the Cooniotóu 6 Grveu 612= -2 513=2 523 = 3 ond stom dard deviatious G4=1, G2=2,...

Question

Question

the Cooniotóu 6 Grveu 612= -2 513=2 523 = 3 ond stom dard deviatious G4=1, G2=2, Gg=3 Corl culote : COVARIANCE AND CORRELATIO

Answer 1

Answer #1

Given the covariance Cov (1,2) Cov (1,3) -2 Cov (2,3) 3 and standard deviation (SD) SD 1 SD 2 SD 3 3 Covariance of a number w

Answer 2

Similar Homework Help Questions

Thank you Assume that Y is a 3 × 1 random vector with mean vector ,y...

Thank you Assume that Y is a 3 × 1 random vector with mean vector ,y = μ and covariance matrix ΣΥΥ-σ2 . I. Assume that e is an independent random variable variable with zero mean and variance ф2 . Derive the mean and variance for W-2 1 Y + 5. Derive the covariance matrix between W and Y 6. Derive the correlation matrix between Wand Y. 7. Derive the variance covariance matrix for V- W Y, i.e., derive
Problem 3 (20 points): The covariance matrix of a random signal is: 13 6 (1) Find...

Problem 3 (20 points): The covariance matrix of a random signal is: 13 6 (1) Find the eigenvectors and eigenvalues of the matrix (2) Represent the covariance matrix using spectral decomposition (3) Identify the first principal component of the signal and its power -QI
13. Let X and Y be rv's whose joint PMF is given by: Y=1 2 3...

13. Let X and Y be rv's whose joint PMF is given by: Y=1 2 3 X=0 0.2 0.1 0 1 0.1 0.3 0. 2 . 0 0 0.3 Compute the covariance and correlation matrix of the random vector (X,Y).

Step by step integral explanation using G4 D- Integral G.4 3/2 1 8RT12 2π RT...

Step by step integral explanation using G4 D- Integral G.4 3/2 1 8RT12 2π RT We were unable to transcribe this image
Consider the following sample data: x 13 3 5 15 6 y 389 206 97 35...

Consider the following sample data: x 13 3 5 15 6 y 389 206 97 35 6 b-1. Calculate the sample covariance. (Round intermediate calculations to at least 4 decimal places and final answer to 2 decimal places.) Sample covariance b-2. Interpret the sample covariance. The covariance indicates that x and y have a positive linear relationship. The covariance indicates that x and y have a negative linear relationship. The covariance indicates that x and y have no linear relationship....
11 a12 13 11 021 C11 C12 C13 a31 a32 a33 1)13 123 C31 C32 C33...

11 a12 13 11 021 C11 C12 C13 a31 a32 a33 1)13 123 C31 C32 C33 Assume that Y is a 3 1 random vector with mean vector μΥ- 1-1 and covariance matrix ΣΥΥ-σ2, I. Assume that e is an independent random variable variable with zero mean and variance φ2 4, Derive the mean and variance for W = [1-2 1] . Y +e. 5. Derive the covariance matrix between W and Y 6. Derive the correlation matrix between Wand...

6. Suppose the index model for stocks 1 and 2 has the following results The standard...

6. Suppose the index model for stocks 1 and 2 has the following results The standard deviations of e1 and e2 are 20% and 25% respectively. (1) Calculate the standard deviation of stock 1 and stock 2. (2) What is the covariance between each stock and the market index (3) What are the covariance and correlation coefficient between these two stocks? (4) Break down the variance of each stock into its systematic and firm-specific component.
CO1) A(-1.l) B(3,-1) づ-2 1 2 4+ 2. Thare ane Souwre or si ot poiunt A ond B Thare also one stogh...

Aerodynamic question plz help me CO1) A(-1.l) B(3,-1) づ-2 1 2 4+ 2. Thare ane Souwre or si ot poiunt A ond B Thare also one stoghat on polt at C andD Fid the s rempth of A, and A2 t ol CO1) A(-1.l) B(3,-1) づ-2 1 2 4+ 2. Thare ane Souwre or si ot poiunt A ond B Thare also one stoghat on polt at C andD Fid the s rempth of A, and A2 t ol
2 A | Variance-covariance matrix 0.200 0.001 -0.060 0.001 0.300 0.030 -0.060 0.030 0.100 Means 0.05...

2 A | Variance-covariance matrix 0.200 0.001 -0.060 0.001 0.300 0.030 -0.060 0.030 0.100 Means 0.05 0.07 0.08 3 4 5 6 7 Asset1 8 Asset2 9 Asset3 Portfolio 20% 40% 40% Portfolio2 60% 15% 25% 10 11 Part 1. Calulate the statistics for Portfolis 1 and 2 12 Portfolio Portfolio2 13 Mean 14 Variance 15 Sigma 16 Covariance 17 Correlation

3. (30pt) Suppose that E(Y) = 1, E(Y2) = 2, E(Y3) = 3, V(Y1) = 6,...

3. (30pt) Suppose that E(Y) = 1, E(Y2) = 2, E(Y3) = 3, V(Y1) = 6, V(Y2) = 7,V (Y3) = 8, Cov(Yı, Y2) = 0, Cov(Yı, Y3) = -4 and 10 1 2 3 Cov(Y2, Y3) = 5. Also define a = 20 and A = 4 5 6 30/ ( 7 8 9 (a) (10pt) Find the expected value and variance covariance matrix of Y, where Y = Y2 (b) (10pt) Compute Eſa'Y) and E(AY). (c) (10pt) Compute...