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ECON 3330 ECONOMETRIC ANALYSIS / ECON 7331 ECONOMETRIC THEORY Tutorial 1 Questions
发布时间:2022-08-29
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ECON 3330 ECONOMETRIC ANALYSIS / ECON 7331 ECONOMETRIC THEORY
Tutorial 1 Questions
The tutorial questions are taken from Abadir, K., Magnus, J. (2005). Matrix Algebra (Econometric Exercises). Cambridge: Cambridge University Press. You can find the textbook online from UQ library. Exercise number for each question is given as a reference for you to be able to find the question from the textbook.
1. Exercise 1.4 (Vector addition) Let x, y, and z be vectors of the same order.
a. Show that x + y = y + x (commutativity).
b. Show that (x + y) + z = x + (y + z) (associativity).
2. Exercise 1.7 (Inner product) Recall that the inner product of two real vectors x and y in Rm is defined as ⟨x,y⟩ := 对 xi yi . Prove that:
a. ⟨x,y⟩ = ⟨y,x⟩;
b. ⟨x,y + z⟩ = ⟨x,y⟩ + ⟨x,z⟩;
c. ⟨λx,y⟩ = λ⟨x,y⟩
d. ⟨x,x⟩ ≥ 0 with ⟨x,x⟩ = 0 ⇐⇒ x = 0
3. Exercise 1.8 (Inner product, numbers) Let
\ 1 \ 4
\1
\ 3
x =
( 2
), y =
(−5
), z =
(1
), w =
(α
)
Compute ⟨x,y⟩, ⟨x,z⟩, and ⟨y,z⟩, and find α such that ⟨y,w⟩ = 0.
4. Exercise 1.10 (Triangle inequality) For any vector x in Rm the norm is defined as 1/2 the scalar function ∥x∥ := ⟨x,x⟩1/2 . Show that:
a. ∥λx∥ = |λ|∥x∥ for any scalar λ;
b. ∥x∥ ≥ 0 with ∥x∥ = 0 if and only if x = 0;
c. ∥x + y∥ ≤ ∥x∥ + ∥y∥ for every x,y ∈ Rm , with equality if and only if x and y are collinear
5. Exercise 1.12 (Orthogonal vectors) Two vectors x and y for which ⟨x,y⟩ = 0 are said to be orthogonal, and we write x⊥y . Let
α = ( )2(1) , b = ( )0(1)
a. Determine all vectors that are orthogonal to a.
b. Determine all vectors that are orthogonal to b.
c. If x⊥y, prove that ∥x + y∥2 = ∥x∥2 + ∥y∥2 (Pythagoras).