Consider the function, z = ɑ¡x¡ + a2x2. If the variances of x1 and x2 are 0.05 and 0.03, respectively, and the covariance of x1 and x2 is 0.12, what is the variance of z? Note that aj and a2 are constants, with same value of 1. Select one: O a. None of the choices O b. 0.20

Engineering Fundamentals: An Introduction to Engineering (MindTap Course List)
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ISBN:9781305084766
Author:Saeed Moaveni
Publisher:Saeed Moaveni
Chapter19: Probability And Statistics In Engineering
Section: Chapter Questions
Problem 23P
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Consider the function, z = d¡x¡
+
a2X2. If the variances of x1 and x2
are 0.05 and 0.03, respectively,
and the covariance of x1 and x2 is
0.12, what is the variance of z?
Note that aj and a2 are constants,
with same value of 1.
Select one:
O a. None of the choices
O b. 0.20
O c. 0.08
d. 0.32
Transcribed Image Text:Consider the function, z = d¡x¡ + a2X2. If the variances of x1 and x2 are 0.05 and 0.03, respectively, and the covariance of x1 and x2 is 0.12, what is the variance of z? Note that aj and a2 are constants, with same value of 1. Select one: O a. None of the choices O b. 0.20 O c. 0.08 d. 0.32
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