(1) Show that if E(X), E(Y) and E(XY) are well defined then Cov(X, Y) = E{(X – E(X))(Y – E(Y))}. The following answers are proposed. ta) First expand (X – E(X))(Y – E(Y) and then take its expectation. Now linearity should give the result. (bi First note that E(XY) = E(X)E(Y) and then take the right side to the left side. This gives the result. (c) The stated result is, in fact, false. «dh Since X, Y are independent, E { (X – E(X))(Y – E(Y))} = 0 = Cov(X, Y). te) None of the above (а) (b) (c) (d) (e) N/A (Select One)
(1) Show that if E(X), E(Y) and E(XY) are well defined then Cov(X, Y) = E{(X – E(X))(Y – E(Y))}. The following answers are proposed. ta) First expand (X – E(X))(Y – E(Y) and then take its expectation. Now linearity should give the result. (bi First note that E(XY) = E(X)E(Y) and then take the right side to the left side. This gives the result. (c) The stated result is, in fact, false. «dh Since X, Y are independent, E { (X – E(X))(Y – E(Y))} = 0 = Cov(X, Y). te) None of the above (а) (b) (c) (d) (e) N/A (Select One)
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
Problem 70EQ
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