Suppose you have a joint distribution of x and y where • x has population mean lg and population variance o • y has population mean ly and population variance o and the population covariance between them is Ery. The population Pearson correlation is then given by Ery We collect n pairs of data, (xi, Yi), i = 1, .., n. Each pair is an independent draw from this distribution. (a) Suppose we estimate our population covariance with n 1 E(t; – Ha)(yi – Hy). i=1 Is this an unbiased estimator of the population covariance? Show why or why not.

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