Question

If X, Y are random variables with E(X) = 2, Var(X) = 3, E(Y) = 1,...

If X, Y are random variables with E(X) = 2, Var(X) = 3, E(Y) = 1, Var(Y) =2, ρX,Y = −0.5

(a) For Z = 3X − 1 find µZ, σZ.

(b) For T = 2X + Y find µT , σT

(c) U = X^3 find approximate values of µU , σU

Math   Statistics-And-Probability   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Let X and Y be jointly distributed random variables with means, E(X) = 1, E(Y) =...
Let X and Y be jointly distributed random variables with means, E(X) = 1, E(Y) = 0, variances, Var(X) = 4, Var(Y ) = 5, and covariance, Cov(X, Y ) = 2. Let U = 3X-Y +2 and W = 2X + Y . Obtain the following expectations: A.) Var(U): B.) Var(W): C. Cov(U,W): ans should be 29, 29, 21 but I need help showing how to solve.
1) Suppose that X and Y are two random variables, which may be dependent and Var(X)=Var(Y)....
1) Suppose that X and Y are two random variables, which may be dependent and Var(X)=Var(Y). Assume that 0<Var(X+Y)<∞ and 0<Var(X-Y)<∞. Which of the following statements are NOT true? (There may be more than one correct answer) a. E(XY) = E(X)E(Y) b. E(X/Y) = E(X)/E(Y) c. (X+Y) and (X-Y) are correlated d. (X+Y) and (X-Y) are not correlated. 2) S.D(X ± Y) is equal to, where S.D means standard deviation a. S.D(X) ± S.D(Y) b. Var(X) ± Var(Y) c. Square...
Let X and Y be random variables and c a constant. Let Z = X +...
Let X and Y be random variables and c a constant. Let Z = X + cY. You are given the following information: E(X) = 5, Var(X) = 10, E(Y) = 3, Var(Y) = 1, Var(Z) = 37, and Cov(X,Y)=3. Find c if E(Z)≥0.
Given that Var(X) = 5 and Var(Y) = 3, and Z is defined as Z =...
Given that Var(X) = 5 and Var(Y) = 3, and Z is defined as Z = -2X + 4Y - 3. (a) Find the variance of Z if X and Y are independent. (b) If Cov (X,Y) = 1, find the variance of Z. (c) If Cov (X,Y) = 1, compute the correlation of X and Y.
Problems 1. Two independent random variables X and Y have the probability distributions as follows: X...
Problems 1. Two independent random variables X and Y have the probability distributions as follows: X 1 2 5 P (X) 0.2 0.5 0.3 Y 2 4 P (Y) 0.7 0.3 a) Let T = X + Y. Find all possible values of T. Compute μ and . T σ T b) Let U = X - Y. Find all possible values of U. Compute μ U and σ U . c) Show that μ T = μ X +...
Let X ~ N(1,3) and Y~ N(5,7) be two independent random variables. Find... Var(X + Y...
Let X ~ N(1,3) and Y~ N(5,7) be two independent random variables. Find... Var(X + Y + 32) Var(X -Y) Var(2X - 4Y)
Consider two random variables X and Y such that E(X)=E(Y)=120, Var(X)=14, Var(Y)=11, Cov(X,Y)=0. Compute an upper...
Consider two random variables X and Y such that E(X)=E(Y)=120, Var(X)=14, Var(Y)=11, Cov(X,Y)=0. Compute an upper bound to P(|X−Y|>16)
Suppose X and Y are independent variables with E(X) = E(Y ) = θ, Var(X) =...
Suppose X and Y are independent variables with E(X) = E(Y ) = θ, Var(X) = 2 and Var(Y ) = 4. The two estimators for θ, W1 = 1/2 X + 1/2 Y and W2 = 3/4 X + 1/4 Y . (1) Are W1 and W2 unbiased? (2) Which estimator is more efficient (smaller variance)?
2. Random variables X and Y have a joint PDF fX,Y (x, y) = 2 for...
2. Random variables X and Y have a joint PDF fX,Y (x, y) = 2 for 0 ≤ y ≤ x ≤ 1. Determine (a) E[X] and Var[X]. (b) E[Y ] and Var[Y ]. (c) Cov(X, Y ). (d) E[X + Y ]. (e) Var[X + Y ].
3) Four statistically independent random variables, X, Y, Z, W have means of 2, -1, 1,...
3) Four statistically independent random variables, X, Y, Z, W have means of 2, -1, 1, -2 respectively, variances of X and Z are 9 and 25 respectively, mean-square values of Y and W are 5 and 20 respectively. Define random variable V as: V = 2X - Y + 3Z - 2W, find the mean-square value of V (with minimum math).
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT