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Unformatted text preview: problem, along with Basus theorem, to nd the covariance between X (1) and X ( n ) ; that is, calculate C ( X (1) ,X ( n ) ) = E ( X (1) X ( n ) )-E ( X (1) ) E ( X ( n ) ) . Hints: (i) For any two random variables Y 1 and Y 2 , with Y 2 non-zero, E ( Y 1 Y 2 ) = E ( Y 2 1 Y 2 /Y 1 ); (ii) my solution to Problem 4 on Homework 02 might help. 1...
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- Spring '08