Quiz 4
, = ,
, …,
,
Let Xi i 1 2
n
be a random sample from a population with
mean
.
μ1 and variance σ12
,
= ,
, …,
,
Let Yi i 1 2
n
be a
random sample from a population with mean
.
μ2 and variance σ22
1.
Suppose these two samples are independent, please derive the
expression for
 ;
varX Y
2.
Suppose these two samples are paired in that
(
,
)≡
corr Xi Yi
ρ
,
please derive the expression for
 .
varX Y
Solution:
1.
 =
+
=
+
varX Y varX varY
σ12n
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This note was uploaded on 01/31/2011 for the course AMS 572 taught by Professor Weizhu during the Fall '10 term at SUNY Stony Brook.
 Fall '10
 WeiZhu

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