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且W(r)∼N(0,r2),W(1)∼N(0,1),[W(1)]2∼χ2(1) 然后我们将分四类讨论,(1)普通AR(1)+无趋势项+无截距,(2)随机游走+无趋势项+无截距,(3)普通AR(1)+无趋势项+有截距,(4)普通AR(1)+有趋势项/漂移项+有截距。由于内容太多,我们分四章讨论,每一章都有公式推导、仿真分布。 1. AR...
Critical PointTest Stat 1 -3.41954 2.5 -3.11536 5 -2.85724 10 -2.56592 20 -2.21811 50 -1.5678 80 -0.865317 90 -0.440923 95 -0.0778194 97.5 0.239617 99 0.603411 比对书本B6 Table 跟最后一行差不多。 代码和生成的数据点上传到网上,资源链接见评论区哦。 上一篇笔记:CTSA03 - 单位根检验Unit Root ...
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gnutls_session_channel_binding(GNUTLS_CB_TLS_SERVER_END_POINT) is only available with gnutls 3.7.2, but we still want to support older gnutls versions and that's easily doable... BUG:https://bugzilla.samba.org/show_bug.cgi?id=15621Signed-off-by: Stefan Metzmacher <me...@samba.org>...
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Continuity and diode test Low power wireless technology allows the display to be carried up to 10 meters(33 ft) away from the point of measurement for added flexibility. No interference with measurements The removable magnetic display can be conveniently mounted where it is easily seen Make ...
考虑性质W(s)-W(t)\sim N(0,s-t)。或者说0\leq t_1\leq t_2\leq..\leq t_k\leq1,有W_{t_{i+1}}-W_{t_{i}}\stackrel{iid}{\sim}N(0,1)。则有仿真如下,其中 X_T(r)=\left\{ \begin{aligned} &0,0\leq r<\frac{1}{T}\\ &\frac{u_1}{T},\frac{1}{T}\leq r<...
注:在这里,只需要Inverse of matrix in variance exists,即determination of\begin{bmatrix} 1&\frac{\alpha}{2}\\ \frac{\alpha}{2}&\frac{\alpha}{3} \end{bmatrix}\neq0,即\alpha\neq 0\text{ or }\frac{4}{3}即可,所以说,基本\alpha取任何有限值(\alpha<\infty)都能使得H_0下的统计值收...