Web23 apr. 2024 · For random variables X and Y, we have Var (X)=1, Var (Y)=4, and Var (2X-3Y)=34, then the correlation between X and Y is: (a) 1/2 (b) 1/4 (c) 1/3 (d) None of the above Solution: (b) Explanation: Var (2X-3Y) = 34 Become a Full Stack Data Scientist Transform into an expert and significantly impact the world of data science. Download Brochure WebSorted by: 1. If all you want is the variance, getting it through the covariance formula the way you're doing is a lot more complicated than it needs to be. You just observe: V a r [ X + Y + 1] = V a r [ X + Y], because V a r [ X + c] = V a r [ X] for any constant c. Then you …
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http://www.stat.yale.edu/~pollard/Courses/241.fall2014/notes2014/Variance.pdf WebFind the slope of the line with equation 3x + 2y = 8. In order to find the slope, it is simplest to put this line equation into slope-intercept form. If I rearrange this line to be in the form " y … drio stock forecast
Chapter 4 Variances and covariances - Yale University
Web1 Answer. Suppose X is a discrete random variable with pmf p ( x). Then, by definition, E ( a X + b) = ∑ x ( a x + b) p ( x) = ∑ x ( a x ⋅ p ( x) + b ⋅ p ( x)) = ∑ x a x ⋅ p ( x) + ∑ x b ⋅ p ( x) = a ( ∑ x x ⋅ p ( x)) ⏟ E ( X) + b ( ∑ x p ( x)) ⏟ 1 = a ⋅ E ( X) + b. Similarly, the result can be obtained when X is a ... Web29 jun. 2024 · The answer is that variance and standard deviation have useful properties that make them much more important in probability theory than average absolute … Web20 jul. 2024 · u = y − X β. Then in the presence of heteroscedasticity the variance of u, will not be constant, σ 2 × I, where I is an identity matrix, but: Var ( u ∣ X) = σ 2 Ω. In order … ephey hehehe