1. Suppose that X1 and X2 are random variables with zero mean and unit variance. If the correlation coefficient of X1 and X2 is -0.5, then what is the variance of Y =E-k² Xk ? k%3D1

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1. Suppose that X1 and X2 are random variables with zero mean and unit
variance. If the correlation coefficient of X1 and X2 is –0.5, then what is the
variance of Y = =k2Xk ?
Lk=1
2. If the joint density of the random variables X and Y is
if (x, y) E { (x,0), (0, -y)|x, y = -2, –1, 1,2}
f(x, y)
otherwise,
3. Su
the random variables X and Y are inde
lent and identically
distributed. Let Z = aX +Y. If the correlation coefficient between X and
Z is , then what is the value of the constant a ?
Transcribed Image Text:Exercises 1. Suppose that X1 and X2 are random variables with zero mean and unit variance. If the correlation coefficient of X1 and X2 is –0.5, then what is the variance of Y = =k2Xk ? Lk=1 2. If the joint density of the random variables X and Y is if (x, y) E { (x,0), (0, -y)|x, y = -2, –1, 1,2} f(x, y) otherwise, 3. Su the random variables X and Y are inde lent and identically distributed. Let Z = aX +Y. If the correlation coefficient between X and Z is , then what is the value of the constant a ?
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