Let (X, Y ) be Bivariate Normal with X N (0, 2 1) and Y N (0, 2 2) marginally and with
Chapter 7, Problem 76(choose chapter or problem)
Let (X, Y ) be Bivariate Normal with X N (0, 2 1) and Y N (0, 2 2) marginally and with Corr(X, Y ) = . Find a constant c such that Y cX is independent of X. Hint: First find c (in terms of , 1, 2) such that Y cX and X are uncorrelated.
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