Let X, Y, and Z be random variables, and let Cov(,) denote the covariance operator as usual. Suppose that the variance of X is 0.7, Cov(X,Y) = 0.4, Cov(X,Z) = 1.2, and Cov(Y,Z) = 0.8. Find each of the following to two decimal places. a) Cov(11Y, 4X)
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- Suppose X and Y are two random variables with covariance Cov(X, Y) = 3 and Var(X) = 16. Find the correlation coefficient between X and Y.Let X, Y, and Z be random variables, and let Cov(-,) denote the covariance operator as usual. Suppose that the variance of X is 0.7, Cov(X,Y) = 0.4, Cov(X,Z) = 1.2, and Cov(Y,Z) = 0.8. Find each of the following to two decimal places. (a) Cov(12Y, 7X) Answer: (b) Cov(12Y + 3, 7X + 8Z) Answer:The random variables X,Y have variance Var(X)=36 and Var(Y)=1 and their correlation is Cor(X,Y)=−34. Calculate Var(X+Y) with a full explanation
- If Var(X1) = 2, Var(X2) = 4, Var(X3) = 3, Cov(X1, X2) = 1, Cov(X1, X3) = -2, and X2 and X3 are independent, find the mean and variance of Y = X1 – 2X2+3X3.EXER 6.3 Find the covariance and the correlation coefficient between X and Y, if X and Y are jointly discrete random variables, with joint PMF given by: SHOW SOLUTIONS X\Y 0 1 6 0 28 6 1 28 2 0 333333 28 28 28 2120 28 0Let X have a mean of 132 and a variance of 32. Define Y = X² + 2X + 1. Compute the (a) mean and (b) variance of Y. (a) i (b) i
- Let X, Y, and Z be random variables, and let Cov(',·) denote the covariance operator as usual. Suppose that the variance of X is 0.7, Cov(X,Y) = 0.4, Cov(X,Z) = 1.2, and Cov(Y,Z) = 0.8. Find each of the following to two decimal places. (a) Cov(12Y, 7X)The correlation between X and Y Select one or more: a. is the covariance squared b. cannot be negative since variances are always positive. c. is given by corr(X, Y) = cov(X,Y)/var(X)var(Y)cov(X,Y)/var(X)var(Y) d. can be calculated by dividing the covariance between X and Y by the product of the two standard deviationsLet X be a random variable and Y = aX + b with a ̸= 0. Show that the correlation between X and Y is either +1 or −1. State the conditions which make the correlation equal to +1.
- Example: Suppose that X u = (120, 80) and covariance matrix (X1, X2) has a bivariate Normal distribution with mean 6. 3 Σ= 5 What are the mean and variance of a' X, where a = (1, –1)T?The covariance of two perfectly correlated variables X and Y is 96. Determine ox and Oy if it is known that variance of X and that of Y is in the ratio of 4: 9?Two random variables X andY are related by the expression Y = aX +b, where ta' and 'b' are any real numbers.