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Jan 1, 2020 at 21:40 comment added JLee Using $E[\tilde{u}] = u$ and $E[u] = \tilde{u}$, should you not obtain $cov(u, \tilde{u}) = E\Big[\{ E(\tilde{u}) - \tilde{u}\}\{\tilde{u} - E(\tilde{u})\}\Big]$?
Jan 1, 2020 at 20:10 history answered Dimitris Rizopoulos CC BY-SA 4.0