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Let xyz be the random quantities of three standard normal distributions, corr(X,Y) = 0.3, corr(X,Z) = 0.4, corr(Y,Z)=0. They form a ternary normal distribution, find The maximum value of the variance of this normal

Let xyz be the random quantities of three standard normal distributions, corr(X,Y) = 0.3, corr(X,Z) = 0.4, corr(Y,Z)=0. They form a ternary normal distribution, find The maximum value of the variance of this normal

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Let xyz be the random quantities of three standard normal distributions, corr(X,Y) = 0.3, corr(X,Z) = 0.4, corr(Y,Z)=0. They form a ternary normal distribution, find The maximum value of the variance of this normal distribution
Transcribed Image Text:Let xyz be the random quantities of three standard normal distributions, corr(X,Y) = 0.3, corr(X,Z) = 0.4, corr(Y,Z)=0. They form a ternary normal distribution, find The maximum value of the variance of this normal distribution
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