Suppose that Y 1 , Y 2 ,..., Y n are random variables with a common mean y , a common variance 11eb817c_771a_1d79_84e6_9d1a3412403a_SM2685_11 and the same correlation (so that the correlation between Y i and Y j is equal to for all pairs i and j, where i j ). a. Show that 11eb817c_771a_1d7a_84e6_59b6786e2510_SM2685_00 b. Suppose that n = 2. Show that 11eb817c_771a_1d7b_84e6_e5564376f1e2_SM2685_11 and 11eb817c_771a_1d7c_84e6_85919ec372d1_SM2685_11 c. For n 2, show that 11eb817c_771a_448d_84e6_036e1846b31d_SM2685_11 and 11eb817c_771a_448e_84e6_a354d8e1b2c9_SM2685_11 d. When n is very large, show that 11eb817c_771a_448f_84e6_77f083aa1b08_SM2685_11

Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

النسخة 3الرقم المعياري الدولي: 978-9352863501

النسخة 3الرقم المعياري الدولي: 978-9352863501

تمرين 20

Suppose that Y 1 , Y 2 ,..., Y n are random variables with a common mean y , a common variance

and the same correlation (so that the correlation between Y i and Y j is equal to for all pairs i and j, where i j ).
a. Show that

b. Suppose that n = 2. Show that

and

c. For n 2, show that

and

d. When n is very large, show that

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موثّق

We are told that
are random variables...