Exercise 13. Let X₁, X₂₁~ N(H₂,o2) i.i.d. and Y₁,...,Y~N(₂, ²) i.i.d. with known o². We assume that for each i the random variables X, and Y; are correlated, with Corr(X₁, Yi) = 1/2. Define D; = X₁ — Y; for all i € {1,...,n}. Finally, let X, Y and D be the averages of the X₁, Y₁ and D₁, respectively.
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