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Unformatted text preview: given that Cov ( X, Y ) = 0, X + Y = r V ar ( X + Y ) = r V ar ( X ) + V ar ( Y ) + 2 Cov ( X, Y ) = r V ar ( X ) + V ar ( Y ) XY = r V ar ( XY ) = r V ar ( X ) + V ar ( Y )2 Cov ( X, Y ) = r V ar ( X ) + V ar ( Y ) = X + Y XY = V ar ( X ) + V ar ( Y ) . Putting all of the above together gives us ( X + Y, XY ) = Cov ( X + Y, XY ) X + Y XY = V ar ( X )V ar ( Y ) V ar ( X ) + V ar ( Y ) . 1...
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This note was uploaded on 06/24/2008 for the course MATH 331 taught by Professor Anderson during the Spring '08 term at University of Wisconsin.
 Spring '08
 Anderson
 Math, Probability

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