ρρ 4. The correlation matrix of the random variables Y,,Y,,Y,, Y4 is 12 3 0 < ρ < l , and each ra...

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Please explain how to get variance covariance matrix and how to get the final solution:

ρρ 4. The correlation matrix of the random variables Y,,Y,,Y,, Y4 is 12 3 0 < ρ < l , and each random variable has variance σ

math Statistics-And-Probability

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Answer 1

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Solw-tfon Given-that, var (%):-A: 4 Corr (XY) : Cov (X,y)/JVar (X) xvarly) tlence, Covariance between Y and Yi S, 2 varfancc Covarfance matrix ce matrix of ω, and w2 t a

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ρρ 4. The correlation matrix of the random variables Y,,Y,,Y,, Y4 is 12 3 0 < ρ < l , and each ra...

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ρρ 4. The correlation matrix of the random variables Y,,Y,,Y,, Y4 is 12 3 0 < ρ < l , and each ra...

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ρρ 4. The correlation matrix of the random variables Y,,Y,,Y,, Y4 is 12 3 0 < ρ < l , and each ra...

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Add Answer to: ρρ 4. The correlation matrix of the random variables Y,,Y,,Y,, Y4 is 12 3 0 < ρ < l , and each ra...

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ρρ 4. The correlation matrix of the random variables Y,,Y,,Y,, Y4 is 12 3 0 < ρ < l , and each ra...