By Walter Philipp
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Extra info for Almost sure invariance principles for partial sums of weakly dependent random variables
The order of the variables is 6,5,4,3,2,1. xpl the curve. They fall into the high frequency part of the curve. To overcome this problem Andrews suggested using an order which is suggested by Principal Component Analysis. This technique will be treated in detail in Chapter 9. In fact, the sixth variable will appear there as the most important variable for discriminating between the two groups. If the number of observations is more than 20, there may be too many curves in one graph. This will result in an over plotting of curves or a bad “signal-to-ink-ratio”, see Tufte (1983).
A boxplot (choose one of variables) 2. an Andrew’s Curve (choose ten data points) 3. a scatterplot 4. a histogram (choose one of the variables) What do these graphs tell you about the data and their structure? 18 Make a draftman plot for the car data with the variables X1 X2 X8 X9 = = = = price, mileage, weight, length. Move the brush into the region of heavy cars. What can you say about price, mileage and length? Move the brush onto high fuel economy. S. American cars. 3. 19 What is the form of a scatterplot of two independent random variables X1 and X2 with standard Normal distribution?
This is confirmed by inspection of the scatterplot of X11 vs. , the less teachers there are per pupil, the less people pay on median for their dwellings. 63) Interestingly, X12 is negatively—though not linearly—correlated with X3 , X7 and X11 , whereas it is positively related with X14 . Having a look at the data set reveals that for almost all districts X12 takes on a value around 390. 63, such values can only be caused by B close to zero. Therefore, the higher X12 is, the lower the actual proportion of blacks is!
Almost sure invariance principles for partial sums of weakly dependent random variables by Walter Philipp
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