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

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