Yes_Probably_Maybe_No Posted February 24, 2011 Share Posted February 24, 2011 It's actually not going to work for a 30 year sample set. E(x) = (1/n)*sum(x) E(xi + xi+1) = (1/(n-1))*sum(xi + xi+1) If n=30, E(x) = 1/30*sum(x) but E(xi + xi+1) = 1/29*((x1+x2) + (x2+x3) + (x3+x4) ... + (x28 + x29) + (x29 + x30)) =1/29*(30*2*xbar - x1- x30) *[note: sum(x) = n*xbar]* So there is a bias because of the way we are sampling the data. But as n -> infinity, E(xi + xi+1) -> 2*E(x) Wheeeeeeeee. Q.E.D I decided to do it the long way so I can see it and it ends up being pretty much the same over a two year period. Now that I look at it the longer way (with less "x"s and "xbar"s), you were right in that it should be the exact same thing. Link to comment Share on other sites More sharing options...
Rainshadow Posted March 1, 2011 Author Share Posted March 1, 2011 I've completely killed this thread by being a total nerd, haven't I? I'm going to have to complain to a mod about this thread being hijacked. Link to comment Share on other sites More sharing options...
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