ā€”0.005152 0.0000303

Therefore, f =

jM-T 0.97576 ā€”0.005152 1 r 1110 j2J = Lā€”0.005152 0.0000303J [205500

24.4545' 0.5079

Previously we obtained j = 24.4545 and 02 = 0.5091 using the computer. The difference between the two estimates is due to the rounding errors. In passing, note that in working on a desk calculator it is essential to obtain results to several significant digits to minimize the rounding errors.

Variance-Covariance Matrix of ft

Matrix methods enable us to develop formulas not only for the variance of jji, any given element of ft, but also for the covariance between any two elements of ft, say, jji and j. We need these variances and covariances for the purpose of statistical inference.

By definition, the variance-covariance matrix of ft is [cf. (C.2.2)]

Was this article helpful?

0 0
Rules Of The Rich And Wealthy

Rules Of The Rich And Wealthy

Learning About The Rules Of The Rich And Wealthy Can Have Amazing Benefits For Your Life And Success. Discover the hidden rules and beat the rich at their own game. The general population has a love / hate kinship with riches. They resent those who have it, but spend their total lives attempting to get it for themselves. The reason an immense majority of individuals never accumulate a substantial savings is because they don't comprehend the nature of money or how it works.

Get My Free Ebook

Post a comment