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)
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ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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Three zero mean, unit variance random variables X, Y, and Z 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.
Transcribed Image Text:Three zero mean, unit variance random variables X, Y, and Z 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.
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