(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
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11 & 12

(11) 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:
(a) First expand (X – E(X))(Y – E(Y) and then take its expectation. Now linearity should give the result.
(b) First note that E(XY) = E(X)E(Y)
(c) The stated result is, in fact, false.
(d) Since X, Y are independent, E { (X – E(X))(Y – E(Y))} = 0 = Cov(X, Y).
(e) None of the above
and then take the right side to the left side. This gives the result.
(а)
(b)
(c)
(d)
(e)
N/A
(Select One)
(12) If (X, Y) ~ Trinomial(4, p1, p2) then find Cov(X, Y).
4pip2
-4pip2
Pi + P2
Pi – P2
None of the above
N/A
(Select One)
Transcribed Image Text:(11) 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: (a) First expand (X – E(X))(Y – E(Y) and then take its expectation. Now linearity should give the result. (b) First note that E(XY) = E(X)E(Y) (c) The stated result is, in fact, false. (d) Since X, Y are independent, E { (X – E(X))(Y – E(Y))} = 0 = Cov(X, Y). (e) None of the above and then take the right side to the left side. This gives the result. (а) (b) (c) (d) (e) N/A (Select One) (12) If (X, Y) ~ Trinomial(4, p1, p2) then find Cov(X, Y). 4pip2 -4pip2 Pi + P2 Pi – P2 None of the above N/A (Select One)
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