Unformatted text preview: Â¶ =Î² ) 1 ( ) 1 ( . b. Find E[K] and Var(K) using iterated expectation. 2. For any two random variables X and Y with E[X 2 ] < & , show that Var(X) Â± E[Var(XY)], where Var(XY) = E[X 2 Y] â€“ (E[XY]) 2 . 3. Let X and Y be independent random variables with variances Â² X 2 and Â² Y 2 . Consider the sum Y ) 1 ( X Z a a+ = where 0 Â³ a Â³ 1. Find a that minimizes the variance of Z....
View
Full
Document
This note was uploaded on 01/27/2010 for the course ECE 600 taught by Professor Staff during the Fall '08 term at Purdue.
 Fall '08
 Staff

Click to edit the document details