Suppose X₁ and X₂ have the following joint distribution X₁ 1 d 2 1/3 1/12 1/6 0 2 1/36 0 0 0 X₂ 1 0 1/6 2/9 Find the covariance of X₁ and X₂. Are X₁ and X₂ independent? Compute the variance of Y = 2X₁ - 3X₂ + 1. Compute the correlation of Y and X₁.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Suppose X₁ and X₂ have the following joint distribution
X₁
1
(b)
0
X₂ 1
(d)
0
1/6
2/9 1/6
0
2 1/36
1/3
1/3
(a) Find the covariance of X₁ and X₂.
Are X₁ and X₂ independent?
Compute the variance of Y = 2X₁ - 3X₂ + 1.
Compute the correlation of Y and X₁.
2
1/12
0
0
Transcribed Image Text:Exercise Suppose X₁ and X₂ have the following joint distribution X₁ 1 (b) 0 X₂ 1 (d) 0 1/6 2/9 1/6 0 2 1/36 1/3 1/3 (a) Find the covariance of X₁ and X₂. Are X₁ and X₂ independent? Compute the variance of Y = 2X₁ - 3X₂ + 1. Compute the correlation of Y and X₁. 2 1/12 0 0
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