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Math Help - Expected Value and Variance

  1. #1
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    Expected Value and Variance

    I'm having a bit of trouble just starting a question, which I've attached.

    The answer is E(yt) = 0 but how do you go about working that from the information given?


    Any tips to point me in the right direction?

    Thanks for the help
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  2. #2
    Grand Panjandrum
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    Quote Originally Posted by blueturkey View Post
    I'm having a bit of trouble just starting a question, which I've attached.

    The answer is E(yt) = 0 but how do you go about working that from the information given?


    Any tips to point me in the right direction?

    Thanks for the help
    y_t is the sum of three zero mean RV's (thay are independednt but that does not matter for the mean) and so its expectation is zero.

    CB
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  3. #3
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    Thanks for your reply

    Does this mean that I should assume,

    E(et) = E(et-1) = E(et-2) = 0

    but what is the basis of assuming this?

    Alternatively, I'm guessing that this may have something to do with the statement E(etet+tau) = 0, although I'm not sure what this statement means either.
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  4. #4
    Grand Panjandrum
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    Quote Originally Posted by blueturkey View Post
    Thanks for your reply

    Does this mean that I should assume,

    E(et) = E(et-1) = E(et-2) = 0

    but what is the basis of assuming this?
    You don't assume it, you read the question and it tells you that their expectations are all zero.

    CB
    Last edited by CaptainBlack; May 10th 2010 at 07:21 AM.
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