MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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**Problem Statement: Variance and Covariance of Random Variables**

Let \( X \) and \( Y \) be random variables such that \( \text{var}(X) = 16 \), \( \text{var}(Y) = 9 \), and \( \rho = \text{corr}(X, Y) = -0.5 \).

a. Find \( \text{var}(2X - 2Y + 10) \),

b. Find \( \text{cov}(X - Y, X + Y) \).
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Transcribed Image Text:**Problem Statement: Variance and Covariance of Random Variables** Let \( X \) and \( Y \) be random variables such that \( \text{var}(X) = 16 \), \( \text{var}(Y) = 9 \), and \( \rho = \text{corr}(X, Y) = -0.5 \). a. Find \( \text{var}(2X - 2Y + 10) \), b. Find \( \text{cov}(X - Y, X + Y) \).
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