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PDF-Now,ifX1;X2;:::;Xkareuncorrelated,itmeansthatcor(Xj;Xl)=0,andbecauseco

PDF-Now,ifX1;X2;:::;Xkareuncorrelated,itmeansthatcor(Xj;Xl)=0,andbecauseco

Author : phoebe-click | Published Date : 2016-08-17

p Pni1xjixj2p Pni1xlixl2itfollowsthatPni1xjixjxlixl0ThisresultwillsimplifyZ0ZThediagonalentrieswillbePni1xjixj2j12kandalltheotherentrieswillbezeroTherefore 00

p Pni=1(xjixj)2p Pni=1(xlixl)2itfollowsthatPni=1(xjixj)(xlixl)=0.ThisresultwillsimplifyZ0Z:ThediagonalentrieswillbePni=1(xjixj)2;j=1;2;:::;k andalltheotherentrieswillbezero.Therefore ^ (0)=0

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Now,ifX1;X2;:::;Xkareuncorrelated,itmeansthatcor(Xj;Xl)=0,andbecauseco: Transcript

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