Exercise Solution 3.12

Exercise Solution 3.12

Many solutions are possible. A simple one is a discrete random vector X with PF

[s1]

You can confirm that the covariance between the two components is 0 but that conditional PFs ϕ1 and ϕ2 fail to satisfy

[s2]

 
Comments are closed.

Powered by WordPress. Designed by WooThemes