Question: Let X and Y each take on either the value 1 or -1. Let p(1, 1) P(X1,Y=1], p(1, 1) P(X 1, Y= -1), p(-1, 1)
Let X and Y each take on either the value 1 or -1. Let p(1, 1) P(X1,Y=1], p(1, 1) P(X 1, Y= -1), p(-1, 1) = P(X=-1, Y = 1), p(-1,-1) P(X = -1, Y=-1) Suppose that E[X] E[Y] = 0.
Show that
(a) p(1, 1)
(b) p(1,-1) = p(-1,-1) p(-1, 1) Let p =2p(1, 1). Find
(c) Var(X)
(d) Var(Y)
(e) Cov(X, Y)
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