Question: 4. (10 pts) Let random variable X have a density function f(x) and cumulative distribution function F(x),mean and variance . Define Y = a


4. (10 pts) Let random variable X have a density function f(x)

4. (10 pts) Let random variable X have a density function f(x) and cumulative distribution function F(x),mean and variance . Define Y = a + BX, where a and B are constants satifying - < a < and > 0. a) Select a and such that Y has mean 0 and variance 1. b) Show what is the correlation between X and Y.

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