Three zero mean, unit variance random variables X, Y, and 2 are added to form a new random variable, W = X + Y + Z. Random variables X and Y are uncorrelated, X and Z have a correlation coefficient of 1/2, and Y and Z have a correlation coefficient of -1/2. a) Find the variance of W. b) Find the correlation coefficient between W and X. c) Find the correlation coefficient between W and the sum of Y and Z.
Three zero mean, unit variance random variables X, Y, and 2 are added to form a new random variable, W = X + Y + Z. Random variables X and Y are uncorrelated, X and Z have a correlation coefficient of 1/2, and Y and Z have a correlation coefficient of -1/2. a) Find the variance of W. b) Find the correlation coefficient between W and X. c) Find the correlation coefficient between W and the sum of Y and Z.
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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