Regression question

[seidu]

Hi all,

Came across this question in a forum, I need some help. I might be missing some property here
@brian.field @Mkaim @

 

[ami44]

Hi seidu,

the important fact here is, that R1 and R2 are from a multivariate standard distribution. That means their variance is 1.
Since s(R2)^2 = 0.4^2 * s(R1)^2 + x^2 * s(Z)^2 and we know that s(R1) = s(R2) = s(Z) = 1 we can conclude that x = 0.92 i.e. answer A is correct.

 

[seidu]

Thanks @ami44 really helpful

 

[Mkaim]

Hi all,

Came across this question in a forum, I need some help. I might be missing some property here
@brian.field @Mkaim @

View attachment 741

Hi @seidu ,

Sorry for not getting to you. Moving back to the US and starting a new job has kept me super busy for the past several months.

 

[seidu]

Ohk, no problem @Mkaim

Hope everything is going on well?

Regards.

 

[Mkaim]

Ohk, no problem @Mkaim

Hope everything is going on well?

Regards.

Hi @seidu - yep, everything is going well. Thanks!