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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, 22.06.2019 02:00, nadinealonzo6121
Identify the percent of change as an increase or a decrease. 75 people to 25 people response - correct increase decrease question 2 find the percent of change. round to the nearest tenth of a percent.
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Mathematics, 22.06.2019 02:30, EBeast7390
In one month jillian made 36 local phone calls and 20 long-distance calls what was her ratio of local calls to long-distance calls for that month?
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Mathematics, 22.06.2019 04:00, johnnydenali2820
If f(x)=1/x and g(x)=x+4 which of the following is the graph
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Let y1, . . , yn be random variables with var(yi) = σ 2 and cov(yi , yj ) = rhoσ2 . the variance co...
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