Question: Find an example of random variables (X,Y ) such that their true and linear regressions of Y on X coincide, but (X,Y ) do not
Find an example of random variables (X,Y ) such that their true and linear regressions of Y on X coincide, but (X,Y ) do not have a joint normal distribution.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
