Hi everyone In X assignment 3, question X3.3 (ii), the solutions show that the correlation coefficient between X1 and X2 is equal to 2. Surely the correlation coefficient should always be in the range [-1,1]? Thanks for your help!
Hi. The question is designed to show the relationship between the matrices, which does hold. But you are right, it would be helpful if the correlations were in the right range! We will tweak the numbers for future versions of the assignments, thanks.