Give conditions on a > 0, b > 0, and u so that fX,Y(x, y) = ke(ax22uxy+by2)
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fX,Y(x, y) = ke−(ax2−2uxy+by2)
is the bivariate normal density of random variables X and Y each having expected value 0. Also, find Var(X), Var(Y), and ρ(X, Y).
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So we get the following equations Form the first two equa...View the full answer
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Related Book For
Introduction To Mathematical Statistics And Its Applications
ISBN: 9780321693945
5th Edition
Authors: Richard J. Larsen, Morris L. Marx
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