Question: 2.50. (Sec. 2.5) Show that for any function h(X(2 and any joint distribution of Xi and X(2) for which the relevant expectations exist, the correlation
2.50. (Sec. 2.5) Show that for any function h(X(2» and any joint distribution of Xi and X(2) for which the relevant expectations exist, the correlation between Xi and h(X(2») is not greater than the correlation between Xi and g(X(2»), where g(X(2») = J' Xilx(2).
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