Suppose W = (aX + 3Y) 2 where Y, X are two random variables with zero mean and variances 20x = 4, oy2 = 16. The correlation coefficient between them is p = -0.5 a) Find the value of a that make W minimum value. b) Find minimum mean value of W.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 19E
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Suppose W = (aX + 3Y) 2 where Y, X are two random variables
with zero mean and variances 20x = 4, oy2 = 16. The
correlation coefficient between them is p = -0.5
a) Find the value of a that make W minimum value.
b) Find minimum mean value of W.
Transcribed Image Text:Suppose W = (aX + 3Y) 2 where Y, X are two random variables with zero mean and variances 20x = 4, oy2 = 16. The correlation coefficient between them is p = -0.5 a) Find the value of a that make W minimum value. b) Find minimum mean value of W.
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