Distributed random variables with zero means

Reference no: EM131834584

Let X₁, X₂, X₃ be jointly distributed random variables with zero means, unit variances, and covariances Cov [X₁, X₂] = 0.80, Cov [X₁, X₃] = -0040, Cov [X₂, X₃] = -0.60. Find (i) the best linear predictor of X₁ given X₂, (ii) the best linear predictor of X₃, given X₂, (iii) the partial correlation between X₁ and X₃, given X₂, (iv) the best linear predictor of X₁given X₂ and X₃, (v) the residual variance of X₁, given X₂ and X₃ , (vi) the residual variance of X₁ given X₂.

Reference no: EM131834584

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