1.

If the observations xi are independent random variables with variance 2 then according to the EWMA charts, the variance of zi will be ________________

A. ( sigma_{zi}^2 = sigma^2 ( frac{ }{2- })[1+(1+ )^{2i}] )
B. ( sigma_{zi}^2 = sigma^2 ( frac{ }{2- })[1+(1- )^{2i}] )
C. ( sigma_{zi}^2 = sigma^2 ( frac{ }{2- })[1-(1- )^{2i}] )
D. ( sigma_{zi}^2 = sigma^2 ( frac{ }{2+ })[1-(1- )^{2i}] )
Answer» D. ( sigma_{zi}^2 = sigma^2 ( frac{ }{2+ })[1-(1- )^{2i}] )


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