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Q64Section ST (Statistics (Q11–Q65))64 of 65

Partial correlation with a zero link

Let (X1,X2,X3)T(X_1, X_2, X_3)^T have the following distribution N3((0 0 0),(10.40 0.410.6 00.61))N_3 \left(\begin{pmatrix} 0 \ 0 \ 0 \end{pmatrix}, \begin{pmatrix} 1 & 0.4 & 0 \ 0.4 & 1 & 0.6 \ 0 & 0.6 & 1 \end{pmatrix}\right). Then the value of the partial correlation coefficient between X1X_1 and X2X_2 given X3X_3 is __________ (rounded off to two decimal places).

Numerical answer: type the number (no options).

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