Let X, Y, and Z refer to the three random variables. It is known that Var(X) = 4, Var(Y) = 9, and Var(Z) = 16. It is further known that E(X) = 1, E(Y) = 2, and E(Z) = 4. Furthermore E(XY) = 7, E(XZ) = 12, and E(YZ) = 15.

Problem . Find Var(X-Y)

Problem . Find Corr(X,Z)

Problem . Find Cov(2X+Y,4Z)

Problem . Find E(3X+4Y-5Z) 

Posted Date: 5/9/2013 4:08:00 AM | Location : United States

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