- #1
yamata1
- 61
- 1
We have a sample of X, a Normalized Gaussian random variable.We divide the data into positive and negative.
Each will have a conditional variance of ## 1−\frac{2}{π}## .
Can someone show how to get this result ?
I found this problem here (page 3) : https://www.dropbox.com/s/18pjy7gmz0hl6q7/Correlation.pdf?dl=0
Thank you.
Each will have a conditional variance of ## 1−\frac{2}{π}## .
Can someone show how to get this result ?
I found this problem here (page 3) : https://www.dropbox.com/s/18pjy7gmz0hl6q7/Correlation.pdf?dl=0
Thank you.