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This question was created from HW 10 Spring2018.pdf https://www.coursehero.com/file/34629975/HW-10-Spring2018pdf/

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How do you do part b) or the answer?

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Due Thurs April 26", 2018 @ the start of class
1. Let X and Y be jointly Normal random variables with parameters ux = 0, o'x =1, My= -1, o'Y
= 4, and p = -1/2.
a) Since X and Y are jointly Normal, U=X+Y is normal. Find the parameters (mean and
variance) of U.
b) Find the constant a if we know (aX+Y) and (X+2Y) are independent.
c) If U=X+Y and V=2X-Y, find the Correlation(U, V)

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a = 7. Please go... View the full answer

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