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3 years ago

8

The plan of a park is at a scale of 1:5000. Calculate the actual distance between two points if the distance between two points

on the map is: 7 cm, 2.8cm, and 2cm

1 answer:

andreyandreev [35.5K]3 years ago

5 0

Multiple each of those by 5000, getting 35000, 14000, and 10000

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Question 4 options:<br><br> tan Z<br><br><br> cos X<br><br><br> sin X<br><br><br> sin Z

ser-zykov [4K]

Answer:

sin X

Step-by-step explanation:

sin X = $\frac{opposite}{hypotenuse}$ = $\frac{YZ}{XZ}$ = $\frac{84}{85}$

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3 years ago

Brian wants to build a ramp that leads to a storeroom 5 meters above the ground. He wants the ramp to be 10 meters long. What sh

Kamila [148]

You should have an angle of elevation of 30 degrees.

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3 years ago

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Which variable has the most impact on growing your money? If you could increase one of the variables in the compound interest fo

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I would increase the number and multiply

Step-by-step explanation:

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3 years ago

What is the product?

victus00 [196]

Answer:

$\begin{bmatrix}-2\\0 \end{bmatrix}$

Step-by-step explanation:

We have the product, $2\times \begin{bmatrix}-1\\0 \end{bmatrix}$ .

It is known that,

'When we multiply a scalar with a matrix, the scalar is multiplied by each element of the matrix'.

So, we get,

$2\times \begin{bmatrix}-1\\0 \end{bmatrix}$ .

⇒ $\begin{bmatrix}-1\times 2\\0\times 2 \end{bmatrix}$

⇒ $\begin{bmatrix}-2\\0 \end{bmatrix}$

So, the resulting product is $\begin{bmatrix}-2\\0 \end{bmatrix}$ .

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3 years ago

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G with the definition of covariance, prove cov[(ay − b),(cy − d)] = accov(x, y ), where x, y are random variables and a, b, c, d

____ [38]

By definition of covariance,

$\mathrm{Cov}(X,Y)=\mathbb E[(X-\mathbb E[X])(Y-\mathbb E[Y])]$

$\mathrm{Cov}(X,Y)=\mathbb E[XY-\mathbb E[X]Y-X\mathbb E[Y]+\mathbb E[X]\mathbb E[Y]]=\mathbb E[XY]-\mathbb E[X]\mathbb E[Y]$

We have

$\mathbb E[(aX-b)(cY-d)]=\mathbb E[acXY-adX-bcY+bd]$

$=ac\mathbb E[XY]-ad\mathbb E[X]-bc\mathbb E[Y]+bd$

$\mathbb E[aX-b]=a\mathbb E[X]-b$

$\mathbb E[cY-d]=c\mathbb E[Y]-d$

$\mathbb E[aX-b]\mathbb E[cY-d]=ac\mathbb E[X]\mathbb E[Y]-ad\mathbb E[X]-bc\mathbb E[Y]+bd$

Putting everything together, we find the covariance reduces to

$\mathrm{Cov}(aX-b,cY-d)=ac(\mathbb E[XY]-\mathbb E[X]\mathbb E[Y])=ac\mathrm{Cov}(X,Y)$

as desired.

5 0

3 years ago