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Algebra & Trigonometry with Analytic Geometry

Algebra & Trigonometry with Analytic Geometry

13th Edition

ISBN:9781133382119

Author:Swokowski

Publisher:Swokowski

Chapter10: Sequences, Series, And Probability

Section10.8: Probability

Problem 31E

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Question

Suppose that X and Y are two random variables whose moment generating functions can be
ox(s) = e2s+8s²+. øy(s) = e*+2s² +.
written on the formula
Thus the exponents states Taylor expansion log, x(s) respectively log, Y(s) around s-0
a. Determine the variance of the variable Z=2X-Y+8 if you know that the covariance
between X and Y if given by Cov(X,Y)=0
b. Between which values can the variance Var(Z) vary if there is no condition on
Cov(X,Y)?

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