Revision as of 02:25, 9 June 2024 by Bot (Created page with "<div class="d-none"><math> \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}</math></div> Let <math>X</math> and <math>Y</math> be independent random variables with uniform densities in <math>[0,1]</math>. Let <math>Z = X + Y</math> and <math>W = X - Y</math>. Find <ul><li> <math>\rho(X,Y)</math> (see Exercise exercise:0a82eb3e0d |...")
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Jun 09'24

Exercise

[math] \newcommand{\NA}{{\rm NA}} \newcommand{\mat}[1]{{\bf#1}} \newcommand{\exref}[1]{\ref{##1}} \newcommand{\secstoprocess}{\all} \newcommand{\NA}{{\rm NA}} \newcommand{\mathds}{\mathbb}[/math]

Let [math]X[/math] and [math]Y[/math] be independent random variables with uniform

densities in [math][0,1][/math]. Let [math]Z = X + Y[/math] and [math]W = X - Y[/math]. Find

  • [math]\rho(X,Y)[/math] (see Exercise Exercise).
  • [math]\rho(X,Z)[/math].
  • [math]\rho(Y,W)[/math].
  • [math]\rho(Z,W)[/math].