Let 2 1 = 2 2 = 2 be the common variance of X
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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
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PX11X2 2 ko 21p 12 This can be rewritten as PX11X2 2 ko 21p 12 This can ...View the full answer
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Related Book For 
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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