I'm stuck on this problem : X and Y is normal random var with mean(x) = 1 and mean(y) = 2 and variance(x)=1 and variance(y) = 4 and covariance(x,y)=1. U = X-Y V = X+Y find E(U),Var(U),Cov(U,V)
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, and .
Originally Posted by girdav , and . I thought that above only if x and y independent ?
for two integrable random variables is always true, but is true if and have a variance and . It's true when and are independent, but the last equality can be true even if and are not independent.
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