arnoldbradley7442 arnoldbradley7442

22-05-2023
Mathematics

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Suppose that in a sample of size 100 from an AR(1) process with mean μ , φ = .6 , and σ2 = 2 we obtain x(bar)100 = .271. Construct an approximate 95% confidence interval for μ. Are the data compatible with the hypothesis that μ = 0?

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