Suppose that X, Y and Z are independent. The expected value is given by E(X) = 0, E(Y) = 1, E(Z) = 5 We also know that the variance is given by Var(X)=1, Var(Y)=1, Var(Z)=25 The values of the covariance are Cov(X,Y)=2, Cov(Y,Z)=1 Which of the satements are true? 1. Cov(ex,Y2 + 1) = 0 2. E(XY)=1 3. If a and b are real numbers then Cov(aX+bZ, Y+Z)=2a+25b 4. Cov(X,Y)-0

MATLAB: An Introduction with Applications
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Suppose that X, Y and Z are independent. The expected value is given by
E(X) = 0, E(Y) = 1, E(Z) = 5
We also know that the variance is given by
Var(X)=1, Var(Y)=1, Var(Z)=25
The values of the covariance are
Cov(X,Y)=2, Cov(Y,Z)=1
Which of the satements are true?
1. Cov(ex,Y2 + 1) = 0
2. Е(XY)-1
3. If a and b are real numbers then Cov(aX+bZ, Y+Z)=2a+25b
4. Cov(X,Y)=0
Transcribed Image Text:Suppose that X, Y and Z are independent. The expected value is given by E(X) = 0, E(Y) = 1, E(Z) = 5 We also know that the variance is given by Var(X)=1, Var(Y)=1, Var(Z)=25 The values of the covariance are Cov(X,Y)=2, Cov(Y,Z)=1 Which of the satements are true? 1. Cov(ex,Y2 + 1) = 0 2. Е(XY)-1 3. If a and b are real numbers then Cov(aX+bZ, Y+Z)=2a+25b 4. Cov(X,Y)=0
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