STA457H1 Chapter Notes - Chapter 5: Asparagine
Document Summary
X t 1 x t 1 p x t p=zt( ) Multiply x t 1, x t 2, , xt p. E[ xt xt i] 1 e[ xt 1 x t i] p e[ x t p xt i]=e[z t x t i] and take expectation to i=1, , p. I= 1 i 1+ p i p. P=[ i j]i , j =1 p implies that we can use the method of moments and replace. (0) 1 1 p p=e[zt xt]=e[ zt ( 1 xt 1+ + p x t p+zt )]= 2. I= 1 n i n j=1 ( x j x)(x j+1 x) i=0, , p. X j x j+1= 1 n i n j=1. X j( x j+ i 1 1+ +x j+i p p+z j+i)= 1 n i n j=1. P+zi + j)= 1 n i n j=1. X j x j p+ 1 n i n j=1. P+ 1 n n k= p+1.
