Please prove Cov(Y1 Y2) = (rho) ρ σ1 σ2 , using Z1 = (y1 - μ1)...

Question

Question

Please prove Cov(Y1 Y2) = (rho) ρ σ1 σ2 , using Z1 = (y1 - μ1) / σ1 ; Z2 = (y2 - μ2) / σ2.

(This section is talking about Bivariate Normal Distribution; A tds calculation)

Answer 1

Answer #1

Answer 2

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