Suppose that (X1, Y1), , (Xn, Yn) form a random sample from a bivariate normal distribution with means x and y, variances 2x and 2y, and correlation Let R be the sample correlation Prove that the distribution of R depends only on , not on x, y, 2x, or 2y ...

We want to show that the distribution of R is the same for all parameter vectors x y 2 x 2 y that sh ...

Suppose that (X1, Y1), . . . , (Xn, Yn) form a random sample from a bivariate

Question:

Suppose that (X1, Y1), . . . , (Xn, Yn) form a random sample from a bivariate normal with means μx and μy, variances σ2x and σ2y, and correlation ρ. Let R be the sample correlation. Prove that the of R depends only on ρ, not on μx, μy, σ2x, or σ2y. Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...