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Math Help - joint pmf and covariance questions

  1. #1
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    Apr 2009
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    Question joint pmf and covariance questions

    I hope I have put this in the right section, technically I am doing this at uni but its pretty easy but for some reason I just don't know how to do it...
    Anyway, I am having a bit of trouble using tables to find covariance and variance. This question is just an example I am stuck on from a previous exam where:

    I don't really understand how to find: C(X,Y), Var(X), Var(Y) or C(X+3Y-1,X-2Y). The formula I have confuse me even more. Any help would be greatly appreciated.
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  2. #2
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    Oct 2009
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    Cov(X,Y) = E(XY) - E(X)E(Y)

    E(X) = \Sigma X_i P(X_i)

    E(X^2) = \Sigma X^2_i P(X_i)

    Var(X) = E(X^2) - E(X)^2

    Same idea with E(Y),Var(Y), and E(XY).

    By the way, what is the formula you have?
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