An experimental trial produces random variables X 1 and X 2 with correlation r = E[X 1
Question:
where X1(i) and X2(i) are samples of X1 and X2 on trial i. Show that if Var[X1X2] is finite, then is an unbiased, consistent sequence of estimates of r.
Transcribed Image Text:
Σ: Π. ΣΧ 1) Χ. (i), Τη Σ i=1
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Related Book For
Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
ISBN: 978-1118324561
3rd edition
Authors: Roy D. Yates, David J. Goodman
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