Bivariate normal with mean zero
Assume that X1 and X2 are bivariate normal with mean zero and var(X1)=var(X2)=1, and rho=0.5. Find an upper triangular matrix A such that (X1,X2)^T=A(Z1,Z2)^T (with equality in distribution).
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Problem: The cross-over concept changes through biochemical adaptations in muscles with the consistent aerobic training.
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