julia ROBERT

its all over before a month ago dude..

r.pdf please help me to solve this questions. please see the attachmets. Bootstrap resampling is a way to get the most out of a limited amount of data for model estimation or validation. Given a random walk model x1 = "1; xt = xt􀀀1 + "t; t > 1; where xt is the observation and "t is the noise at time point t, and data sample 6; 1; 3; 7; 12; 6; 19; 29; 5; 􀀀6; 􀀀9; 􀀀29; 􀀀11; 􀀀13; 􀀀5; generated from the model, describe how to generate more data from this sample using bootstrap resampling.

i want to know true answers of my homework question<attachment removed> . please see the attachment for three more questions.. (a) For three random variables X, Y and Z, draw any graphical model in which we have P(X, Y) = P(X) P(Y), but we do not have P(X, Y | Z) = P(X | Z) P(Y | Z). (b) Do we always have a graphical representation for a given set of conditional independence rules? That is, the representation shows exactly the given C. I. rules, no more, no less. Is the representation unique?