Suppose that X, Y, and Z are three random variables such that Var(X) = 1, Var(Y) =

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Suppose that X, Y, and Z are three random variables such that Var(X) = 1, Var(Y) = 4, Var(Z) = 8, Cov(X, Y) = 1, Cov(X, Z) =−1, and Cov(Y, Z) = 2. Determine
(a) Var(X + Y + Z)
(b) Var(3X − Y − 2Z + 1).

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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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Question Posted: Nov 25, 2015 03:33 AM

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Suppose that X, Y, and Z are three random variables such that Var(X) = 1, Var(Y) =

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