X and Z are independent random variables with E[X] = E[Z] = 0 and variance Var [X]

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X and Z are independent random variables with E[X] = E[Z] = 0 and variance Var [X] = 1 and Var [Z] = 16. Let Y = X + Z. Find the correlation coefficient p of x and Y, Are X and Y independent?

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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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Question Posted: Jul 18, 2016 08:41 AM

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X and Z are independent random variables with E[X] = E[Z] = 0 and variance Var [X]

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Independence of X and Z implies VarY VarX VarZ 12 42 17 1 Since EX EY 0 t...View the full answer

Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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