Question: Let 2 1 = 2 2 = 2 be the common variance of X 1 and X 2 and let be

Let σ21 = σ22 = σ2 be the common variance of X1 and X2 and let ρ be the correlation coefficient of X1 and X2. Show for k > 0 that

P(X1-1) + (X2-)| ko] 2(1 + p) k2

P(X1-1) + (X2-)| ko] 2(1 + p) k2

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