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Math Help - Normal distribution- cheak for mean and variance

  1. #1
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    Normal distribution- cheak for mean and variance

    Hi i was just wondering if the following was correct

    Normal distribution- cheak for mean and variance-untitled.jpg


    Given X and Y, Z has the mean and Variance

    Mean: 15

    Variance:25
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  2. #2
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    Quote Originally Posted by 1234567 View Post
    Hi i was just wondering if the following was correct

    Click image for larger version. 

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    Given X and Y, Z has the mean and Variance

    Mean: 15

    Variance:25
    Look fine. Why would you doubt it?
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  3. #3
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    can i ask how you got the mean and variance for Z
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    Quote Originally Posted by anon18 View Post
    can i ask how you got the mean and variance for Z
    From standard theorems:

    E(Z) = E(X - 4Y + 1) = E(X) - 4 E(Y) + 1.

    Var(Z) = Var(X - 4Y + 1) = Var(X) + 4^2 Var(Y)
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  5. #5
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    thanks...so how would you work out the correlation between X and Z and between Y and Z.
    using correlation(X,Z)=cov(X,Z)/sqrt[var(x)var(Z)]

    how would you work out the cov(X,Z)
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