Suppose that Y₁ , Y₂ ,..., Y n are random variables with a common mean y , a common variance 11eb9b5b_3d0d_67b3_bf3e_ddc08fcc9445_SM2686_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 11eb9b5b_3d0d_67b4_bf3e_b12e016188e0_SM2686_11 b. Suppose that n = 2. Show that 11eb9b5b_3d0d_8ec5_bf3e_3f076f588ea0_SM2686_11 and 11eb9b5b_3d0d_8ec6_bf3e_f1d0c025e3f9_SM2686_11 c. For n 2, show that 11eb9b5b_3d0d_8ec7_bf3e_bfd71c31be52_SM2686_11 and 11eb9b5b_3d0d_8ec8_bf3e_6f930fec42eb_SM2686_11 d. When n is very large, show that 11eb9b5b_3d0d_b5d9_bf3e_ad003afae8f1_SM2686_11

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

النسخة 3الرقم المعياري الدولي: 978-9352863501

النسخة 3الرقم المعياري الدولي: 978-9352863501

تمرين 15

Suppose that Y₁ , Y₂ ,..., 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

التوضيح

موثّق

We are told that are random variables w...