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).

Request for Solution File

Ask an Expert for Answer!!
Basic Statistics: Bivariate normal with mean zero
Reference No:- TGS0856303

Expected delivery within 24 Hours