The random variables (xi_{1}, xi_{2}, ldots, xi_{n+m}(n>m)) are independent, identically distributed and have a finite variance. Find

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The random variables \(\xi_{1}, \xi_{2}, \ldots, \xi_{n+m}(n>m)\) are independent, identically distributed and have a finite variance. Find the correlation coefficient of the sums

\[ s=\xi_{1}+\xi_{2}+\ldots+\xi_{n} \text { and } \sigma=\xi_{m+1}+\xi_{m+2}+\ldots+\xi_{m+n} \]

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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