Question: 2. (10 points) An experimental trial produces random variables X, and X2 with correlationr = E[XX2]. To estimate r, we perform / independent trials and

2. (10 points) An experimental trial produces random variables X, and X2 with correlationr = E[XX2]. To estimate r, we perform / independent trials and form the estimate 1 r Rn = = n X, (i) X2 (i ) where Xi(i) and Xx(i) are sample of X, and X2, respectively, from trial number i. Show that if Var[X X] is finite, then R1, R2, .. is unbiased, consistent sequence of estimates of r

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