STAT/MATH 309

Solution 10

Solutions for HW10

R3
1: EX = 0 xf (x)dx = 2
R3
E(X 2 ) = 0 x2 f (x)dx = 30/7
V ar(X) = E(X 2 ) (EX)2 =2/7
2:Note that the standard normally distributed random variable is with mean 0 and variance
1.
E(S) = E(X) + E(Y ) = 0
E(D) = E(X) E(Y ) = 0
V ar(S) = V ar(X) + V ar(Y ) = 2 since X and Y are independent, Cov(X, Y ) = 0.
V ar(D) = V ar(X) + (1)2 V ar(Y ) = 2 since X and Y are independent, Cov(X, Y ) = 0.
Cov(S, D) = Cov(X +Y, X Y ) = Cov(X, X)+Cov(X, Y )+Cov(Y, X)+Cov(Y, Y ) = 0
)
=0
Corr(S, D) = Cov(X,Y
V ar(X) V ar(Y )
P
P6
3: DefineX = i=1 Ii and Y = 10
i=4 Ii , where Ii is 1 if getting a head and 0 otherwise, where
i = 1, , 10. Then Ii are iid Bernoulli distributed random variable with parameter p = 12 .
P
P
Therefore Cov(X, Y ) = Cov( 6i=1 , 10
i=4 = Cov(I4 , I4 ) + Cov(I5 , I5 ) + Cov(I6 , I6 ) =
1 1
3
3V ar(I6 ) = 3( 2 )( 2 ) = 4 .