\documentclass[12pt]{article} %\usepackage{amsbsy} % for \boldsymbol and \pmb %\usepackage{graphicx} % To include pdf files! \usepackage{amsmath} \usepackage{amsbsy} \usepackage{amsfonts} %\usepackage[colorlinks=true, pdfstartview=FitV, linkcolor=blue, citecolor=blue, urlcolor=blue]{hyperref} % For links \usepackage{fullpage} % Good for US Letter paper \topmargin=-0.75in \textheight=9.5in \usepackage{fancyhdr} \renewcommand{\headrulewidth}{0pt} % Otherwise there's a rule under the header \setlength{\headheight}{15.2pt} \fancyhf{} \pagestyle{fancy} \cfoot{Page \thepage {} of 2} % %\pagestyle{empty} % No page numbers \begin{document} %\enlargethispage*{1000 pt} \begin{flushright} Name \underline{\hspace{60mm}} \\ $\,$ \\ Student Number \underline{\hspace{60mm}} \end{flushright} \vspace{5mm} \begin{center} {\Large \textbf{STA 442/2101 f2012 Quiz 1}}\\ \vspace{1 mm} \end{center} \begin{enumerate} \item (4 points) A random sample of size $n=80$ was drawn from a distribution with density $f(y) = \theta e^{-\theta y}$ for $y>0$, where the parameter $\theta>0$. \begin{enumerate} \item Find the maximum likelihood estimate of $\theta$. Show your work. Don't bother wth a second derivative test. Your answer is a symbolic expression. \textbf{Circle your final answer}. \vspace{150mm} \item Results included $\sum_{i=1}^n y_i = 81.36$, $\sum_{i=1}^n y_i^2 = 157.78$, and $\sum_{i=1}^n \log(y_i) = -45.22$. Give the maximum likelihood estimate in numeric form. Your answer is a number. \textbf{Circle it}. \newpage \end{enumerate} \item (3 points) For a standard multiple regression with normal error terms, suppose a 95\% confidence interval for $\beta_6$ is $(-1.2,0.75)$. Assume that the model is \emph{completely correct}. Does the confidence interval mean that $Pr\{-1.2 < \beta_6 < 0.75 \} = 0.95$? Answer Yes or No and briefly explain. \vspace{80mm} \item (3 points) Let $\mathbf{X}$ be a real $n \times p$ matrix, and let $\mathbf{a}$ be a real $p \times 1$ column vector. Show that $\mathbf{a}^\prime (\mathbf{X}^\prime\mathbf{X})\mathbf{a} \geq 0$ (that is, $\mathbf{X}^\prime\mathbf{X}$ is non-negative definite). \end{enumerate} \end{document}