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Gnom [1K]
3 years ago
15

g Let X and Y be two independent standard normal random variables, i.e., each follows the distribution N (0, 1). Now, define two

new random variables as Find cov(Z, W)
Mathematics
1 answer:
8_murik_8 [283]3 years ago
6 0

Answer: hello your question is incomplete below is the complete question

Let X and Y be two independent standard normal random variables, i.e., each follows the distribution N (0, 1). Now, define two new random variables as Z = 11 - X + X²Y, W = 3-Y. find cov ( Z, W )

answer : Cov ( Z, W ) = -1

Step-by-step explanation:

Z = 11 - X + X²Y

w = 3 - Y

Cov ( Z, W ) = Cov ( 11 - x + x^2 Y , 3 - Y )

  = Cov ( 11, 3 ) - Cov ( 11, Y ) - Cov(x,3) + cov (x,y) + cov(x^2y, 3) -cov (x^2y, y )

attached below is the remaining part of the detailed solution

hence

Cov ( Z, W ) = -1

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