If X 1 , X 2 , and X 3 are uncorrelated variables each having the same
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If X1, X2, and X3 are uncorrelated variables each having the same standard deviation, show that the coefficient of correlation between X1 + X2 and X2 + X3 is equal to 1/2. Why is the correlation coefficient not zero?
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Let Z X 1 X 2 and W X 2 and X 3 In deviation form ...View the full answer
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