Question: Problem 6 [5 points] Let X1 and X2 be two independent random variables. Assume that: 1) E(X1) = 1 and E(X?) = 2. 2) E(X2)
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Problem 6 [5 points] Let X1 and X2 be two independent random variables. Assume that: 1) E(X1) = 1 and E(X?) = 2. 2) E(X2) = 1 and E(X?) = 4. Calculate: a) [2 points] E(2X1 - 3X2). b) [2 points] Var(2X1 - 3X2). c) [1 point] Cov(X1, X2) and the correlation coefficient p between X1 and X2
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