Show that the covariance function in Theorem 16.8, (16.28), has an alternative expression: where (x, y) =

Show that the covariance function in Theorem 16.8, (16.28), has an alternative expression:

where ψ(x, y) = (σ 2 −2)qx,y +2{log(4−xy +qx,y)−log(4−xy −qx,y)}
with qx,y = (4 − x2)(4 − y2).

Transcribed Image Text:

c(g, h)= = 4 g'(x)h' (y) (x, y)dxdy, -2-2