Question: Suppose that height Y and arm span X for U.S. women, both measured in cm, are normally distributed with means E(Yi) = 168, E(Xi) =

Suppose that height Y and arm span X for U.S. women, both measured in cm, are normally distributed with means E(Yi) = 168, E(Xi) = 165, variances var(Yi) = 21, var(Xi) = 28, and covariance cov(Xi, Yi) = 20 for measurements on the same individual. For the purpose of this question, the variables are jointly normally distributed, and the values are independent for distinct individuals.

Part a: The correlation between height and arm span is ____________.

Part b: The 'albatross index' is the difference Di = Xi Yi between arm span and height.

The mean of D is E(Di) = __________

The standard deviation is sd(Di) = ____________

Part c: Find the following probabilities for one individual:

P(Di >9)=

P(Xi >Yi)=

P (Xi + Yi > 330) =

Part d: Consider now two specific unrelated individuals named i and j respectively. Compute the following probabilities:

P (Xi Xj > 10) =

P (Xi + Xj < 320) =

P(|Xi Yi|<10)=

P (|Xi Yj | < 10) =

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