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Unformatted text preview: X,Y in question #3 of Problem Set 35, in which Y = ( X1)( X +1) = X 21, ﬁnd Cov( X,Y ), i.e., the covariance of X and Y . b. Find the correlation ρ ( X,Y ) of X and Y . 4 5. Roll two 4sided dice ( not 6sided dice ). Let X be the minimum value, and let Y be the maximum value. Find the covariance of X and Y . 5 6. Design your own problem and solution. Create your own problem about the correlation of two discrete or continuous random variables. Design your problem in such a way that you would ﬁnd it enjoyable and also interesting (i.e., not completely trivial) if you found this problem in a probability book. Please provide the answer for your problem too. 6...
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 Fall '08
 Staff
 Probability, Variance, Probability theory, Alice, Dice, Alice and Bob

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