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
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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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