1. Suppose that X1, X2, and X3 E(X1) = 0, E(X2) = 1, E(X3) = 1, Var(X1) = 1, Var(X2) = 2, Var(X3) = 3, Cov(X1, X2) = -1, Cov(X2, X3) = 1, where X1 and X3 are independent.
a.) Find the covariance cov(X1 + X2, X1 - X3).
b.) Define U = 2X1 - X2 + X3. Find the mean and variance of U.
= = 3, Cov(X1, X2) = 2, Cov(X2, X3) = -2, Let Var(X1) = Var(X3) = 2, Var(X2) Cov(X1, X3) = -1. i) Suppose Y1 = X1 - X2. Find Var(Y1). ii) Suppose Y2 = X1 – 2X2 – X3. Find Var(Y2) and Cov(Yı, Y2). Assuming that (X1, X2, X3) are multivariate normal, with mean 0 and covariances as specified above, find the joint density function fxı,Y,(y1, y2). iii) Suppose Y3 = X1 + X2 + X3. Compute the covariance...
I need the solution of this question asap
3, Cov(X1, X2) = 2, Cov(X2, X3) = -2, 5. Let Var(x1) = Var(X3) = 2, Var(X2) Cov(X1, X3) = -1. i) Suppose Y1 = X1 - X2. Find Var(Y1). ii) Suppose Y2 = X1 – 2X2 – X3. Find Var(Y2) and Cov(Y1, Y2). Assuming that (X1, X2, X3) are multivariate normal, with mean 0 and covariances as specified above, find the joint density function fyy, y,(91, y2). iii) Suppose Y3 =...
1 [3]. Let X1,X2, X3 be iid random variables with the common mean --1 2-4 and variance σ Find (a) E (2X1 - 3X2 + 4X3); (b) Var(2X1 -4X2); (c) Cov(Xi - X2, X1 +2X2).
6. Suppose random variables X1, X2, X3 have the following properties: E(X1) = 1; E(X2) = 2; E(X3) = −1 V(X1) = 1; V(X2) = 3; V(X3) = 5 COV (X1,X2) = 7; COV (X1,X3) = −4; COV (X2,X3) = 2 Let U = X1 −2X2 + X3 and W = 3X1 + X2. (a) Find V(U) (b) Find COV (U,W).
Let X1, X2, X3 be independent random variables with E(X1) = 1, E(X2) = 2 and E(X3) = 3. Let Y = 3X1 − 2X2 + X3. Find E(Y ), Var(Y ) in the following examples. X1, X2, X3 are Poisson. [Recall that the variance of Poisson(λ) is λ.] X1, X2, X3 are normal, with respective variances σ12 = 1, σ2 = 3, σ32 = 5. Find P(0 ≤ Y ≤ 5). [Recall that any linear combination of independent normal...
how to calculate cov(x1,x2), cov(x2,x3),cov(x3,x1)?
and how to calculate var(x1),var(x2),var(x3)?
Given three random variables Xi, X2, and X such that X[Xi X2 X 20 -1 E [X] ,1-10 | and var(X)=Σ-| 0 3 0. 1 0.5 1 compuite: 2
5. Suppose that X1, X2, and X3 are independent random variables such that E[Xl i = 12,3. Find the value of E(X 2x1-X3)2]. mt random variables such that EX-0 and ER-i for 0 and ELX 1 for
Suppose that X1, X2, X3 and X4 are independent Poisson where E[X1] = lab E[X2] = 11 – a)b E[X3] = da(1 – b) E[X2] = X(1 — a)(1 – b) for some a and b between 0 and 1. Let S = X1 + X2+X3+X4, R= X1 + X2 and C = X1 + X3. (a) Find P(R = 10) (b) Find P(X1 = 6 S = 16 and R= 12). (c) Suppose we want to condition on the...
11. Let Z = (X1,X2, X3)T be a portfolio of three assets. E(X) 0.50. E(X2-1.5. E(X3) = 2.5, VAR(X)-2, VAR(X2)-3, Var(Xs)-5·PX1.x2-0.6 and X1 and X2 are idependent of X3 (a) Find E(0.3xi +0.3X2 +0.4X3) and Var(0.3X1 +0.3X2 +0.4Xs) (b) Find P[0.3X1 +0.3x2 + 0.4X3 <2). Since z-table isn't provided, just write down the (c) Find the covariance between a portfolio that allocates 1/3 to each of the three assets and a portfolio that allocates 1/2 to each of the first...
Consider the independent random variables X1, X2, and X3 with - E(X1)=1, Var(X1)=4 - E(X2)=2, SD(X2)=3 - E(X3)=−1, SD(X3)=5 (a) Calculate E(5X1+2). (b) Calculate E(3X1−2X2+X3). (c) Calculate Var(5X1−2X2).