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Mathematics, 22.04.2020 04:28 alma79
An experimental trial produces random variables X1 and X2 with correlation r = E[X1X2].Toes-timater, we perform n independent trials and formthe estimateˆRn =1nni=1X1(i)X2(i)where X1(i) and X2(i) are samples of X1 and X2on trial i. Show that if Var[X1X2] is nite, thenˆR1, ˆR2,...is an unbiased, consistent sequence ofestimates of r.
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An experimental trial produces random variables X1 and X2 with correlation r = E[X1X2].Toes-timater,...
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