List of top Statistics Questions on Correlation and Regression asked in CPET

Given that \(X=(X_1\ X_2\ X_3)' \sim N_3(\mu,\Sigma)\), where \(\mu=(0\ 0\ 0)'\) and \(\Sigma=\begin{pmatrix}1 & 1 & 0\\1 & 4 & 1\\0 & 1 & 4\end{pmatrix}\). The correlation coefficient between \(X_2\) and \(X_3\) is given by: