- Correlation 2
Let
and
be random variables such that
. Let
be a random variable with known expectation
and variance
such that the correlation
is also given.
Reperesent
in the form
and determine the unknown coefficients b0, b1 and σ.
Dieses Beispiel ist als
solved markiert. Ist dies falsch oder ungenau? Aktualisiere den Lösungsstatus (Details:
Vorlage:Beispiel)
--Lessi 2024-02-07T13:04:11Z
By expanding
we get:
We can determine
by the fact that
and
are uncorrelated:
Lastly we can get
by simply inserting all known coefficients to the definition of
: