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7. Suppose X and Y are independent random variables. Y a. What is the correlation coefficient of X and X – Y? Your answer will be in terms of var(X) and var(Y). b. What is the conditional expectations of E[(X -Y)|X] and E[(X – Y)²|X]? You answer could be in terms of X, Y, E(X), E(X²), E(Y), and E(Y²).

7. Suppose X and Y are independent random variables. Y a. What is the correlation coefficient of X and X – Y? Your answer will be in terms of var(X) and var(Y). b. What is the conditional expectations of E[(X -Y)|X] and E[(X – Y)²|X]? You answer could be in terms of X, Y, E(X), E(X²), E(Y), and E(Y²).

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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7. Suppose X and Y are independent random variables. Y a. What is the correlation coefficient of X and X – Y? Your answer will be in terms of var(X) and var(Y). b. What is the conditional expectations of E[(X – Y)|X] and E[(X – Y)²|X]? You answer could be in terms of X, Y, E(X), E(X²), E(Y), and E(Y²).
Transcribed Image Text:7. Suppose X and Y are independent random variables. Y a. What is the correlation coefficient of X and X – Y? Your answer will be in terms of var(X) and var(Y). b. What is the conditional expectations of E[(X – Y)|X] and E[(X – Y)²|X]? You answer could be in terms of X, Y, E(X), E(X²), E(Y), and E(Y²).
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