The joint PMF of the random variables X and Y is shown below, where all points are equiprobable. Px, y(x, y) What can be inferred regarding the correlation coefficient of X and Y? Select one: O A. p(X,Y) > 0 оВ. Р(Х, Y) — о O c. p(X,Y)

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A: Introduction :  Definition : correlation coefficient: Let X and Y are two quantitative variables.…

Q: Consider two random variables, X and Y, with joint PMF given in the following table. Y = -4 Y = 2 Y…

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A: the joint PMF of random variables X and Y is:- P(X=x,Y=y) = a(x+y);   { (x,y) : {4,5,6} x {1,2,3}  }…

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A: Here we have given X is standard normal variate Y = 2X+3 AND Z =-X+6 We have to find the following.

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A: Note According to Bartleby guidelines expert solve only one question and rest can be reposted.

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A: Given,V(X)=18  ,  V(Y)=22   ,   V(Z)=4Cov(X,Y)=-12   ,  Cov(X,Z)=5Cov(Y,Z)=8

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Q: m varia bies 10, 0x2 correlation between 'U' and 'V' is zero, when U = 3 X + 4 Y and V = 3 X- Y.

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A: E(S2) = (n-1/n)* sigma2  =! Sigma2  So it is biased estimator for sigma2

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A: The correlation between the random variables V and I is given by ρV, I=CovV, IVarV·VarI.

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Q: Suppose U = 2T - 1 where T is a geometric random variable with parameter p. What is Var(U)?

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Q: Let Y, and Y2 be two random variables such that E(Y1)=3, Var(Y1)=4, E(Y2)=2, Var(Y2)=9, Cov(Y1,…

A: We have given that  E(Y₁)=3, Var(Y₁)=4, E(Y₂)=2, Var(Y₂)=9, and cov(Y1,Y2)=-5

Q: . Let X1, X2, ., Xn be a random sample from a normal population with mean u variance o?. Xm and Så…

A: Given: X1,X2, ....... ,Xn ~Nμ, σ2Sample mean = X¯nSample variance = Sn2

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Q: What is the correlation of X and Y

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A: Given U=V. Then, V follows uniform distribution as U~(-2, 3).

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A: Result  X1 and X2 are independent, then Cov(X1, X2)=0

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