Suppose that X1, , Xn are random variables for which Var(Xi) has the same value 2 for i 1, , n and (Xi, Xj) has the same value for every pair of values i and j such that I j Prove that 1 n 1 ...

Let v 2 Var X 1 X n Var X i Cov X i X ...

Suppose that X1, . . . , Xn are random variables for which Var(Xi) has the same

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Suppose that X1, . . . , Xn are random variables for which Var(Xi) has the same value σ2 for i = 1, . . . , n and ρ(Xi, Xj) has the same value ρ for every pair of values i and j such that I ≠ j . Prove that ρ ≥ − 1/n − 1.

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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 03:36 AM

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Suppose that X1, . . . , Xn are random variables for which Var(Xi) has the same

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