【印刷可能】 ƒp[ƒ} ƒƒ“ƒY ƒƒbƒNƒX 233404
Moments like E(Y i 1 Y i 2 Y i 3 Y i 4) We won't ordinarily know all of those moments We might reasonably model Y i as independent with mean i, common variance ˙2 and common central moments 3 = E((Y i 4 i)3) and 4 = E((Y i i) ) Then after some tedious calculations we get var(Y0AY) = ( 4 3˙4)a0a 2˙4tr() 4˙2 0A 4 3 0@ f r E N P b g ̘b ɖ߂ ܂ 傤 B ̌ A { ̉̎ ɂ͂Ȃ ̂ł A16 N ɃN P b g 2 ڂ̗ ŘA M @ c ɂȂ A n s @ A ҂̕ی ɓw ߂܂ B A W N \ 哝 ̂̋ ȃC f B A ڏZ @ iIndian Removal Act j ɔ A1935 N ̑I ł͗ I c Ɉ z f r N P b g ͌̋ e l V ɕʂ A ܂ 烁 L V R ̓Ɨ 悷 e L T X ̋` E R ɐg 𓊂 ܂ B āA16 N ̃A ̐킢 ŋʍӂ ̂ł BD y s k4 4 1 Ԓn ɓ r 2F Tel Fax Module Code Ca660 Lecture Block 3 Ppt Download ƒp[ƒ} ƒƒ"ƒY ƒƒbƒNƒX
