Question

If X1 and X2 ~ Normal(0,1) are independent standard normally distributed random variables, Calculate 1) cov(X1,...

If X1 and X2 ~ Normal(0,1) are independent standard normally distributed random variables,

Calculate

1) cov(X1, X2)

2) cov(3X1, X2 /3)

3) cov(X1, 0.8X2 + ((1-0.8^2)^0.5) X2)

4) cov(X1, -0.4X2 + ((1-0.4^2)^0.5) X2)

Homework Answers

Answer #1

Hii dear I will give my 100% can you please like it.??

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Let X1, X2, X3 be independent random variables, uniformly distributed on [0,1]. Let Y be the...
Let X1, X2, X3 be independent random variables, uniformly distributed on [0,1]. Let Y be the median of X1, X2, X3 (that is the middle of the three values). Find the conditional CDF of X1, given the event Y = 1/2. Under this conditional distribution, is X1 continuous? Discrete?
Suppose that X1 and X2 are independent standard normal random variables. Show that Z = X1...
Suppose that X1 and X2 are independent standard normal random variables. Show that Z = X1 + X2 is a normal random variable with mean 0 and variance 2.
Suppose that X1, X2, . . . , Xn are independent identically distributed random variables with...
Suppose that X1, X2, . . . , Xn are independent identically distributed random variables with variance σ2. Let Y1 = X2 +X3 , Y2 = X1 +X3 and Y3 = X1 + X2. Find the following : (in terms of σ2) (a) Var(Y1) (b) cov(Y1 , Y2 ) (c) cov(X1 , Y1 ) (d) Var[(Y1 + Y2 + Y3)/2]
Let Y be the liner combination of the independent random variables X1 and X2 where Y...
Let Y be the liner combination of the independent random variables X1 and X2 where Y = X1 -2X2 suppose X1 is normally distributed with mean 1 and standard devation 2 also suppose the X2 is normally distributed with mean 0 also standard devation 1 find P(Y>=1) ?
Suppose X1, X2, X3, and X4 are independent and identically distributed random variables with mean 10...
Suppose X1, X2, X3, and X4 are independent and identically distributed random variables with mean 10 and variance 16. in addition, Suppose that Y1, Y2, Y3, Y4, and Y5are independent and identically distributed random variables with mean 15 and variance 25. Suppose further that X1, X2, X3, and X4 and Y1, Y2, Y3, Y4, and Y5are independent. Find Cov[bar{X} + bar{Y} + 10, 2bar{X} - bar{Y}], where bar{X} is the sample mean of X1, X2, X3, and X4 and bar{Y}...
You are given that X1 and X2 are two independent and identically distributed random variables with...
You are given that X1 and X2 are two independent and identically distributed random variables with a Poisson distribution with mean 2. Let Y = max{X1, X2}. Find P(Y = 1).
1)Let X1, ..., Xn be independent standard normal random variables, we know that X2 1 +...
1)Let X1, ..., Xn be independent standard normal random variables, we know that X2 1 + ... + X2 n follows the chi-squared distribution of n degrees of freedom. Find the third moment of the the chi-squared distribution of 2 degrees of freedom. 2) Suppose that, on average, 1 person in 1000 makes a numerical error in preparing his or her income tax return. If 10,000 returns are selected at random and examined, find the probability that 6 or 7...
Let X1, X2 be two normal random variables each with population mean µ and population variance...
Let X1, X2 be two normal random variables each with population mean µ and population variance σ2. Let σ12 denote the covariance between X1 and X2 and let ¯ X denote the sample mean of X1 and X2. (a) List the condition that needs to be satisfied in order for ¯ X to be an unbiased estimate of µ. (b) [3] As carefully as you can, without skipping steps, show that both X1 and ¯ X are unbiased estimators of...
Let X1, X2,... be a sequence of independent random variables distributed exponentially with mean 1. Suppose...
Let X1, X2,... be a sequence of independent random variables distributed exponentially with mean 1. Suppose that N is a random variable, independent of the Xi-s, that has a Poisson distribution with mean λ > 0. What is the expected value of X1 + X2 +···+ XN2? (A) N2 (B) λ + λ2 (C) λ2 (D) 1/λ2
Random variables X and Y are independent and (0,1)-normal. Find the density of the area Z...
Random variables X and Y are independent and (0,1)-normal. Find the density of the area Z of the circle of radius (X2+Y2)1/2 .