and . Find where for I thought using conditional expectation might be a good idea but got stuck. Thanks in advance.
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Hello, And what's the covariance between the Xi and Yi ? In order not to be stuck, you may change the indices : For example, if , then this will be equal to
Yes; and here comes my problem: how will I calculate ? It gets complicated.
Originally Posted by Sambit Yes; and here comes my problem: how will I calculate ? It gets complicated. Because you're missing information !!!! We don't even care about the distributions of X and Y, we care about their joint distribution (their covariance)
jointly follows a multinomial distribution with parameters . So the covariance is
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