Suppose that Iuml i P(Y it 1) 1 P(Y it 0), for t 1, , n i , and corr(Y it , Y is ) Iuml for t s Show that var(Y it ) Iuml i (1 Iuml i ), cov(Y it , Y is ) Iuml Iuml i (1 Iuml i ), and n, (1 ) 1 (n, 1) var

Question: Suppose that Ï i = P(Y it = 1) = 1 P(Y it = 0), for t = 1,..., n i , and corr(Y it

Suppose that Ï€_i= P(Y_it= 1) = 1 €“ P(Y_it= 0), for t = 1,..., n_i, and corr(Y_it, Y_is) = Ï for t ‰ s. Show that var(Y_it) = Ï€_i(1 €“ Ï€_i), cov(Y_it, Y_is) = ÏÏ€_i(1 €“ Ï€_i), and

-n, (1-) [1 + (n, - 1)]. var

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