cixi- poxi - a,x) ofa [eviKi — posx,- pax] ch er a [aw T= gD Sxi - Be xi'] Cow (Xi,Mi) = Bi Vax (i) " Cy) = Cov UG. 4j) 1 = Cov(yi,¥i) : wae) | \Syiu- G-padeu —e, OP £ni*\5. 2 motmal og) +44 OZ +- — Basile Wea Seu 2D so cou team is Kero 5 = ee (Bo Py @ _ o= Ba) au. =0 8 Ss = ly: <3)? = Ely 5)" + Gua cmusSf_+ 8 sum ein am Suet) Me aitinion v dit to pxiyie o* = Sse = Mse N-2 SSE) = E(MSe) = 67 I neal TT Y= Bot Bet Co - fi N Cf San ) - Ho + Bs = by, suvlsion Hate a : 12 Pros ou wher b, a know neal ; pz0-05 =) Accept Ho Gob-value 2% “Talo. value =3 Reject Ho. KXAN (0,1) bhandard noumal” i Oh mw ty AE 5 EX A Ke + bey a No VAn . vss ur ae | "ial ap SLE, FI 3 KO ——— } ——f \— TT =e eS \ . | n San — — Ho: Bo = bo vis He: Pe be J wher bo & known volue rn . Ho , fe 20s {be oe ae +3*)) n We detine, Zs = fe be. A Niot) [sts 4%) Lo THe) foto ted “Thin teste use} aohen #s kaowo. | By del” of 4 distnibudion ; =e LE i Fa S€ foot = -be . ee a £1 +3 5 _. SS€ ied 5ttn) aaa - = -be A try (2 +x* MSE SIR sen) Sep - be area a Saw Decisten Rule: We ruyer Itnal> byes etheawiee accept Ho. meges agit a oh daveh of penne, { MSR = SSR Decision Rule + We uapeck “Hoot &*hiLons. of Feat > Fay | PHeruwre accept Ho. * — a - TSS = SSR + SSE 2 ai-pt = elise + elf a0" hil ie hh | vs fot BATE Ly iby, Teaser! deep woulh R* dow tot. iw uw | Conidence Inteewas foe opr de® Pacsib be “Tet _stalubic for fo ut ub / uss | pee poe *: flo -bo | | MSE (L + A\ seUhy vA | N Cn sam) fu Bi iw tO Sot (Bs) = 7: Se(fs) = SE ‘ 100 (4-0) *le C2. fox Bese oma Tae Pe Pela B.- ps ty, \_= £ Sree S. eoEK “s) a 7 Le (ty on SEQ) < fi-f& 2 t _ Lf) « PE, = son = — ——— PP one _SE(fA)- fs Pas 6th ar SEC =p) tae Pao S€ (fi) +f. z Pr%-b ose Dep) = hx P e bce SEG tpi £ Bre t seg) + fi) = t-0 $0010) C.-T. fox Bs bp G Sterna E (fi) +B bees SE (polt aD tt pth A ZC whee s.e€.(6.) = | MSE San ‘s tC ~ . fb tee oT 100 (1-«)"/o CT. fe Bo a Pp (-+ {arom fe 4 tae) 9 P Chun St Uf) € fe afe £ tamna Sep) ) = ta PE batanc Se (Po) - Bo £ - Bo & tay na St (po)—fr)=4-) tv ohy Aeon ced Ebon SED ‘fe po tae ate f (es St(fo)+ fo £ Bo 24 SEG) “fe Hey jin sa c (4-)*), cx (ere win St z sep aw Seip) - sef/i +x (ie rene | iii) Confidence Inberwal fon ee ! SSE ww Ye - 7, : a ee ae hk r a, I [Pye Ze Sh a ae se £Z = Ce cP 4 _\ = 1-« £ k lara t F ipa SSE Tt ) t “3 tg% 2 Sse \ = 1-4x (Cem ine Meare) Phmeetns <<, ate : | 072 : = ! Aer v. £00 (1-0) "Jo C.-T. fou co S YF’ 40 ~2SE >—_SSe_\ noe Xe pr n-z (RAE J MoE» (m-2) MSE (n-2) ee... tye NEIDENCE Inteavan For Exercted Reseow wee'y Th chi ¥ X= Ho — ELM /xzoo] = Bot fete = Ayla | Arbon, [yrno—ia = Pigs foo + Pr Le Man _(plyine) = Von (feb +f ps a) v(y- pox + fi to : v@ + fir oe - 5) 2 VC¥)_ + (m= %)* Vf) 4 2covl ¥. fs (ae-x) = £- + Co-W™ 6% 4+ 0 San 5 o- ®) o* es + (a 0") + es 2) + +100 (1-x)*}, CT for_pyiro ~ SE (5 pine [‘eacene, ] poeere/ [ome [77 thet ae ee —— EAN 9 ray = f-9 hex, We y= fe vn (0, yar cv)) Vax CW) = Var. (Yo- fo) tented Tate) = Now (42) + Var (fo) ad bov (4 Je) ] v 7 = 2? 4 6% + (Oo-D*\—0 _ [ n C a 1 | Moa CW = ce +4 + (ao-%)*) ! . San 4 400 (4-0) fo C-r. Yo * aneer Rye Plazxeb)= 4-a Yer. F ££ d-ye ety na) =1- ’ Lor oot “en ) 1-02 S-€ Ch) { se muarawre # cane! alin Monee Reagession: “Tae model in, a —— Y= fo + Pski + parka +--+ Bp Xp+& dha covouaver re Z9x0 lou Comverse i inde (4 x Xa Xa - -- Xp L Mt Xn Xn Mas Kip 2 : No : uy 3 Ny ‘ 4 : ; v 7 7c 1 + n Yn ueieerss tell 8% comes 2p. Be to_iakencept = E> erm = evn) t Prasat... Pp Bip = a ZW- po- jo Patina -... -Bptip) (- Au) oa Q Po- Bit Pam Pp%ip. SMA = Po Savy eB zan Apa SM Ant. these eS ; —L =D given >Re 1 ZMiMip = Take, 24 at fp Satyp* ee Here, we have ( prt) none ‘eywahions g Cptt) parameters - Ax=.6. Bo ! e. a0 J x=[ po ‘Asin Za, Bet Fay all fi ZA Za” Eis %n : Ea Xi | fe = nee Up, (pL) xt ep _ ta Aip Sact | / ae & i Be | yi | EM Ay t 2M asp [qe ee 4 Selim of a a "BR Bien Po. Pas. ——— nes, Po, fi. a at 3 §)* Gey = 2-9)" = = (w= 9)2 + 2 i _ | +: Sse . TSs = SSE I shire . Rolie pis ti, Ks fe + fidut Bans + Pp Kip jb a pa a \ F- vakio pa ST Life MSR WE Inc 4 aT pa | MSE SM-D) yg BY y_ opix'y + pix! Xp aS =0 op x xB— xty= 0 eel tna te Yippee vx! xp —x'Ys 0: we neh ee Muslin, eth gids by Gc asi ween ot Bs" stone (5 oY of bent amnion “Iuhueen “6 oO ah g ty Gu CB) 2 Vou (B= Van Loc wr] SUN x Voaty) [xc Oe] S68 Ceo (CR) (ety) = o* (xx) t © Since macy 2 eae 16 ae 22s = Tss= SsR + Sse.) 2 (i-V 2 zg - 9)" + 3 i -)™ — Ssse2S (W-h)'= set = 'E at = Y~ xg! W- ¥p) ey wag peat + peep a clnk KAY = YY ~ 28 y + +pxy pink | | {[f Boag > osiate se svpuh 2 ie dW A) Vawiebly 'n vulow oi eadolioe be" L = Gaikorion fg sation \ y om eee eon with p 7 “~~ P : Tabs Fart PANE WOMANE tks as voruedten As, Ary Hs Aubet Ff rvwodals = a pay %9 Ama 1 Aa mam yf oer est ee a ES TT J eewese Secectim Memao. “dente = _ - : _ Tr* = Multiple R | cpa ma Asppore, wie showe pco-vaniakes in tine model Hota al paoalte— ; : odalin 2 - 1, WA thin [foes my = Goal Yj) jedan _ | Lat ia yb He Is wijecl Ho) SSE CM) /y 9 IL [bk tania add 1 in the made! thorurine Jt it | Hl MuLTCOLLINEARIT Y —— pe ee ee ee ee oe = cn os) . t (ee yp nel a ap Hoa the havo vocsiabrlen eo colsinens SEs open eacheter. Ina rip Ain upiaina. nual vl f 72 ovaniakes fh ee hed a “Te ae Deri TecTION ow OF Mucticoumeniry . VF). y te “S Eiht pre Clea BO) Lo jaan to ottan peers an 8 Fi pala svall On Abe ether 4 ‘ededact at fence , VI os ee wit ok te Aig value po ME ye — ek in Hae _ ee m™ ea) ; 7 $$ —_—_—__ 4 | dla: = Mende csv C ) 1 = dota [,,-1) . ‘ pho = cows (%) how iw = rel sho) [wey = dy sy 1 Stak 0 Volnenf VIF) > $9 =) Multi; pbllingan'tre Adena arn aba bate 7 nak yao € vIN (0 an! [Nowual Probably Plot ~ aed for daabing. daceing norway — | Plot (cs, 8); f= 1,2...) whore Qt a conrerponding tofi-s Ge 0:5) /n. a a L sili - ZL {ji} fej jt te lL pabte re iL eee No Ne oinians maton : ela oh 33 + = Sls Lee 7 [ - ts a 7 - c ~ me _ ! tn _

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