題組內容

1.3.(10%) The data consists of n independently selected pairs

$(Xi, Yi), i=1, 2, \dots, n$. Let $Di = Xi - Yi$, the $Di$s are assumed to be normally distributed with variance $\sigma^2\alpha$ and the correlation between $Xi$ and $Y_i$ is $\rho$.


(a) What is the variance of \( \bar{D} \)?