Question

4. Consider two random variables Q and R, where • σ 2 Q = 8 •...

4. Consider two random variables Q and R, where • σ 2 Q = 8 • σ 2 R = 8 • V ar[3Q + 3R] = 150

(a) (3 points) Calculate the covariance of Q and R, σQR.

(b) (1 point) Calculate the correlation between Q and R, ρQR.

(c) (3 points) Calculate V ar[2Q − 2R].

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Answer #1

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