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Probability question that I just can't solve.

  1. Sep 14, 2006 #1

    My formal mathematical training is minimal and it is for this reason that I tend to deal with these types of problems on a highly intuitive and abstract level, please therefore forgive my clear ignorance both respect to the way I describe this problem and the fact that I can't find a solution for it.

    We have two positively correlated variables (I suppose the best way to illustrate this fact is with a correlation coefficient of say 0.7; would I be right in supposing this?) furthermore both variables have a standard normal distribution. My question is, suppose these two variables fluctuate over time and in the first period variable A moves 1 s.d. higher it must follow that variable B's mean is no longer 0 but rather another value (is this correct???).

    Any help will be much appreciated.

    Thank you all.
  2. jcsd
  3. Oct 16, 2006 #2


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    Last edited: Oct 17, 2006
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