where21and22arethevariancesofw1iandw2i,respectively.Then,Oster’ - PDF document

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Uploaded On 2016-06-20

where21and22arethevariancesofw1iandw2i,respectively.Then,Oster’ - PPT Presentation

22122A2andiw2iw1iw2iw1i1w2i22 22122w1i221 22122w2iItturnsoutthatiimplicitlyde133nedinA1andthegivenbyA2satisfyCovxii0andCovsii0Hencethesetwoe ID: 370517

221+22(A2)andi=w2i(w1i+w2i)=w1i(1+)w2i=22 221+22w1i221 221+22w2i:Itturnsoutthatiimplicitlyde…nedin(A1)andthegivenby(A2)satisfyCov(xi;i)=0andCov(si;i)=0.Hence thesetwoe

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