Mathematics, 23.10.2019 01:00 meganxc98
Let y1, . . , yn be random variables with var(yi) = σ 2 and cov(yi , yj ) = rhoσ2 . the variance covariance matrix is of the form (a − b)i + bj, where a = 1, b = rho, j = 110 . therefore, in our model σ = σ 2 [(1 − rho)i + rhoj]. the inverse of this special matrix can be obtained as follows: σ−1 =
Answers: 3
Mathematics, 21.06.2019 17:00
The ratio of rock songs to dance songs on jonathan’s mp3 player is 5: 6. the total number of rock and dance songs jonathan has is between 101 120. how many rock songs does he have?
Answers: 2
Mathematics, 21.06.2019 18:30
Sasha drank 8 bottles of water everyday for a week. how many bottles of water did she drink in total?
Answers: 2
Mathematics, 21.06.2019 19:00
Asmall business produces and sells balls. the fixed costs are $20 and each ball costs $4.32 to produce. each ball sells for $8.32. write the equations for the total cost, c, and the revenue, r, then use the graphing method to determine how many balls must be sold to break even.
Answers: 3
Let y1, . . , yn be random variables with var(yi) = σ 2 and cov(yi , yj ) = rhoσ2 . the variance co...
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