Question 3 Let X and Y be random variables with means x = μy = 0 and standard deviations ox= 2 and oy = 10. Define the random variable Z = 2X+Y. If the covariance between X and Z is Cov(X, Z) = -4, then what is the variance Var(X-Y)?
Question 3 Let X and Y be random variables with means x = μy = 0 and standard deviations ox= 2 and oy = 10. Define the random variable Z = 2X+Y. If the covariance between X and Z is Cov(X, Z) = -4, then what is the variance Var(X-Y)?
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 20E
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Transcribed Image Text:Question 3
Let X and Y be random variables with means x = μy = 0 and standard deviations
ox = 2 and oy = 10. Define the random variable Z = 2X + Y. If the covariance between
X and Z is Cov(X, Z) = −4, then what is the variance Var(X - Y)?
A. 128
B. 86
C. 116
D. 99
E. 22
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