Let the random variable X and Y have joint pdf f(x,y)=4/7(x2 +3y2), 0<x<1, 0<y<1 a. find E(X) and E(Y) b. find Var(X) and Var(Y) c. find Cov (X,Y)
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.
(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).
Let X and Y have the following joint distribution X/Y 0 1 0 0.4 0.1 1 0.1 0.1 2 0.1 0.2 a) Find Cov(4+2X, 3-2Y) b) Let Z = 3X-2Y+2 Find E[Z] and σ 2Z c) Calculate the correlation coefficient between X and Y. What does this suggest about the relationship between X and Y? d) Show that for two nonzero constants a and b Cov(X+a, Y+b) = Cov(X,Y)
Assume X, Y are independent with EX = 1 EY = 2 Var(X) = 22 Var(Y) = 32 Let U = 2X + Y and V = 2X – Y. (a) Find E(U) and E(V). (b) Find Var(U) and Var(V). (c) Find Cov(U,V).
1. Su the following to 2 decimal places. nE(X) = 2, Var(X) = 9, E(Y) =0, Var(Y) = 4, and Corr(X,Y) = 0.25. Find a. Var(X +Y) b. Cov(X, X +Y) c. Corr(X+Y,x-Y).
Let X, Y, Z be random variables with these properties: · E[X] = 3 and E[X²] = 10 Var(Y) = 5 E[Z] = 2 and E[Z2] = 7 • X and Y are independent E[X2] = 5 Cov(Y,Z) = 2 Find Var(3X+Y – Z).
Let X1 and X2 be independent random variables with means μ1 and μ2, and variances σ21 and σ22, respectively. Find the correlation of X1 and X1 + X2. Note that: The covariance of random variables X; Y is dened by Cov(X; Y ) = E[(X - E(X))(Y - E(Y ))]. The correlation of X; Y is dened by Corr(X; Y ) =Cov(X; Y ) / √ Var(X)Var(Y )
20. For X let E(X)-0 and sd(x)-2, and for Y let E(Y)--1 and sd(Y)-4. Find: (a) E(X-Y) and E (X Y). (b) Var(X- Y) and Var(X+ Y) if X and Y are independent. (c) EGX+ 흘 Y) and Var(1X+] Y) İf X and Y are independent. (d) Repeat (b) if, instead of independence, Cov(X, Y)- 1. soY is VarY larger
= Var(X) and σ, 1. Let X and Y be random variables, with μx = E(X), μY = E(Y), Var(Y). (1) If a, b, c and d are fixed real numbers, (a) show Cov (aX + b, cY + d) = ac Cov(X, Y). (b) show Corr(aX + b, cY +d) pxy for a > 0 and c> O