Hypothesis Testing for Var-Cov Components
ثبت نشده
چکیده
منابع مشابه
A Theory of Probability Homework 5 Solutions
Exercise [2.1.5] Let > 0 and pick K = K( ) finite such that if k ≥ K then r(k) ≤ . Applying the Cauchy-Schwarz inequality for Xi −EXi and Xj −EXj we have that Cov(Xi, Xj) ≤ [Var(Xi)Var(Xj)] ≤ r(0) <∞ for all i, j. Thus, breaking the double sum in Var(Sn) = ∑n i,j=1 Cov(Xi, Xj) into {(i, j) : |i − j| < K} and {(i, j) : |i− j| ≥ K} gives the bound Var(Sn) ≤ 2Knr(0) + n . Dividing by n we see that...
متن کاملHomework 5 Solutions
Exercise [2.1.5] Let > 0 and pick K = K( ) finite such that if k ≥ K then r(k) ≤ . Applying the Cauchy-Schwarz inequality for Xi −EXi and Xj −EXj we have that Cov(Xi, Xj) ≤ [Var(Xi)Var(Xj)] ≤ r(0) <∞ for all i, j. Thus, breaking the double sum in Var(Sn) = ∑n i,j=1 Cov(Xi, Xj) into {(i, j) : |i − j| < K} and {(i, j) : |i− j| ≥ K} gives the bound Var(Sn) ≤ 2Knr(0) + n . Dividing by n we see that...
متن کاملSerology Testing for SARS-CoV-2: Benefits and Challenges
As COVID-19 was declared as a pandemic by the World Health Organization (WHO) in March 2020, it is an emerging need to discuss different aspects of this pandemic. In any pandemic, valid and rapid laboratory diagnostic tests are critically important for early diagnosis, which will increase the rate of successful treatment and more importantly prevent the spread of the disease.
متن کاملBayesian Estimation and Hypothesis Testing of Identified Normalized VAR Models
In this paper, Bayesian estimation and hypothesis testing are introduced for identified normalized Vector Autoregressive (VAR) models. A class of priors is proposed to take advantage of the structure of normalized VAR models. Efficient Markov Chain Monte Carlo algorithms are used for sampling from the posterior of the VAR parameters without using Metropolis algorithms. Marginal likelihoods are ...
متن کاملSaliva As a Diagnostic Tool in Covid 19 Detection, A Review
Background and Aim: Delayed detection of SARS-CoV-2 has been a major hindrance in curbing the current COVID-19 pandemic. Wide spread testing is the most practical way out of the current crisis. The current gold standard for COVID-19 diagnosis is real-time reverse transcription polymerase chain reaction (RT-PCR) detection of SARS-CoV-2 from nasopharyngeal swabs. However, collecting nasopharyngea...
متن کامل