Determine E [X Y]. Note that X and Y are dependent. Show that X and Y are uncorrelated. Determine Var(X + Y). Determine Var(X – Y).

A First Course in Probability (10th Edition)
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ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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2. Consider the two discrete random variables X and Y with joint distribution given
below:
a
1
2
P(Y=b)
-1
1/6
1/6
1/6
1/2
1
1/2
1/2
P(X=a)
1/6
2/3
1/6
1
a) Determine E [X Y].
b) Note that X and Y are dependent. Show that X and Y are uncorrelated.
c) Determine Var(X + Y).
d) Determine Var(X – Y).
Transcribed Image Text:2. Consider the two discrete random variables X and Y with joint distribution given below: a 1 2 P(Y=b) -1 1/6 1/6 1/6 1/2 1 1/2 1/2 P(X=a) 1/6 2/3 1/6 1 a) Determine E [X Y]. b) Note that X and Y are dependent. Show that X and Y are uncorrelated. c) Determine Var(X + Y). d) Determine Var(X – Y).
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