Question: Topic: Expected Value and Variance for Linear Functions of Random Variables Q9. (15 pts) Let Y1 and Y2 be two random variables, V(Y1 ) =

Topic: Expected Value and Variance for Linear Functions of Random Variables

Q9. (15 pts) Let Y1 and Y2 be two random variables, V(Y1 ) = 3, V(Y2) = 2 and Cov(Y1, Y2) = 3/2 (a) (5pts) Find V(2Y1 - Yz). (b) (5pts) Find Cov(2Y, - Y2, Y2). (c) (5pts) Find the correlation coefficient between 2Y, - Yzand Y2

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