Math 10B: Mock Mid II. April 13, 2016
|
|
- Polly Richards
- 5 years ago
- Views:
Transcription
1 Name: Soluions Mah 10B: Mock Mid II April 13, ( poins) Sae, wih jusificaion, wheher he following saemens are rue or false. (a) If a 3 3 marix A saisfies A 3 A = 0, hen i canno be inverible. True. Noe ha A 3 = A de(a 3 ) = de( A) [de(a)] 3 = de(a) [de(a)] 3 de(a) = 0 de(a)([de(a)] 1) = 0 de(a) = 0. (b) A compued 95% confidence inerval for a populaion parameer has a 95% probabiliy of conaining he rue value of he parameer. False. A common misconcepion. We can only say ha if a large number of confidence inervals are consruced using samples of he same size, 95% of hem will conain he rue value. (c) If he produc of wo marices A and B is he ideniy marix, hen A and B are inverses of one anoher. False. The marices A and B could be non-square and hence no inverible. (d) The populaion sandard deviaion is never larger han he sample sandard deviaion. True. The sample SD s is relaed o he populaion SD s by s = s n n 1 so s s. (The equaliy comes ino play when boh are zero) (e) If he produc of wo marices A and B is he zero marix, hen a leas one of A and B is no inverible. True. If eiher of A or B is non-square, i canno be inverible. If boh are square, hen AB = 0 implies ha de(ab) = de(0) de(a) de(b) = 0 de(a) = 0 or de(b) = 0. ( ) 1 (f) The marix A = is inverible for all real values of. 1 False. We have de(a) = ( 1)( 1) = 1 = ( 1) which is zero for = 1. 1
2 . (4 6 poins) Find he general soluions of he following differenial equaions. (a) y () 8y () 16y() = 0. The corresponding auxiliary equaion is r 8r 16 = 0. This can be facorized o yield (r 4) = 0 r = 4, 4. Since he auxiliary equaion has a repeaed real soluion, we infer ha for some consans C 1 and C. y() = C 1 e 4 C e 4 (b) ( ) y () y() =. Noe ha since his equaion is nonlinear, we canno apply he inegraing facor mehod. Rearranging his equaion however gives ( ) y () = (y() 1) y () = ( ) (y() 1). This is a separable equaion. Rearranging and inegraing boh sides yields 1 dy = y 1 d ( ) 1 y 1 dy = d. (1) ( ) Recall ha 1 dy = arcan(y). For he oher inegral, we need o use parial y 1 fracions; we have ( ) = A ( ) B ( ) = A B( ). Plug in = o infer ha A = and hence B = 1. I follows ha ( ) d = ( ) 1 d = ln C where C is some consan. Plug hese in (1) o ge arcan(y) = ( ) ln C y() = an ln C.
3 3. (3 4 poins) In a random sample of 00 individuals, he handedness and eye-color was noed. The resuls are displayed below. Lef Righ Blue 18 6 Brown 98 (a) From he resuls above, consruc a 95% confidence inerval for he proporion of lef-handed individuals. Noe ha he proporion of lef-handed individuals in he given sample is ˆp = = 0. so a 95% confidence inerval for he rue proporion is [ ] (0.)(0.8) (0.)(0.8) 0., [0.1434, 0.566]. (b) Consruc a able showing he expeced frequencies under he null hypohesis H 0 ha handedness and eye-color are independen. Lef Righ Toal Blue Brown Toal (c) Explain how o use he ables of observed and expeced frequencies o carry ou a χ es. Under wha circumsances will we rejec he null hypohesis? We firs compue he value of he goodness-of-fi saisic R ha measure he deviaion beween expeced and observed frequencies: r = (O E) E = (18 16) 16 ( 4) 4 (6 64) 64 (98 96). 96 Nex, we need o compue he probabiliy ha he goodness-of-fi saisic R is a leas r. This probabiliy is ermed he p-value. The p-value can be found by using he χ disribuion wih degree(s) of freedom ν = ( 1)( 1) = 1. The p-value is equal o he area beneah he χ 1 curve and o he righ of r. The compued p-value now needs o be compared o he significance level of he es. Typically, his level is se a If he p-value is below he significance level, he null hypohesis is rejeced in favor of he alernaive hypohesis, namely, ha handedness and eye-color are no independen. On he oher hand, if he p-value is above he significance level, we do no rejec he null hypohesis. 3
4 4. (7 poins) A fair dice is rolled en imes. Find he expeced number of imes an even number is followed by an odd number. Define he random variables X i by { 1 he ih roll is even and he (i 1)s roll is odd X i = 0 oherwise for i = 1,,..., 9. Observe hen ha P(X i = 1) = (3/6)(3/6) = 1/4 so ha E[X i ] = 1(1/4) 0(3/4) = 1/4. Le Y = X 1 X... X 9. Noe ha Y couns precisely he occurrences of an even number followed by an odd number. Using he lineariy of expecaion, we have E[Y ] = E[X 1 X... X 9 ] = E[X 1 ] E[X ]... E[X 9 ] = 9E[X 1 ] =
5 5. (4 6 poins) A can is placed in a refrigeraor. The can is iniially a 33 C while he refrigeraor s emperaure is held consan a 3 C. (a) Le T n be he emperaure of he can n minues afer i was refrigeraed. Assume ha he T n s obey T n1 = 0.98T n 0.06 for n 0. Find he emperaure afer wo hours. Noe ha his is an inhomogeneous linear recursive relaion; i has he soluion ( ) n T n = (0.06) (0.98) n T ( ) The emperaure afer wo hours (= 10 minues) is T 10 = 10 (0.06) (0.98) 10 = ( )( 33(0.98) 10 = 3 30(0.98) C (b) Wrie a differenial equaion for he can s emperaure, assuming ha is rae of change is proporional o is difference from ha of he refrigeraor, Le C() be he can s emperaure minues afer refrigeraion. We hen have C () = k(c() where k is some consan. We also have C(0) = 33. (c) Afer an hour inside, he can s emperaure is down o 13 C. Solve he equaion from (b) o find he emperaure afer wo hours. We have C () kc() = 3k. The inegraing facor is herefore I() = e k d = e k so muliplying I() in he differenial equaion, we ge C ()e k kc()e k = 3ke k d d (C()e k ) = 3ke k C()e k = 3ke k d = 3k e k ( k) A = 3e k A C() = 3 Ae k. Plug in C(0) = 33 o ge 33 = 3 A A = 30. Nex, use C(60) = 13 o ge 13 = 3 30e 60k e 60k = 1 3 ek = ( 1 1/60. We herefore have C() = 3 30(e k ) = 3 30 ( 1 /60. The emperaure afer wo hours hen is C(10) = 3 30 ( 1 10/60 ( = ) 3 = 3 30 = C. 5
Challenge Problems. DIS 203 and 210. March 6, (e 2) k. k(k + 2). k=1. f(x) = k(k + 2) = 1 x k
Challenge Problems DIS 03 and 0 March 6, 05 Choose one of he following problems, and work on i in your group. Your goal is o convince me ha your answer is correc. Even if your answer isn compleely correc,
More informationMath 2142 Exam 1 Review Problems. x 2 + f (0) 3! for the 3rd Taylor polynomial at x = 0. To calculate the various quantities:
Mah 4 Eam Review Problems Problem. Calculae he 3rd Taylor polynomial for arcsin a =. Soluion. Le f() = arcsin. For his problem, we use he formula f() + f () + f ()! + f () 3! for he 3rd Taylor polynomial
More informationMath 333 Problem Set #2 Solution 14 February 2003
Mah 333 Problem Se #2 Soluion 14 February 2003 A1. Solve he iniial value problem dy dx = x2 + e 3x ; 2y 4 y(0) = 1. Soluion: This is separable; we wrie 2y 4 dy = x 2 + e x dx and inegrae o ge The iniial
More informationt is a basis for the solution space to this system, then the matrix having these solutions as columns, t x 1 t, x 2 t,... x n t x 2 t...
Mah 228- Fri Mar 24 5.6 Marix exponenials and linear sysems: The analogy beween firs order sysems of linear differenial equaions (Chaper 5) and scalar linear differenial equaions (Chaper ) is much sronger
More informationKEY. Math 334 Midterm I Fall 2008 sections 001 and 003 Instructor: Scott Glasgow
1 KEY Mah 4 Miderm I Fall 8 secions 1 and Insrucor: Sco Glasgow Please do NOT wrie on his eam. No credi will be given for such work. Raher wrie in a blue book, or on our own paper, preferabl engineering
More informationdy dx = xey (a) y(0) = 2 (b) y(1) = 2.5 SOLUTION: See next page
Assignmen 1 MATH 2270 SOLUTION Please wrie ou complee soluions for each of he following 6 problems (one more will sill be added). You may, of course, consul wih your classmaes, he exbook or oher resources,
More information23.2. Representing Periodic Functions by Fourier Series. Introduction. Prerequisites. Learning Outcomes
Represening Periodic Funcions by Fourier Series 3. Inroducion In his Secion we show how a periodic funcion can be expressed as a series of sines and cosines. We begin by obaining some sandard inegrals
More informationVehicle Arrival Models : Headway
Chaper 12 Vehicle Arrival Models : Headway 12.1 Inroducion Modelling arrival of vehicle a secion of road is an imporan sep in raffic flow modelling. I has imporan applicaion in raffic flow simulaion where
More information1 1 + x 2 dx. tan 1 (2) = ] ] x 3. Solution: Recall that the given integral is improper because. x 3. 1 x 3. dx = lim dx.
. Use Simpson s rule wih n 4 o esimae an () +. Soluion: Since we are using 4 seps, 4 Thus we have [ ( ) f() + 4f + f() + 4f 3 [ + 4 4 6 5 + + 4 4 3 + ] 5 [ + 6 6 5 + + 6 3 + ]. 5. Our funcion is f() +.
More information20. Applications of the Genetic-Drift Model
0. Applicaions of he Geneic-Drif Model 1) Deermining he probabiliy of forming any paricular combinaion of genoypes in he nex generaion: Example: If he parenal allele frequencies are p 0 = 0.35 and q 0
More informationEXERCISES FOR SECTION 1.5
1.5 Exisence and Uniqueness of Soluions 43 20. 1 v c 21. 1 v c 1 2 4 6 8 10 1 2 2 4 6 8 10 Graph of approximae soluion obained using Euler s mehod wih = 0.1. Graph of approximae soluion obained using Euler
More informationENGI 9420 Engineering Analysis Assignment 2 Solutions
ENGI 940 Engineering Analysis Assignmen Soluions 0 Fall [Second order ODEs, Laplace ransforms; Secions.0-.09]. Use Laplace ransforms o solve he iniial value problem [0] dy y, y( 0) 4 d + [This was Quesion
More informationR t. C t P t. + u t. C t = αp t + βr t + v t. + β + w t
Exercise 7 C P = α + β R P + u C = αp + βr + v (a) (b) C R = α P R + β + w (c) Assumpions abou he disurbances u, v, w : Classical assumions on he disurbance of one of he equaions, eg. on (b): E(v v s P,
More informationSection 3.5 Nonhomogeneous Equations; Method of Undetermined Coefficients
Secion 3.5 Nonhomogeneous Equaions; Mehod of Undeermined Coefficiens Key Terms/Ideas: Linear Differenial operaor Nonlinear operaor Second order homogeneous DE Second order nonhomogeneous DE Soluion o homogeneous
More informationOutline. lse-logo. Outline. Outline. 1 Wald Test. 2 The Likelihood Ratio Test. 3 Lagrange Multiplier Tests
Ouline Ouline Hypohesis Tes wihin he Maximum Likelihood Framework There are hree main frequenis approaches o inference wihin he Maximum Likelihood framework: he Wald es, he Likelihood Raio es and he Lagrange
More informationChapter 2. First Order Scalar Equations
Chaper. Firs Order Scalar Equaions We sar our sudy of differenial equaions in he same way he pioneers in his field did. We show paricular echniques o solve paricular ypes of firs order differenial equaions.
More informationMath 2214 Solution Test 1A Spring 2016
Mah 14 Soluion Tes 1A Spring 016 sec Problem 1: Wha is he larges -inerval for which ( 4) = has a guaraneed + unique soluion for iniial value (-1) = 3 according o he Exisence Uniqueness Theorem? Soluion
More informationdt = C exp (3 ln t 4 ). t 4 W = C exp ( ln(4 t) 3) = C(4 t) 3.
Mah Rahman Exam Review Soluions () Consider he IVP: ( 4)y 3y + 4y = ; y(3) = 0, y (3) =. (a) Please deermine he longes inerval for which he IVP is guaraneed o have a unique soluion. Soluion: The disconinuiies
More informationODEs II, Lecture 1: Homogeneous Linear Systems - I. Mike Raugh 1. March 8, 2004
ODEs II, Lecure : Homogeneous Linear Sysems - I Mike Raugh March 8, 4 Inroducion. In he firs lecure we discussed a sysem of linear ODEs for modeling he excreion of lead from he human body, saw how o ransform
More informationTHE BERNOULLI NUMBERS. t k. = lim. = lim = 1, d t B 1 = lim. 1+e t te t = lim t 0 (e t 1) 2. = lim = 1 2.
THE BERNOULLI NUMBERS The Bernoulli numbers are defined here by he exponenial generaing funcion ( e The firs one is easy o compue: (2 and (3 B 0 lim 0 e lim, 0 e ( d B lim 0 d e +e e lim 0 (e 2 lim 0 2(e
More information04. Kinetics of a second order reaction
4. Kineics of a second order reacion Imporan conceps Reacion rae, reacion exen, reacion rae equaion, order of a reacion, firs-order reacions, second-order reacions, differenial and inegraed rae laws, Arrhenius
More informationDifferential Equations
Mah 21 (Fall 29) Differenial Equaions Soluion #3 1. Find he paricular soluion of he following differenial equaion by variaion of parameer (a) y + y = csc (b) 2 y + y y = ln, > Soluion: (a) The corresponding
More informationComparison between the Discrete and Continuous Time Models
Comparison beween e Discree and Coninuous Time Models D. Sulsky June 21, 2012 1 Discree o Coninuous Recall e discree ime model Î = AIS Ŝ = S Î. Tese equaions ell us ow e populaion canges from one day o
More informationChapter 6. Systems of First Order Linear Differential Equations
Chaper 6 Sysems of Firs Order Linear Differenial Equaions We will only discuss firs order sysems However higher order sysems may be made ino firs order sysems by a rick shown below We will have a sligh
More information13.3 Term structure models
13.3 Term srucure models 13.3.1 Expecaions hypohesis model - Simples "model" a) shor rae b) expecaions o ge oher prices Resul: y () = 1 h +1 δ = φ( δ)+ε +1 f () = E (y +1) (1) =δ + φ( δ) f (3) = E (y +)
More informationLaplace transfom: t-translation rule , Haynes Miller and Jeremy Orloff
Laplace ransfom: -ranslaion rule 8.03, Haynes Miller and Jeremy Orloff Inroducory example Consider he sysem ẋ + 3x = f(, where f is he inpu and x he response. We know is uni impulse response is 0 for
More informationConcourse Math Spring 2012 Worked Examples: Matrix Methods for Solving Systems of 1st Order Linear Differential Equations
Concourse Mah 80 Spring 0 Worked Examples: Marix Mehods for Solving Sysems of s Order Linear Differenial Equaions The Main Idea: Given a sysem of s order linear differenial equaions d x d Ax wih iniial
More informationEcon107 Applied Econometrics Topic 7: Multicollinearity (Studenmund, Chapter 8)
I. Definiions and Problems A. Perfec Mulicollineariy Econ7 Applied Economerics Topic 7: Mulicollineariy (Sudenmund, Chaper 8) Definiion: Perfec mulicollineariy exiss in a following K-variable regression
More informationSolutions to Assignment 1
MA 2326 Differenial Equaions Insrucor: Peronela Radu Friday, February 8, 203 Soluions o Assignmen. Find he general soluions of he following ODEs: (a) 2 x = an x Soluion: I is a separable equaion as we
More informationMA 214 Calculus IV (Spring 2016) Section 2. Homework Assignment 1 Solutions
MA 14 Calculus IV (Spring 016) Secion Homework Assignmen 1 Soluions 1 Boyce and DiPrima, p 40, Problem 10 (c) Soluion: In sandard form he given firs-order linear ODE is: An inegraing facor is given by
More informationThe Arcsine Distribution
The Arcsine Disribuion Chris H. Rycrof Ocober 6, 006 A common heme of he class has been ha he saisics of single walker are ofen very differen from hose of an ensemble of walkers. On he firs homework, we
More informationSOLUTIONS TO ECE 3084
SOLUTIONS TO ECE 384 PROBLEM 2.. For each sysem below, specify wheher or no i is: (i) memoryless; (ii) causal; (iii) inverible; (iv) linear; (v) ime invarian; Explain your reasoning. If he propery is no
More informationComparing Means: t-tests for One Sample & Two Related Samples
Comparing Means: -Tess for One Sample & Two Relaed Samples Using he z-tes: Assumpions -Tess for One Sample & Two Relaed Samples The z-es (of a sample mean agains a populaion mean) is based on he assumpion
More informationLAPLACE TRANSFORM AND TRANSFER FUNCTION
CHBE320 LECTURE V LAPLACE TRANSFORM AND TRANSFER FUNCTION Professor Dae Ryook Yang Spring 2018 Dep. of Chemical and Biological Engineering 5-1 Road Map of he Lecure V Laplace Transform and Transfer funcions
More informationln y t 2 t c where c is an arbitrary real constant
SOLUTION TO THE PROBLEM.A y y subjec o condiion y 0 8 We recognize is as a linear firs order differenial equaion wi consan coefficiens. Firs we sall find e general soluion, and en we sall find one a saisfies
More informationBiol. 356 Lab 8. Mortality, Recruitment, and Migration Rates
Biol. 356 Lab 8. Moraliy, Recruimen, and Migraion Raes (modified from Cox, 00, General Ecology Lab Manual, McGraw Hill) Las week we esimaed populaion size hrough several mehods. One assumpion of all hese
More informationChapter 15: Phenomena. Chapter 15 Chemical Kinetics. Reaction Rates. Reaction Rates R P. Reaction Rates. Rate Laws
Chaper 5: Phenomena Phenomena: The reacion (aq) + B(aq) C(aq) was sudied a wo differen emperaures (98 K and 35 K). For each emperaure he reacion was sared by puing differen concenraions of he 3 species
More informationChapter 2. Models, Censoring, and Likelihood for Failure-Time Data
Chaper 2 Models, Censoring, and Likelihood for Failure-Time Daa William Q. Meeker and Luis A. Escobar Iowa Sae Universiy and Louisiana Sae Universiy Copyrigh 1998-2008 W. Q. Meeker and L. A. Escobar. Based
More informationMath 334 Test 1 KEY Spring 2010 Section: 001. Instructor: Scott Glasgow Dates: May 10 and 11.
1 Mah 334 Tes 1 KEY Spring 21 Secion: 1 Insrucor: Sco Glasgow Daes: Ma 1 and 11. Do NOT wrie on his problem saemen bookle, excep for our indicaion of following he honor code jus below. No credi will be
More informationPhysics 127b: Statistical Mechanics. Fokker-Planck Equation. Time Evolution
Physics 7b: Saisical Mechanics Fokker-Planck Equaion The Langevin equaion approach o he evoluion of he velociy disribuion for he Brownian paricle migh leave you uncomforable. A more formal reamen of his
More informationAnswers to QUIZ
18441 Answers o QUIZ 1 18441 1 Le P be he proporion of voers who will voe Yes Suppose he prior probabiliy disribuion of P is given by Pr(P < p) p for 0 < p < 1 You ake a poll by choosing nine voers a random,
More informationSolutions of Sample Problems for Third In-Class Exam Math 246, Spring 2011, Professor David Levermore
Soluions of Sample Problems for Third In-Class Exam Mah 6, Spring, Professor David Levermore Compue he Laplace ransform of f e from is definiion Soluion The definiion of he Laplace ransform gives L[f]s
More informationACE 562 Fall Lecture 8: The Simple Linear Regression Model: R 2, Reporting the Results and Prediction. by Professor Scott H.
ACE 56 Fall 5 Lecure 8: The Simple Linear Regression Model: R, Reporing he Resuls and Predicion by Professor Sco H. Irwin Required Readings: Griffihs, Hill and Judge. "Explaining Variaion in he Dependen
More informationHomework 2 Solutions
Mah 308 Differenial Equaions Fall 2002 & 2. See he las page. Hoework 2 Soluions 3a). Newon s secon law of oion says ha a = F, an we know a =, so we have = F. One par of he force is graviy, g. However,
More informationMatrix Versions of Some Refinements of the Arithmetic-Geometric Mean Inequality
Marix Versions of Some Refinemens of he Arihmeic-Geomeric Mean Inequaliy Bao Qi Feng and Andrew Tonge Absrac. We esablish marix versions of refinemens due o Alzer ], Carwrigh and Field 4], and Mercer 5]
More informationSystem of Linear Differential Equations
Sysem of Linear Differenial Equaions In "Ordinary Differenial Equaions" we've learned how o solve a differenial equaion for a variable, such as: y'k5$e K2$x =0 solve DE yx = K 5 2 ek2 x C_C1 2$y''C7$y
More informationIntroduction to Probability and Statistics Slides 4 Chapter 4
Inroducion o Probabiliy and Saisics Slides 4 Chaper 4 Ammar M. Sarhan, asarhan@mahsa.dal.ca Deparmen of Mahemaics and Saisics, Dalhousie Universiy Fall Semeser 8 Dr. Ammar Sarhan Chaper 4 Coninuous Random
More informationFinish reading Chapter 2 of Spivak, rereading earlier sections as necessary. handout and fill in some missing details!
MAT 257, Handou 6: Ocober 7-2, 20. I. Assignmen. Finish reading Chaper 2 of Spiva, rereading earlier secions as necessary. handou and fill in some missing deails! II. Higher derivaives. Also, read his
More informationHypothesis Testing in the Classical Normal Linear Regression Model. 1. Components of Hypothesis Tests
ECONOMICS 35* -- NOTE 8 M.G. Abbo ECON 35* -- NOTE 8 Hypohesis Tesing in he Classical Normal Linear Regression Model. Componens of Hypohesis Tess. A esable hypohesis, which consiss of wo pars: Par : a
More informationInnova Junior College H2 Mathematics JC2 Preliminary Examinations Paper 2 Solutions 0 (*)
Soluion 3 x 4x3 x 3 x 0 4x3 x 4x3 x 4x3 x 4x3 x x 3x 3 4x3 x Innova Junior College H Mahemaics JC Preliminary Examinaions Paper Soluions 3x 3 4x 3x 0 4x 3 4x 3 0 (*) 0 0 + + + - 3 3 4 3 3 3 3 Hence x or
More informationDISCRETE GRONWALL LEMMA AND APPLICATIONS
DISCRETE GRONWALL LEMMA AND APPLICATIONS JOHN M. HOLTE MAA NORTH CENTRAL SECTION MEETING AT UND 24 OCTOBER 29 Gronwall s lemma saes an inequaliy ha is useful in he heory of differenial equaions. Here is
More information( ) a system of differential equations with continuous parametrization ( T = R + These look like, respectively:
XIII. DIFFERENCE AND DIFFERENTIAL EQUATIONS Ofen funcions, or a sysem of funcion, are paramerized in erms of some variable, usually denoed as and inerpreed as ime. The variable is wrien as a funcion of
More informationu(x) = e x 2 y + 2 ) Integrate and solve for x (1 + x)y + y = cos x Answer: Divide both sides by 1 + x and solve for y. y = x y + cos x
. 1 Mah 211 Homework #3 February 2, 2001 2.4.3. y + (2/x)y = (cos x)/x 2 Answer: Compare y + (2/x) y = (cos x)/x 2 wih y = a(x)x + f(x)and noe ha a(x) = 2/x. Consequenly, an inegraing facor is found wih
More informationSecond Order Linear Differential Equations
Second Order Linear Differenial Equaions Second order linear equaions wih consan coefficiens; Fundamenal soluions; Wronskian; Exisence and Uniqueness of soluions; he characerisic equaion; soluions of homogeneous
More informationMATH 31B: MIDTERM 2 REVIEW. x 2 e x2 2x dx = 1. ue u du 2. x 2 e x2 e x2] + C 2. dx = x ln(x) 2 2. ln x dx = x ln x x + C. 2, or dx = 2u du.
MATH 3B: MIDTERM REVIEW JOE HUGHES. Inegraion by Pars. Evaluae 3 e. Soluion: Firs make he subsiuion u =. Then =, hence 3 e = e = ue u Now inegrae by pars o ge ue u = ue u e u + C and subsiue he definiion
More informationDynamic Econometric Models: Y t = + 0 X t + 1 X t X t k X t-k + e t. A. Autoregressive Model:
Dynamic Economeric Models: A. Auoregressive Model: Y = + 0 X 1 Y -1 + 2 Y -2 + k Y -k + e (Wih lagged dependen variable(s) on he RHS) B. Disribued-lag Model: Y = + 0 X + 1 X -1 + 2 X -2 + + k X -k + e
More informationAPPM 2360 Homework Solutions, Due June 10
2.2.2: Find general soluions for he equaion APPM 2360 Homework Soluions, Due June 10 Soluion: Finding he inegraing facor, dy + 2y = 3e µ) = e 2) = e 2 Muliplying he differenial equaion by he inegraing
More informationMATH 4330/5330, Fourier Analysis Section 6, Proof of Fourier s Theorem for Pointwise Convergence
MATH 433/533, Fourier Analysis Secion 6, Proof of Fourier s Theorem for Poinwise Convergence Firs, some commens abou inegraing periodic funcions. If g is a periodic funcion, g(x + ) g(x) for all real x,
More informationPredator - Prey Model Trajectories and the nonlinear conservation law
Predaor - Prey Model Trajecories and he nonlinear conservaion law James K. Peerson Deparmen of Biological Sciences and Deparmen of Mahemaical Sciences Clemson Universiy Ocober 28, 213 Ouline Drawing Trajecories
More informationCHAPTER 12 DIRECT CURRENT CIRCUITS
CHAPTER 12 DIRECT CURRENT CIUITS DIRECT CURRENT CIUITS 257 12.1 RESISTORS IN SERIES AND IN PARALLEL When wo resisors are conneced ogeher as shown in Figure 12.1 we said ha hey are conneced in series. As
More informationT L. t=1. Proof of Lemma 1. Using the marginal cost accounting in Equation(4) and standard arguments. t )+Π RB. t )+K 1(Q RB
Elecronic Companion EC.1. Proofs of Technical Lemmas and Theorems LEMMA 1. Le C(RB) be he oal cos incurred by he RB policy. Then we have, T L E[C(RB)] 3 E[Z RB ]. (EC.1) Proof of Lemma 1. Using he marginal
More informationAn random variable is a quantity that assumes different values with certain probabilities.
Probabiliy The probabiliy PrA) of an even A is a number in [, ] ha represens how likely A is o occur. The larger he value of PrA), he more likely he even is o occur. PrA) means he even mus occur. PrA)
More informationExam 1 Solutions. 1 Question 1. February 10, Part (A) 1.2 Part (B) To find equilibrium solutions, set P (t) = C = dp
Exam Soluions Februar 0, 05 Quesion. Par (A) To find equilibrium soluions, se P () = C = = 0. This implies: = P ( P ) P = P P P = P P = P ( + P ) = 0 The equilibrium soluion are hus P () = 0 and P () =..
More informationAsymptotic Equipartition Property - Seminar 3, part 1
Asympoic Equipariion Propery - Seminar 3, par 1 Ocober 22, 2013 Problem 1 (Calculaion of ypical se) To clarify he noion of a ypical se A (n) ε and he smalles se of high probabiliy B (n), we will calculae
More informationProperties of Autocorrelated Processes Economics 30331
Properies of Auocorrelaed Processes Economics 3033 Bill Evans Fall 05 Suppose we have ime series daa series labeled as where =,,3, T (he final period) Some examples are he dail closing price of he S&500,
More information10. State Space Methods
. Sae Space Mehods. Inroducion Sae space modelling was briefly inroduced in chaper. Here more coverage is provided of sae space mehods before some of heir uses in conrol sysem design are covered in he
More informationMath 315: Linear Algebra Solutions to Assignment 6
Mah 35: Linear Algebra s o Assignmen 6 # Which of he following ses of vecors are bases for R 2? {2,, 3, }, {4,, 7, 8}, {,,, 3}, {3, 9, 4, 2}. Explain your answer. To generae he whole R 2, wo linearly independen
More informationUnit Root Time Series. Univariate random walk
Uni Roo ime Series Univariae random walk Consider he regression y y where ~ iid N 0, he leas squares esimae of is: ˆ yy y y yy Now wha if = If y y hen le y 0 =0 so ha y j j If ~ iid N 0, hen y ~ N 0, he
More informationKEY. Math 334 Midterm III Winter 2008 section 002 Instructor: Scott Glasgow
KEY Mah 334 Miderm III Winer 008 secion 00 Insrucor: Sco Glasgow Please do NOT wrie on his exam. No credi will be given for such work. Raher wrie in a blue book, or on your own paper, preferably engineering
More informationAQA Maths M2. Topic Questions from Papers. Differential Equations. Answers
AQA Mahs M Topic Quesions from Papers Differenial Equaions Answers PhysicsAndMahsTuor.com Q Soluion Marks Toal Commens M 600 0 = A Applying Newonís second law wih 0 and. Correc equaion = 0 dm Separaing
More informationWednesday, November 7 Handout: Heteroskedasticity
Amhers College Deparmen of Economics Economics 360 Fall 202 Wednesday, November 7 Handou: Heeroskedasiciy Preview Review o Regression Model o Sandard Ordinary Leas Squares (OLS) Premises o Esimaion Procedures
More informationY 0.4Y 0.45Y Y to a proper ARMA specification.
HG Jan 04 ECON 50 Exercises II - 0 Feb 04 (wih answers Exercise. Read secion 8 in lecure noes 3 (LN3 on he common facor problem in ARMA-processes. Consider he following process Y 0.4Y 0.45Y 0.5 ( where
More information= ( ) ) or a system of differential equations with continuous parametrization (T = R
XIII. DIFFERENCE AND DIFFERENTIAL EQUATIONS Ofen funcions, or a sysem of funcion, are paramerized in erms of some variable, usually denoed as and inerpreed as ime. The variable is wrien as a funcion of
More informationModule 2 F c i k c s la l w a s o s f dif di fusi s o i n
Module Fick s laws of diffusion Fick s laws of diffusion and hin film soluion Adolf Fick (1855) proposed: d J α d d d J (mole/m s) flu (m /s) diffusion coefficien and (mole/m 3 ) concenraion of ions, aoms
More informationMath Final Exam Solutions
Mah 246 - Final Exam Soluions Friday, July h, 204 () Find explici soluions and give he inerval of definiion o he following iniial value problems (a) ( + 2 )y + 2y = e, y(0) = 0 Soluion: In normal form,
More informationMath 2214 Solution Test 1B Fall 2017
Mah 14 Soluion Tes 1B Fall 017 Problem 1: A ank has a capaci for 500 gallons and conains 0 gallons of waer wih lbs of sal iniiall. A soluion conaining of 8 lbsgal of sal is pumped ino he ank a 10 galsmin.
More information) were both constant and we brought them from under the integral.
YIELD-PER-RECRUIT (coninued The yield-per-recrui model applies o a cohor, bu we saw in he Age Disribuions lecure ha he properies of a cohor do no apply in general o a collecion of cohors, which is wha
More informationt + t sin t t cos t sin t. t cos t sin t dt t 2 = exp 2 log t log(t cos t sin t) = Multiplying by this factor and then integrating, we conclude that
ODEs, Homework #4 Soluions. Check ha y ( = is a soluion of he second-order ODE ( cos sin y + y sin y sin = 0 and hen use his fac o find all soluions of he ODE. When y =, we have y = and also y = 0, so
More information1 Review of Zero-Sum Games
COS 5: heoreical Machine Learning Lecurer: Rob Schapire Lecure #23 Scribe: Eugene Brevdo April 30, 2008 Review of Zero-Sum Games Las ime we inroduced a mahemaical model for wo player zero-sum games. Any
More informationLecture 12: Multiple Hypothesis Testing
ECE 830 Fall 00 Saisical Signal Processing insrucor: R. Nowak, scribe: Xinjue Yu Lecure : Muliple Hypohesis Tesing Inroducion In many applicaions we consider muliple hypohesis es a he same ime. Example
More informationChapter Three Systems of Linear Differential Equations
Chaper Three Sysems of Linear Differenial Equaions In his chaper we are going o consier sysems of firs orer orinary ifferenial equaions. These are sysems of he form x a x a x a n x n x a x a x a n x n
More informationMATH 128A, SUMMER 2009, FINAL EXAM SOLUTION
MATH 28A, SUMME 2009, FINAL EXAM SOLUTION BENJAMIN JOHNSON () (8 poins) [Lagrange Inerpolaion] (a) (4 poins) Le f be a funcion defined a some real numbers x 0,..., x n. Give a defining equaion for he Lagrange
More information8. Basic RL and RC Circuits
8. Basic L and C Circuis This chaper deals wih he soluions of he responses of L and C circuis The analysis of C and L circuis leads o a linear differenial equaion This chaper covers he following opics
More informationDiebold, Chapter 7. Francis X. Diebold, Elements of Forecasting, 4th Edition (Mason, Ohio: Cengage Learning, 2006). Chapter 7. Characterizing Cycles
Diebold, Chaper 7 Francis X. Diebold, Elemens of Forecasing, 4h Ediion (Mason, Ohio: Cengage Learning, 006). Chaper 7. Characerizing Cycles Afer compleing his reading you should be able o: Define covariance
More informationMon Apr 9 EP 7.6 Convolutions and Laplace transforms. Announcements: Warm-up Exercise:
Mah 225-4 Week 3 April 9-3 EP 7.6 - convoluions; 6.-6.2 - eigenvalues, eigenvecors and diagonalizabiliy; 7. - sysems of differenial equaions. Mon Apr 9 EP 7.6 Convoluions and Laplace ransforms. Announcemens:
More informationMath 334 Fall 2011 Homework 11 Solutions
Dec. 2, 2 Mah 334 Fall 2 Homework Soluions Basic Problem. Transform he following iniial value problem ino an iniial value problem for a sysem: u + p()u + q() u g(), u() u, u () v. () Soluion. Le v u. Then
More informationNotes for Lecture 17-18
U.C. Berkeley CS278: Compuaional Complexiy Handou N7-8 Professor Luca Trevisan April 3-8, 2008 Noes for Lecure 7-8 In hese wo lecures we prove he firs half of he PCP Theorem, he Amplificaion Lemma, up
More informationKEY. Math 334 Midterm III Fall 2008 sections 001 and 003 Instructor: Scott Glasgow
KEY Mah 334 Miderm III Fall 28 secions and 3 Insrucor: Sco Glasgow Please do NOT wrie on his exam. No credi will be given for such work. Raher wrie in a blue book, or on your own paper, preferably engineering
More information5.2. The Natural Logarithm. Solution
5.2 The Naural Logarihm The number e is an irraional number, similar in naure o π. Is non-erminaing, non-repeaing value is e 2.718 281 828 59. Like π, e also occurs frequenly in naural phenomena. In fac,
More informationMorning Time: 1 hour 30 minutes Additional materials (enclosed):
ADVANCED GCE 78/0 MATHEMATICS (MEI) Differenial Equaions THURSDAY JANUARY 008 Morning Time: hour 30 minues Addiional maerials (enclosed): None Addiional maerials (required): Answer Bookle (8 pages) Graph
More informationy = (y 1)*(y 3) t
MATH 66 SPR REVIEW DEFINITION OF SOLUTION A funcion = () is a soluion of he differenial equaion d=d = f(; ) on he inerval ff < < fi if (d=d)() =f(; ()) for each so ha ff
More informationSolutions: Wednesday, November 14
Amhers College Deparmen of Economics Economics 360 Fall 2012 Soluions: Wednesday, November 14 Judicial Daa: Cross secion daa of judicial and economic saisics for he fify saes in 2000. JudExp CrimesAll
More informationSome Basic Information about M-S-D Systems
Some Basic Informaion abou M-S-D Sysems 1 Inroducion We wan o give some summary of he facs concerning unforced (homogeneous) and forced (non-homogeneous) models for linear oscillaors governed by second-order,
More informationProperties Of Solutions To A Generalized Liénard Equation With Forcing Term
Applied Mahemaics E-Noes, 8(28), 4-44 c ISSN 67-25 Available free a mirror sies of hp://www.mah.nhu.edu.w/ amen/ Properies Of Soluions To A Generalized Liénard Equaion Wih Forcing Term Allan Kroopnick
More informationApproximation Algorithms for Unique Games via Orthogonal Separators
Approximaion Algorihms for Unique Games via Orhogonal Separaors Lecure noes by Konsanin Makarychev. Lecure noes are based on he papers [CMM06a, CMM06b, LM4]. Unique Games In hese lecure noes, we define
More informationChapter 7: Solving Trig Equations
Haberman MTH Secion I: The Trigonomeric Funcions Chaper 7: Solving Trig Equaions Le s sar by solving a couple of equaions ha involve he sine funcion EXAMPLE a: Solve he equaion sin( ) The inverse funcions
More informationChapter #1 EEE8013 EEE3001. Linear Controller Design and State Space Analysis
Chaper EEE83 EEE3 Chaper # EEE83 EEE3 Linear Conroller Design and Sae Space Analysis Ordinary Differenial Equaions.... Inroducion.... Firs Order ODEs... 3. Second Order ODEs... 7 3. General Maerial...
More informationGMM - Generalized Method of Moments
GMM - Generalized Mehod of Momens Conens GMM esimaion, shor inroducion 2 GMM inuiion: Maching momens 2 3 General overview of GMM esimaion. 3 3. Weighing marix...........................................
More informationTesting the Random Walk Model. i.i.d. ( ) r
he random walk heory saes: esing he Random Walk Model µ ε () np = + np + Momen Condiions where where ε ~ i.i.d he idea here is o es direcly he resricions imposed by momen condiions. lnp lnp µ ( lnp lnp
More informationStochastic models and their distributions
Sochasic models and heir disribuions Couning cusomers Suppose ha n cusomers arrive a a grocery a imes, say T 1,, T n, each of which akes any real number in he inerval (, ) equally likely The values T 1,,
More information