2The covariance of θ_n,1 with θ_n is 1, since θ_n,1 is uncorrelated with θ_n,j for j> 2. Since the standard deviations of θ_n,1 and θ_n are 1.0 and 17.32, respectively, their correlation is 0.0577. (The correlation is the covariance divided by the two standard deviations. See Appendix C.)