Question
Download Solution PDFFor a trivariate distribution, if the correlation coefficients are r12 = r13 = r23 = r, -1 < r < 1, then r12.3 is:
Answer (Detailed Solution Below)
Detailed Solution
Download Solution PDFGiven
r12 = r13 = r23 = r
Formula
r12.3 = (r12 - r13.r23)/√[(1 - r122)(1 - r232)
Calculation
According to question
⇒ (r - r × r)/√(1 - r2)(1 - r2)
⇒ (r - r2)/(1 - r2)
⇒ r(1 - r)/(1 - r)(1 + r)
⇒ The value of r12.3 is r/(1 + r)
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