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statistics ques
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Sinistral
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May 04, 2013; 3:52pm
statistics ques
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"You don't have to believe in God, but you should believe in The Book." -Paul Erdős
wolverine
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May 04, 2013; 6:08pm
Re: statistics ques
it can be verified for any value of n
take n=2
X1,X2,X3,X4 be the rv
so we will find V(X1-X2+X3-X4)= V(X1+X3-(X2+X4))
= V(X1+X3) + V(X2+X4) - 2COV(X1+X3,X2+X4)
= V(X1)+V(X3) +2COV(X1,X3) + V(X2) +V(X4) + 2COV(X2,X4) - 2[COV(X1,X2)+COV(X1,X4)+COV(X2,X3)+COV(X3,X4)]....egn 1\
given V(Xi)=4 and cov(Xi,Xj)=3 putting dese values in 1 we get
4+4+ 2*3 +4 +4 + 2*3 -2(3+3+3+3)
= 28-24=4
which equals 2n...option b
Amit Goyal
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May 04, 2013; 6:11pm
Re: statistics ques
Administrator
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by Sinistral
Solution is attached:
sol_stat.png
Sinistral
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May 05, 2013; 12:05pm
Re: statistics ques
thank you both of you. I realised I hadnt studied unbiasedness & i jumped to this ques.
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"You don't have to believe in God, but you should believe in The Book." -Paul Erdős
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