[R] solving non-linear system of equations

Peter Dalgaard p.dalgaard at biostat.ku.dk
Mon Aug 14 20:12:00 CEST 2006


Spencer Graves <spencer.graves at pdf.com> writes:

> p.s.  I don't see how it's obvious that 'a=-c'."

> > Y=a+bX+cX^2+dX^3, where X~N(0,1). (Y is expressed as a linear combination
> > of the first three powers of a standard normal variable.) Assuming that
> > E(Y)=0 and Var(Y)=1, one can obtain the following equations after tedious
> > algebraic calculations:

Take means on both sides: EY = a+0+c+0 = 0


-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
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