Question: The random variables X and Y in Exercise 4. For the following joint distributions, find the probabilities for the random variable X - Y (the
For the following joint distributions, find the probabilities for the random variable X - Y (the difference), and check that E(X - Y) = E(X) - E(Y) and that Var(X - Y) = Var(X) + Var(Y) if Cov(X, Y) = 0.
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Y=1 0.05 0.04 0.01 Y=2 0.1 0.08 0.02 Y=3 0.35 0.28 0.07
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