2. Suppose that X, Y, Z IID Z ~ N(0, 1) and let R = X+Y+Z...

Transcribed Image Text:

2. Suppose that X, Y, Z IID Z ~ N(0, 1) and let R = X+Y+Z & S = X X+Y+Z a) For each of R and S get their respective means, ER and ES, their standard deviations, (R) and (S), as well as their coefficient of correlation, p(R, S). b) With T = 2S 1-82 get both ET and (T) as well as the numerical value a for which P(T a) .95. (10) (10) 2. Suppose that X, Y, Z IID Z ~ N(0, 1) and let R = X+Y+Z & S = X X+Y+Z a) For each of R and S get their respective means, ER and ES, their standard deviations, (R) and (S), as well as their coefficient of correlation, p(R, S). b) With T = 2S 1-82 get both ET and (T) as well as the numerical value a for which P(T a) .95. (10) (10)