Excursions in Modern Mathematics (9th Edition)
9th Edition
ISBN: 9780134468372
Author: Peter Tannenbaum
Publisher: PEARSON
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Chapter 14, Problem 29E
Exercises 29 and 30 refer to the following story: An orange grower wishes to compute the average yield from his orchard. The orchard contains three varieties of trees: 50% of his trees are of variety A, 25% of variety B, and 25% of variety C.
a. Suppose that the grower samples randomly from 300 trees of variety A, 150 trees of variety B, and 150 trees of variety C. What type of sampling is being used?
b. Suppose that the grower selects for his sample a 10 by 30 rectangular block of 300 trees of variety A, a 10 by 15 rectangular block of 150 trees of variety B, and a 10 by 15 rectangular block of 150 trees of variety C. What type of sampling is being used?
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Module Code: MATH380202
3. (a) Let {} be a white noise process with variance σ2.
Define an ARMA(p,q) process {X} in terms of {+} and state (without proof)
conditions for {X} to be (i) weakly stationary and (ii) invertible.
Define what is meant by an ARIMA (p, d, q) process. Let {Y} be such an ARIMA(p, d, q)
process and show how it can also be represented as an ARMA process, giving the
AR and MA orders of this representation.
(b) The following tables show the first nine sample autocorrelations and partial auto-
correlations of X and Y₁ = VX+ for a series of n = 1095 observations. (Notice
that the notation in this part has no relationship with the notation in part (a) of
this question.)
Identify a model for this time series and obtain preliminary estimates for the pa-
rameters of your model.
X₁
= 15.51, s² = 317.43.
k
1
2
3
4
5
6
7
Pk
0.981
0.974
0.968
akk 0.981 0.327
8
9
0.927
0.963 0.957 0.951 0.943 0.935
0.121 0.104 0.000 0.014 -0.067 -0.068 -0.012
Y₁ = VX : y = 0.03, s² = 11.48.
k
1…
Let G be a graph with n ≥ 2 vertices x1, x2, . . . , xn, and let A be the adjacency matrixof G. Prove that if G is connected, then every entry in the matrix A^n−1 + A^nis positive.
Module Code: MATH380202
1. (a) Define the terms "strongly stationary" and "weakly stationary".
Let {X} be a stochastic process defined for all t € Z. Assuming that {X+} is
weakly stationary, define the autocorrelation function (acf) Pk, for lag k.
What conditions must a process {X+) satisfy for it to be white noise?
(b) Let N(0, 1) for t€ Z, with the {+} being mutually independent. Which of
the following processes {X+} are weakly stationary for t> 0? Briefly justify your
answers.
i. Xt for all > 0.
ii. Xo~N(0,) and X₁ = 2X+-1+ &t for t > 0.
(c) Provide an expression for estimating the autocovariance function for a sample
X1,..., X believed to be from a weakly stationary process. How is the autocor-
relation function Pk then estimated, and a correlogram (or acf plot) constructed?
(d) Consider the weakly stationary stochastic process ✗+ = + + +-1+ +-2 where
{E} is a white noise process with variance 1. Compute the population autocorre-
lation function Pk for all k = 0, 1, ....
Chapter 14 Solutions
Excursions in Modern Mathematics (9th Edition)
Ch. 14 - As part of a sixth-grade class project the teacher...Ch. 14 - As part of a sixth-grade class project the teacher...Ch. 14 - Madison County has a population of 34,522 people....Ch. 14 - Madison County has a population of 34,522 people....Ch. 14 - A big concert was held at the Bowl. Men and women...Ch. 14 - A large jar contains an unknown number of red...Ch. 14 - You want to estimate how many fish there are in a...Ch. 14 - To estimate the population in a rookery, 4965 fur...Ch. 14 - To count whale populations, the capture is done by...Ch. 14 - The critically endangered Mauis dolphin is...
Ch. 14 - Exercises 11 and 12 refer to Chapmans correction....Ch. 14 - Exercises 11 and 12 refer to Chapmans correction....Ch. 14 - Starting in 2004, a study to determine the number...Ch. 14 - Exercises 25 through 28 refer to the following...Ch. 14 - Name the sampling method that best describes each...Ch. 14 - An audit is performed on last years 15, 000...Ch. 14 - Exercise17 through 20 refer to the following...Ch. 14 - Exercise17 through 20 refer to the following...Ch. 14 - Exercise17 through 20 refer to the following...Ch. 14 - Exercise17 through 20 refer to the following...Ch. 14 - Prob. 21ECh. 14 - Prob. 22ECh. 14 - Prob. 23ECh. 14 - Prob. 24ECh. 14 - Exercises 25 through 28 refer to the following...Ch. 14 - Exercises 25 through 28 refer to the following...Ch. 14 - Exercises 25 through 28 refer to the following...Ch. 14 - Exercises 29 and 30 refer to the following story:...Ch. 14 - Exercises 29 and 30 refer to the following story:...Ch. 14 - Prob. 31ECh. 14 - Prob. 32ECh. 14 - Exercises 33 through 36 refer to the following...Ch. 14 - Exercises 33 through 36 refer to the following...Ch. 14 - Exercises 33 through 36 refer to the following...Ch. 14 - Exercises 33 through 36 refer to the following...Ch. 14 - Exercises 37 through 40 refer to a clinical study...Ch. 14 - Exercises 37 through 40 refer to a clinical study...Ch. 14 - Exercises 37 through 40 refer to a clinical study...Ch. 14 - Prob. 40ECh. 14 - Prob. 41ECh. 14 - Exercises 41 through 44 refer to a clinical trial...Ch. 14 - Prob. 43ECh. 14 - Exercises 41 through 44 refer to a clinical trial...Ch. 14 - Prob. 45ECh. 14 - Prob. 46ECh. 14 - Exercises 45 through 48 refer to a study on the...Ch. 14 - Prob. 48ECh. 14 - Exercises 49 through 52 refer to a landmark study...Ch. 14 - Prob. 50ECh. 14 - Exercises 49 through 52 refer to a landmark study...Ch. 14 - Prob. 52ECh. 14 - Exercises 53 through 56 refer to a study conducted...Ch. 14 - Prob. 54ECh. 14 - Exercises53_ through 56_ refer to a study...Ch. 14 - Exercises53 through 56 refer to a study conducted...Ch. 14 - Prob. 57ECh. 14 - Prob. 58ECh. 14 - Exercises 57 through 60 refer to the following...Ch. 14 - Prob. 60ECh. 14 - Prob. 61ECh. 14 - Prob. 62ECh. 14 - Prob. 63ECh. 14 - Prob. 64ECh. 14 - Read the examples of informal surveys given in...Ch. 14 - Leading-question bias. The way the questions in...Ch. 14 - Prob. 67ECh. 14 - Prob. 68ECh. 14 - Prob. 69ECh. 14 - Prob. 70ECh. 14 - Prob. 71ECh. 14 - Prob. 72ECh. 14 - One of the problems with the capture-recapture...Ch. 14 - Darrochs method. is a method for estimating the...
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