FM5002-HW8-3.28.12

5 this is iden tical to problem 0045 6 thus 1 if 0 t 1

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Unformatted text preview: Y t 1 if 2 3 t 1 Let X t 0 if 0 t 1 3 1 if 1 3 t 2 3 . Then E X 0 if 2 3 t 1 0 an d E X Y so that Xand Yare un correlated . But Xand Yare not indepen den t , since P X 0 and Y 0 but P X 0 2 3 an d P Y 0 2 3, so P X 0 an d Y 0 P X 0 P Y 0 . 0047 6. Let X1, X2, X3, ..., X40 be iid. Suppose E X1 X2 Let Μ E X1 E X2 X3 ... X40 60 and SD X1 . .. E X40 a nd Σ SD X1 Compute Μ a nd Σ. Μ 60 40 1.5 an d Σ 10 5 40 2 1.58114. X2 X3 SD X2 ... X40 10. . .. SD X40 . 0, 1 3, 5.0625. FM5002−HW8−3.28.12.nb 3 00...
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