Let r.v.s X and Y be independent, Z = X +Y. Find Corr{X,Z} as a function of
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Let r.v.’s X and Y be independent, Z = X +Y. Find Corr{X,Z} as a function of the ratio k =Var{Y}/Var{X}. Comment on the fact that this function is monotone.
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Again using what we have proved in Exercise 2b we have ...View the full answer
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