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STAT 543 HW 10 Solution Spring 2016 1. (a) `

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Page 1: STAT 543 HW 10 Solution Spring 2016 - Iowa State …vardeman/stat543/HW/HW10-2016-Solution.pdf · As f (xlQ) = (x) + (I — Q) (x) and (x) N (O, I), (x) N (I, I), then the likelihood

STAT 543

HW 10 Solution

Spring 2016

1. (a)

`

Page 2: STAT 543 HW 10 Solution Spring 2016 - Iowa State …vardeman/stat543/HW/HW10-2016-Solution.pdf · As f (xlQ) = (x) + (I — Q) (x) and (x) N (O, I), (x) N (I, I), then the likelihood

(b)

2.

Page 3: STAT 543 HW 10 Solution Spring 2016 - Iowa State …vardeman/stat543/HW/HW10-2016-Solution.pdf · As f (xlQ) = (x) + (I — Q) (x) and (x) N (O, I), (x) N (I, I), then the likelihood

(b)

(c)

Page 4: STAT 543 HW 10 Solution Spring 2016 - Iowa State …vardeman/stat543/HW/HW10-2016-Solution.pdf · As f (xlQ) = (x) + (I — Q) (x) and (x) N (O, I), (x) N (I, I), then the likelihood

3.

(a)

Page 5: STAT 543 HW 10 Solution Spring 2016 - Iowa State …vardeman/stat543/HW/HW10-2016-Solution.pdf · As f (xlQ) = (x) + (I — Q) (x) and (x) N (O, I), (x) N (I, I), then the likelihood

(b)

Page 6: STAT 543 HW 10 Solution Spring 2016 - Iowa State …vardeman/stat543/HW/HW10-2016-Solution.pdf · As f (xlQ) = (x) + (I — Q) (x) and (x) N (O, I), (x) N (I, I), then the likelihood

1.2.4

(a)

Page 7: STAT 543 HW 10 Solution Spring 2016 - Iowa State …vardeman/stat543/HW/HW10-2016-Solution.pdf · As f (xlQ) = (x) + (I — Q) (x) and (x) N (O, I), (x) N (I, I), then the likelihood

(b)

1.2.5

Page 8: STAT 543 HW 10 Solution Spring 2016 - Iowa State …vardeman/stat543/HW/HW10-2016-Solution.pdf · As f (xlQ) = (x) + (I — Q) (x) and (x) N (O, I), (x) N (I, I), then the likelihood

2.

(a)

Page 9: STAT 543 HW 10 Solution Spring 2016 - Iowa State …vardeman/stat543/HW/HW10-2016-Solution.pdf · As f (xlQ) = (x) + (I — Q) (x) and (x) N (O, I), (x) N (I, I), then the likelihood

(b)

Page 10: STAT 543 HW 10 Solution Spring 2016 - Iowa State …vardeman/stat543/HW/HW10-2016-Solution.pdf · As f (xlQ) = (x) + (I — Q) (x) and (x) N (O, I), (x) N (I, I), then the likelihood

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