Question
suppose (X 1 ,Y 1 )... (X_n, Y_n) are i.i.d bivariate random vectors such that X_i and Y_i have finite nonzero variances. Then , the
suppose (X1,Y1)... (X_n, Y_n) are i.i.d bivariate random vectors such that X_i and Y_i have finite nonzero variances. Then , the correlation =(Xi,Yi)is well defined. Let XnandYnbe the sample means of Xs and Ys, respectively. Let n^be the sample correlation defined by
n^=i=1n(XiXn)2(YiYn)2i=1n(XiXn)(YiYn)
argue thatn^p
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Intermediate Accounting
Authors: Donald E. Kieso, Jerry J. Weygandt, Terry D. Warfield.
9th Canadian Edition, Volume 2
470964731, 978-0470964736, 978-0470161012
