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).

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.1: Measures Of Center
Problem 9PPS
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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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