7.5. Given the variance-covariance matrix of three random variables X1, X2 and X3, E = [4 1 2 1 9. -3 2 a. Find the correlation matrix p. b. Compute the correlation between X1 and X2 +}X3. -3 25

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter1: Functions
Section1.2: The Least Square Line
Problem 8E
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E7.5. Given the variance-covariance matrix of three random variables X1, X2 and X3, E
[4
1
2
1
-3
-3
25
a. Find the correlation matrix p.
b. Compute the correlation between X1 and X2 + X3.
Transcribed Image Text:E7.5. Given the variance-covariance matrix of three random variables X1, X2 and X3, E [4 1 2 1 -3 -3 25 a. Find the correlation matrix p. b. Compute the correlation between X1 and X2 + X3.
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