Statistics Graduate Level Quiz
10 questions · no time limit
0:00
Finish quiz
PROBABILITY FOUNDATIONS
Question 1
of 10
Flag for review
No time limit
Current
Answered
Flagged
Not seen
PASSAGE
A mean-zero random vector
(
X
1
,
X
2
,
X
3
)
T
(X_1,X_2,X_3)^T
(
X
1
,
X
2
,
X
3
)
T
is multivariate normal with covariance matrix
Σ
=
(
2
1
0
1
2
1
0
1
2
)
.
\Sigma=\begin{pmatrix}2&1&0\\1&2&1\\0&1&2\end{pmatrix}.
Σ
=
2
1
0
1
2
1
0
1
2
.
What is the conditional correlation
Corr
(
X
1
,
X
3
∣
X
2
)
\operatorname{Corr}(X_1,X_3\mid X_2)
Corr
(
X
1
,
X
3
∣
X
2
)
?
A
0
0
0
B
−
1
2
-\dfrac12
−
2
1
C
−
1
3
-\dfrac13
−
3
1
D
1
3
\dfrac13
3
1
YOUR PROGRESS
10
QUESTIONS
Ready when you are
Answer in any order. Your progress shows here as you go.
QUESTIONS
1
2
3
4
5
6
7
8
9
10
KEYBOARD
Pick an answer
A
B
C
D
Next question
↵
→
Previous
←
Flag for review
F