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TA4 最近の更新履歴 Econometrics Ⅰ 2016 TA session

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Figure 1: density function Figure 2: distribution function M y (t) = E(e ty ) =E(e t(ax+b) ) =e bt E(e atx ) =e bt M x (at) =exp[(aµ + b)t + 1 2 (a 2 σ 2 )t 2 ] Q.E.D Standard normal distribution
Figure 3: density function Figure 4: distribution function 1 √ 2πσx exp[− (logx−µ) 22σ2 ] Proof
Figure 5: Cov[x 1 , x 2 ] = 0 Figure 6: Cov[x 1 , x 2 ] = 0.6

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