By A. A. Walters (auth.)

ISBN-10: 0333025679

ISBN-13: 9780333025673

ISBN-10: 1349152773

ISBN-13: 9781349152773

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**Additional info for An Introduction to Econometrics**

**Sample text**

2 • 110 that It will be observed that there are two observations of means in the numerator and so there 50 METHODOLOGY, PROBABILITY AND SAMPLING The distribution of the F statistic varies according to the number of degrees of freedom. There are, however, two sets of degrees of freedom to be taken into account, one associated with the numerator and one with the denominator. Thus the value of F. 05 varies according to the two sets of degrees of freedom, and suitable tables enable one readily to obtain F <{)TJ for the two specified degrees offreedom.

There are two urns, one (no. I) containing 4 black and I white balls and one (no. 2) containing 3 black and 4 white balls. We toss a die and if the PROBABILITY 31 die comes down on the I or 2 side we choose a ball from no. I urn, but if the die falls on sides 3, 4, s or 6 we choose a ball from no. 2 urn. (i) Find the probability that the ball is black. (ii) Assuming that the ball that is drawn is returned before the next drawing, suppose that 2 balls are drawn; find the probability that (a) two are black; (b) two are white.

It is obvious that the concept of the likelihood ratio provides such a language. Of course the language of likelihood is more complex and difficult than the 'yea-or-nay' of standard significance tests. And this makes it more difficult to express ideas to the 'outsider' or the statesman or the common man. t It is easy to see how the likelihood approach can be naturally adapted to the problem of estimating an unknown population parameter. 3, t In all this discussion we are not talking about the 'probability of a hypothesis'.

### An Introduction to Econometrics by A. A. Walters (auth.)

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