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show all work please (12 points) X and Y are identically distribute.pdf

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show all work please (12 points) X and Y are identically distributed random variables with E[X]=E[Y]=0 and covariance COV(X,Y)=3 and correlation coefficient X,Y=1/2. For nonzero constants a and b,U=aX,V=bY (a) (4 pts) Find COV(U,V). (b) (4pts) Find the correlation coefficient U,V. (c) (4 pts) Let W=U+V. For what values of a and b can make X and W uncorrelated?.

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show all work please (12 points) X and Y are identically distributed random variables with E[X]=E[Y]=0 and covariance COV(X,Y)=3 and correlation coefficient X,Y=1/2. For nonzero constants a and b,U=aX,V=bY (a) (4 pts) Find COV(U,V). (b) (4pts) Find the correlation coefficient U,V. (c) (4 pts) Let W=U+V. For what values of a and b can make X and W uncorrelated?

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show all work please (12 points) X and Y are identically distribute.pdf

  • 1. show all work please (12 points) X and Y are identically distributed random variables with E[X]=E[Y]=0 and covariance COV(X,Y)=3 and correlation coefficient X,Y=1/2. For nonzero constants a and b,U=aX,V=bY (a) (4 pts) Find COV(U,V). (b) (4pts) Find the correlation coefficient U,V. (c) (4 pts) Let W=U+V. For what values of a and b can make X and W uncorrelated?