Let Z~Normal(0,1). Define X1 = Z and X2 = Z^2 . Calculate the Kendall's matching coefficient. Hint 1: For Pearson's correlation coefficient, it is possible to use the property of the symmetry of the normal distribution. symmetry of the normal distribution, or equivalently in terms of calculus, the properties of integrals for odd functions. properties of the integrals for odd functions. In this way, it will not be necessary to solve integrals that have no solution in the form of an easy to work with function.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter11: Topics From Analytic Geometry
Section11.4: Plane Curves And Parametric Equations
Problem 44E
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Let Z~Normal(0,1). Define X1 = Z and X2 = Z^2
. Calculate the Kendall's matching coefficient.

Hint 1: For Pearson's correlation coefficient, it is possible to use the property of the symmetry of the normal distribution.
symmetry of the normal distribution, or equivalently in terms of calculus, the properties of integrals for odd functions.
properties of the integrals for odd functions. In this way, it will not be necessary to
solve integrals that have no solution in the form of an easy to work with function.

 

Exercise 5.4.1. Let Z~Nor (0, 1) and define X₁ = Z and X₂ = Z². Computer, y),
TK (X₁, X₂)(X, X₂)
Transcribed Image Text:Exercise 5.4.1. Let Z~Nor (0, 1) and define X₁ = Z and X₂ = Z². Computer, y), TK (X₁, X₂)(X, X₂)
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