1 Let X ~ Nn(1,), where 1 = and is the variance covariance matrix of X....
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1 Let X ~ Nn(1,Σ), where 1 = and is the variance covariance matrix of X. Let 1 1 0 0 0 1 1 1 1 0 1 0 0 1 1 1 1 Σ = (1 − p)I + pJ, with p > -11, I = and J = . Therefore, 0 0 0 1 1 1 1 1 when p = 0 we have X ~ N (μ1, I), and in this case we showed in class that X and (Xi-X)² are independent. Are they independent when p# 0? ρ 1 Let X ~ Nn(1,Σ), where 1 = and is the variance covariance matrix of X. Let 1 1 0 0 0 1 1 1 1 0 1 0 0 1 1 1 1 Σ = (1 − p)I + pJ, with p > -11, I = and J = . Therefore, 0 0 0 1 1 1 1 1 when p = 0 we have X ~ N (μ1, I), and in this case we showed in class that X and (Xi-X)² are independent. Are they independent when p# 0? ρ
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Related Book For
Principles Of Managerial Finance
ISBN: 978-0136119463
13th Edition
Authors: Lawrence J. Gitman, Chad J. Zutter
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