Var(Y) =y
Var(X)=x
Cov(X,Y) =z
What is Cov(XY,XY)
X,Y, and Z are random variables. Var(X) = 2, Var(Y) = 1, Var(Z) = 5, Cov(X,Y) = 3, Cov(X, Z) = -2, Cov(Y,Z) = 7. Determine Var(3X – 2Y - 2+10)
For random variables X, Y, and Z, Var(X) = 4, Var(Y) = 9, Var(Z) = 16, E[XY] = 6, E[XZ] = −8, E[Y Z] = 10, E[X] = 1, E[Y ] = 2 and E[Z] = 3. Calculate the followings: (b) Cov(−3Y , −4Z ). (d) Var(Y − 3Z). (e) Var(10X + 5Y − 5Z).
10. Suppose Var|X] -2, VarlY] - 2, Var[Z]1, CovlX, Y10, CovlX, Z and Cov[Y, Z] =-1. Calculate Var(X + Y-2Z + 5.
Suppose that Cov(X,Y ) = 0.9 and Cov(X,Z) = −0.7. (a) What is Cov(X,Y + Z)? b) What is Cov(3X,−2Y )?
The correlation between X and Y cov (Xy) var (X)var(Y O B. O c. O D. is given by corr (X.Y) is the covariance squared. can be calculated by dividing the covariance between X and Y by the product of the two standard deviations. cannot be negative since variances are always positive. l T-Mobile LTE 10:18 PM mathxl.com MIT ADEIS Cl Quancitative Mechods for Finance Cipring 2019 Homework: Homework 1 Scores 0 of 1 pt Review Concept 2.5 Hw score:...
Let X and Y be two independent random variables. Show that Cov (X, XY) = E(Y) Var(X).
(2. Assume that X, Y, and Z are random variables, with EX) = 2, Var(X) = 4, E(Y) = -1, Var(Y) = 6, E(Z) = 4, Var(Z) = 8,Cov(X,Y) = 1, Cov(X, Z) = -1, Cov(Y,Z) = 0 Find E(3X + 4y - 62) and Var(3x + 4y - 62).
X and z are independent. Var(x)=1 ; Var(z) = sigma ^2. E(z)= 0 and y= ax+b+z I) cov(x,y)= ? ii) corr(x,y)=? dependent Varvane 2.
Suppose Var[X]=4, Var[Y]=1,and Cov [X,Y]= -1 . calculate Var [X-2Y+10]
6 Suppose that X and Y are random variables such that Var(X) Var(Y)-2 and Cov(x,y)- 1. Find the value of Var(3.X-Y+2)