If X and Y have a bivariate normal distribution with correlation coefficient > 0, they are
Question:
If X and Y have a bivariate normal distribution with correlation coefficient ρ > 0, they are positively regression-dependent.
[The conditional distribution of Y given x is normal with mean η + ρτσ−1(x − ξ)
and variance τ 2(l − ρ2). Through addition to such a variable of the positive quantity ρτσ−1(x
−x) it is transformed into one with the conditional distribution of Y given x > x.]
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
Question Posted: