Question: When X and Y have expected values X = Y = 0, Theorem 12.3 says that X L (Y) = X,Y

When X and Y have expected values µ_X = µ_Y = 0, Theorem 12.3 says that X_L(Y) = ρ_X,Y σ_X/σ_Y Y.Show that this result is a special case of Theorem 12.8 when random vector Y is the one – dimensional random variable Y.

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