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Discussion: All Topics in Probability & Statistics
Topic: cross correlation


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Subject:   cross correlation
Author: cori
Date: May 18 2004
I have 2 standard normal distribution ei~N(0,1) and ej~N(0,1),if this is
correlated (ro=!0)
how can i find the cross-correlation between them?
Kan someone give me a formula?May i use the bivariate normal distribution?

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