Show that if are as given by Eq. (11.8.19), then for i = 1, . . .

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Show that if are as given by Eq. (11.8.19), then for i = 1, . . . , I,

Also, show that this covariance is 0 if all Kij are the same.

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 02:52 AM

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Show that if are as given by Eq. (11.8.19), then for i = 1, . . .

Question:

Cov (μ·여) = 112

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Both are linear functions of the independent rando...View the full answer

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