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Problem 10 Assume that Y = (Y11, Y12, Y21, Y22)' is a collection of ind 2 N(0, 1) random variables. Let YE-1 E-1 Yij/4,
Problem 10 Assume that Y = (Y11, Y12, Y21, Y22)' is a collection of ind 2 N(0, 1) random variables. Let YE-1 E-1 Yij/4, Y = = -1 Yij/2 i=1 for i=1,2, Y = - Y/2 for j = 1,2, as in Problem 7. Find: (a) cov(Y. - Y, Y2 - Y) (b) cov(Y. - Y, Y - Y) (c) cov(Y. - Y, Y21-Y. - Y + Y) (d) cov(Y. - Y, Y22 - Y2 - Y2 + Y) (e) cov(Y. - Y, Y - Y - Y + Y) (f) cov(Y. - Y, Y12 - Y. - Y2 + Y)
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ANSWERS a 0 b 23 c 13 d 13 e 23 f 0 WORKINGS a covY Y Y ...Get Instant Access to Expert-Tailored Solutions
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