計(jì)量經(jīng)濟(jì)學(xué)(斯托克,沃森,第三版)答案

1、 For Students Solutions to Odd-Numbered End-of-Chapter Exercises Solutions to Odd-Numbered End-of-Chapter Exercises 3 ©2011 Pearson Education, Inc. Publishing as Addison Wesley 2.5. Let X denote temperature in ?F

2、and Y denote temperature in ?C. Recall that Y ? 0 when X ? 32 and Y ?100 when X ? 212; this implies (100/180) ( 32) or 17.78 (5/9) . Y X Y X ? ? ? ? ? ? ?Using Key Concept 2.3, ?X ? 70oF implies that 17.78 (5/9) 70 2

3、1.11 C, Y ? ? ? ? ? ? ?and ?X ? 7oF implies (5/9) 7 3.89 C. Y ? ? ? ? ?2.7. Using obvious notation, ; C M F ? ?thus C M F ? ? ? ? ?and 2 2 2 2cov( , ). C M F M F ? ? ? ? ? ?This implies (a) 40 45 $85,000 C ? ? ? ?pe

4、r year. (b) cov( , ) corr( , )M FM F M F ? ? ?, so that cov( , ) corr( , ). M F M F M F ? ? ?Thus cov( , ) M F ? 12 18 0.80 172.80, ? ? ?where the units are squared thousands of dollars per year. (c) 2 2 2 2cov( , ),

5、C M F M F ? ? ? ? ? ?so that 2 2 2 12 18 2 172.80 813.60, C ? ? ? ? ? ?and 813.60 28.524 C ? ? ?thousand dollars per year. (d) First you need to look up the current Euro/dollar exchange rate in the Wall Street Journal,

6、the Federal Reserve web page, or other financial data outlet. Suppose that this exchange rate is e (say e ? 0.80 Euros per dollar); each 1 dollar is therefore with e Euros. The mean is therefore e ? ?C (in units of th

7、ousands of Euros per year), and the standard deviation is e ? ?C (in units of thousands of Euros per year). The correlation is unit-free, and is unchanged. Value of Y 2.9. 14 22 30 40 65 Probability Distribution o

8、f X 1 0.02 0.05 0.10 0.03 0.01 0.21 5 0.17 0.15 0.05 0.02 0.01 0.40 Value of X 8 0.02 0.03 0.15 0.10 0.09 0.39 Probability distribution of Y 0.21 0.23 0.30 0.15 0.11 1.00 (a) The probability dis

9、tribution is given in the table above. 2 2 2 2 2 22 2( ) 14 0.21 22 0.23 30 0.30 40 0.15 65 0.11 30.15( ) 14 0.21 22 0.23 30 0.30 40 0.15 65 0.11 1127.23var( ) ( ) [ ( )] 218.2114.77 YE YE YY E Y E Y?? ? ? ? ? ? ? ? ? ?