X and Y are identically distributed random variables with E[X] = E[Y] = 0 and convariance Cov

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X and Y are identically distributed random variables with E[X] = E[Y] = 0 and convariance Cov [X,Y] = 3 and correlation Px,y =1/2. For nonzero constants a and b, U = aX and V = bY.

(a) Find Cov[U,v].

(b) Find the correlation coefficient pu,v,

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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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Question Posted: Jul 18, 2016 08:41 AM

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X and Y are identically distributed random variables with E[X] = E[Y] = 0 and convariance Cov

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a Since X and Y have zero expected value CovX Y EXY 3 EU a E...View the full answer

Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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