\documentclass[a4paper,11pt]{article} \author{name name} \title{homework} \maketitle \begin{document} 1.a \newline b. \newline c. \newline \newline 2.a \newline \sum_{i=1}^n Y_i - (aX_i + b) = \sum_{i=1}^n Y_i - aX_i + a\overline{X} - \overline{Y} = \newline = n\overline{Y} - na\overline{X} + na\overline{X} -n\overline{Y}=0 \newline \newline b. \newline X:= (x_1 ... x_n) Y:=(y_1 ... y_n) R{n}:= \{a,b\} , \sum_{i=1}^n Y_i - aX_i - b $ = $ Min \newline X_{n+1} := (x_1 ... x_n , x_{n+1}) y_{n+1} := (y_1 ... y_n , y_{n+1}) \overline{Y_{n+1}} = \overline{Y} \newline \overline{X_{n+1}} = \overline{X} \Rightarrow R_{n+1} := a, \frac{\frac{1}{n+1}\sum_{i=1}^{n+1}(x_i-\overline{x})^2}{\frac{1}{n+1} \sum_{i=1}^{n+1} (x_i - \overline{x})^2 $ = $ \newline $ = $ \frac{\sum_{i=1}^n (x_i - \overline{x})(y_i - \overline{y}) + (\overline{x} - \overline{x})(\overline{y} - \overline{y})}{\sum_{i=1}^n(x_i - \overline{x})^2 + (\overline{x} - \overline{x})^2} \newline $ = $ \frac{Cov(X_n,Y_n)}{Var(X_n)} = a_{r_n} \Rightarrow b_{r_n} = b_{r_{n+1}} \sum_{i=1}^{n+1} \hat{y} - overline{y} = 0 \Rightarrow \newline \Rightarrow \hat{y_{n+1}} = y_{n+1} \newline \newline c.1 a_{new} = a/c \newline c.2{new} = b*d , a{new} = a*d \newline \newline 3.\newline \newline 4. \newline x:=(x_1 ... x_n) Y:=(y_1 ... y_n) \newline b. \newline x_{n+1} := \overline{X} , r=0 \Rightarrow \frac{Cov(x,y)}{Var(x)Var(Y)} = 0 \Rightarrow Cov(x,y) = 0 \newline Cov(X_{n+1} , Y_{n+1}) =\frac{1}{n+1} \sum_{i=1}^{n+1} (x_i - \overline{x})(y_i - \overline{y}) = \frac{1}{n+1} \sum_{i=1}^n (x_i - \overline{x}) + (\overline{x} - \overline{x}) (y_{n+1} - \overline{y}) = \frac{1}{n+1} (0 + 0) = 0 = r \newline 4.a \subset 4.b \newline c. x_{n+1} = \overline{X} \; y_{n+1} = \overline{Y} \; r_{X,Y}=r \newline \frac{\frac{1}{n+1} \sum_{i=1}^{n+1} (x_i - \overline{X})(y- \overline{Y})}{\sqrt{\frac{1}{n+1} \sum_{i=1}^{n+1} (x_i - \overline{X})^2 \sum_{i=1}^{n+1} (y_i - \overline{Y})^2}} \newline \frac{\frac{1}{n+1} \sum_{i=1}^{n} (x_i - \overline{X})(y- \overline{Y}) + (\overline{X} - \overline{X})(\overline{Y} - \overline{Y})}{\frac{1}{n+1} \sqrt{(\sum_{i=1}^{n} (x_i - \overline{X})^2 + (\overline{X} - \overline{X})^2) (\sum_{i=1}^{n} (y_i - \overline{Y})^2 + (\overline{Y} - \overline{Y})^2)}} =\newline = \frac{\frac{1}{n} \sum_{i=1}^{n} (x_i - \overline{X})(y- \overline{Y}) + (\overline{X} - \overline{X})(\overline{Y} - \overline{Y})}{\frac{1}{n} \sqrt{ (\sum_{i=1}^{n} (x_i - \overline{X})^2 + (\overline{X} - \overline{X})^2) (\sum_{i=1}^{n} (y_i - \overline{Y})^2 + (\overline{Y} - \overline{Y})^2)}} = r \newline \newpage d. r_{X,Y} = r \; x_{n+1} = \overline{X} \newline \frac{\frac{1}{n+1} \sum_{i=1}^{n+1} (x_i - \overline{X})(y- \overline{Y})}{\sqrt{\frac{1}{n+1} \sum_{i=1}^{n+1} (x_i - \overline{X})^2 \sum_{i=1}^{n+1} (y_i - \overline{Y})^2}} \newline \frac{\frac{1}{n+1} \sum_{i=1}^{n} (x_i - \overline{X})(y- \overline{Y}) + (\overline{X} - \overline{X})(y_{n+1} - \overline{Y})}{\frac{1}{n+1} \sqrt{(\sum_{i=1}^{n} (x_i - \overline{X})^2 + (\overline{X} - \overline{X})^2) (\sum_{i=1}^{n} (y_i - \overline{Y})^2 + (y_{n+1} - \overline{Y})^2)}} =\newline = \frac{\frac{1}{n} \sum_{i=1}^{n} (x_i - \overline{X})(y- \overline{Y}) + (\overline{X} - \overline{X})(y_{n+1} - \overline{Y})}{\frac{1}{n} \sqrt{ (\sum_{i=1}^{n} (x_i - \overline{X})^2 + (\overline{X} - \overline{X})^2) (\sum_{i=1}^{n} (y_i - \overline{Y})^2 + (y_{n+1} - \overline{Y})^2)}} =\newline $ = $ \newline \frac{Cov(X,Y)}{ \sqrt{Var(x) ( \frac{1}{n} (\sum_{i=1}^n (y_i - \overline{Y_n+1})^2) + (y_{n+1} - \overline{Y_{n+1}})^2 }} \Rightarrow \newline \Rightarrow Y:=(y_1 ... y_n , y_{n+1}) , y_{n+1} \neq \overline{Y_n} \wedge \frac{1}{n} ((\sum_{i=1}^n (y_i - \overline{Y_n+1})^2) + (y_{n+1} - \overline{Y_{n+1})^2}) \neq Var(Y_n) \Rightarrow r_{X_n Y_n} \neq r_{X_{n+1} Y_{n+1}} \newline Y:= (0,0,3) \Rightarrow Var(Y_2) = 0 \neq \frac{1}{3} (1 + 1 + 4} \newline \newline \end{document}