© ↑ ↓ ± ▼ 1.3. Question 2 Let X and Є be independent normally distributed random variables such that ✗~ N(5, 4) and € ~ N(0, 9). Let Y be a random variable given by Y=1+2X+ €. Compute: (a) (b) (a) E(Y) (b) Var(Y) (c) Cov(X, Y) (d) Corr(X, Y) (e) What is the value of the ratio Cov(X,Y)/Var(X) ? (f) If Y = 1 + 3X + € instead, what would be the value of Cov(X, Y)/Var(X) ? (g) If Y = 1 + 7X + € instead, what would be the value of Cov(X, Y)/Var(X)? (c) (d) (e) (f) (g)
© ↑ ↓ ± ▼ 1.3. Question 2 Let X and Є be independent normally distributed random variables such that ✗~ N(5, 4) and € ~ N(0, 9). Let Y be a random variable given by Y=1+2X+ €. Compute: (a) (b) (a) E(Y) (b) Var(Y) (c) Cov(X, Y) (d) Corr(X, Y) (e) What is the value of the ratio Cov(X,Y)/Var(X) ? (f) If Y = 1 + 3X + € instead, what would be the value of Cov(X, Y)/Var(X) ? (g) If Y = 1 + 7X + € instead, what would be the value of Cov(X, Y)/Var(X)? (c) (d) (e) (f) (g)
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 6E
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