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- Suppose X and Y are independent. X has a mean of 1 and variance of 1, Y has a mean of 0, and variance of 2. Let S=X+Y, calculate E(S) and Var(S). Let Z=2Y^2+1/2 X+1 calculate E(Z). Hint: for any random variable X, we have Var(X)=E(X-E(X))^2=E(X^2 )-(E(X))^2, you may want to find EY^2 with this. Calculate cov(S,X). Hint: similarly, we have cov(Z,X)=E(ZX)-E(Z)E(X), Calculate cov(Z,X). Are Z and X independent? Are Z and Y independent? Why? What about mean independence?For a random variable X , suppose that E[X] = 3 and Var(X) = 4. Then (a) E[(5+X)^2]= (b) Var (2 + 6X)=Let X and Y are 2 independent random variables N (0,1) Questions: how to find E(X), E(Y), E(X^2), E(Y^2)? Thank you
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