Question: Show that if are as given by Eq. (11.8.19), then for i = 1, . . . , I, Also, show that this covariance is

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

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

Cov () = 112

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