تكلم مع الذكاء الاصطناعي
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
النسخة 3الرقم المعياري الدولي: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
النسخة 3الرقم المعياري الدولي: 978-9352863501 تمرين 1
Suppose that C is an n × n symmetric idempotent matrix with rank r and let V ~ N (0 n , I n ).
a. Show that C = AA ', where A is n × r with A'A = I r. ( Hint: C is possintive semidefinite and can be written as Q Q as explained in Appendix 18.1.)
b. Show that A'V ~ N ( 0 r , I r ).
c. Show that V'CV ~ r 2
a. Show that C = AA ', where A is n × r with A'A = I r. ( Hint: C is possintive semidefinite and can be written as Q Q as explained in Appendix 18.1.)
b. Show that A'V ~ N ( 0 r , I r ).
c. Show that V'CV ~ r 2
التوضيح
موثّق
موثّق
a) Since C is semidefinite and positive
...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
لماذا لم يعجبك هذا التمرين؟
أخرى 8 أحرف كحد أدنى و 255 حرفاً كحد أقصى
حرف 255
