* ------------------------------------- * Exercise 2.10 in Stock and Watson, 2e * ------------------------------------- scalar z1 = normal((3-1)/sqrt(4)) scalar z2 = 1-normal((0-3)/sqrt(9)) scalar z3 = normal((52-50)/sqrt(25)) - normal((40-50)/sqrt(25)) scalar z4 = normal((8-5)/sqrt(2)) - normal((6-5)/sqrt(2)) scalar list z1 z2 z3 z4 * ------------------------------------- * Exercise 2.11 in Stock and Watson, 2e * There is an error in the exercise! The * copy editor dropped a digit in c. So, * the chi2 and f stats in b and c are the same. * ------------------------------------- scalar x1 = 1 - chi2tail(4,7.78) scalar x2 = chi2tail(10,18.31) scalar f1 = Ftail(10,1e10,1.831) scalar x3 = chi2(1,1) scalar x4 = 1-chi2tail(1,1) scalar z = normal(1)-normal(-1) scalar list x1 x2 f1 x3 x4 z * ------------------------------------- * Exercise 2.12 in Stock and Watson, 2e * ------------------------------------- scalar t1 = ttail(15,1.75) scalar t2 = 1-2*ttail(90,1.99) scalar z2 = normal(1.99)-normal(-1.99) scalar f1 = Ftail(7,4,4.12) scalar f2 = Ftail(7,120,2.79) scalar list t1 t2 z2 f1 f2