Question

how would you use the Cholesky factorization to obtain an IID sample of size n from...

how would you use the Cholesky factorization to obtain an IID sample of size n from the Np(c,Σ) distribution?

Homework Answers

Answer #1

ANSWER:

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Prove that for a sample of n where Xi ~ iid Bernoulli (p) and Yn =...
Prove that for a sample of n where Xi ~ iid Bernoulli (p) and Yn = ∑Xi, that Bn =                [Yn – np] / √[np(1-p)]  -->D N(0,1) i.e. Bn has a limiting distribution of the standard normal. No need to use the MGF, you can use a theorem to answer this (which you must identify). Show all steps and parameterize the RV as the theorem specifies
Suppose a simple random sample of size n+75 is obtained from a population whose size is...
Suppose a simple random sample of size n+75 is obtained from a population whose size is N=10,000 and whose population proportion with a specified characteristic is p= 0.6 . Complete parts ​(a) through​ (c) below. ​(a) Describe the sampling distribution of p^. Choose the phrase that best describes the shape of the sampling distribution below. A.) Not normal because n<_ 0.05N and np(1-p)<10. B.) Approximately normal because n<_0.05N and np(1-p)>_10. C). Not normal because n<_0.05N and np(1 -p)>_10. D). Approximately...
Show that the sum of the observations of a random sample of size n from a...
Show that the sum of the observations of a random sample of size n from a gamma distribution that has pdf f(x; θ) = (1/θ)e^(−x/θ), 0 < x < ∞, 0 < θ < ∞, zero elsewhere, is a sufficient statistic for θ. Use Neyman's Factorization Theorem.
Let X1, X2, . . . , Xn be a random sample of size n from...
Let X1, X2, . . . , Xn be a random sample of size n from a distribution with variance σ^2. Let S^2 be the sample variance. Show that E(S^2)=σ^2.
You want to obtain a sample to estimate a population mean. Based on previous evidence, you...
You want to obtain a sample to estimate a population mean. Based on previous evidence, you believe the population standard deviation is approximately σ=59.2. You would like to be 98% confident that your estimate is within 10 of the true population mean. How large of a sample size is required? n = __________________
You want to obtain a sample to estimate a population mean. Based on previous evidence, you...
You want to obtain a sample to estimate a population mean. Based on previous evidence, you believe the population standard deviation is approximately σ=72.7. You would like to be 99% confident that your esimate is within 3 of the true population mean. How large of a sample size is required? n =
You want to obtain a sample to estimate a population mean. Based on previous evidence, you...
You want to obtain a sample to estimate a population mean. Based on previous evidence, you believe the population standard deviation is approximately σ = 63.5 . You would like to be 98% confident that your estimate is within 4 of the true population mean. How large of a sample size is required? n = ?
You want to obtain a sample to estimate a population mean. Based on previous evidence, you...
You want to obtain a sample to estimate a population mean. Based on previous evidence, you believe the population standard deviation is approximately σ=77.3. You would like to be 99% confident that your esimate is within 1 of the true population mean. How large of a sample size is required? n =
You want to obtain a sample to estimate a population mean. Based on previous evidence, you...
You want to obtain a sample to estimate a population mean. Based on previous evidence, you believe the population standard deviation is approximately σ = 56.5 . You would like to be 98% confident that your esimate is within 4 of the true population mean. How large of a sample size is required? n =
You want to obtain a sample to estimate a population mean. Based on previous evidence, you...
You want to obtain a sample to estimate a population mean. Based on previous evidence, you believe the population standard deviation is approximately σ = 75.2 . You would like to be 99% confident that your estimate is within 5 of the true population mean. How large of a sample size is required? n =