Back to 12.4 Problems on Variance, Covariance, Linear Regression

12.4 Exercise 9

Avg difficulty 2.5

The class {A,B,C,D,E,F}\left\{A , B , C , D , E , F\right\} is independent, with respective probabilities

0.43, 0.53, 0.46, 0.37, 0.45, 0.39. Let

X = 6 I A + 13 I B - 8 I C , Y = - 3 I D + 4 I E + I F - 7 X = 6 I_{A} + 13 I_{B} - 8 I_{C} , Y = - 3 I_{D} + 4 I_{E} + I_{F} - 7
  1. Use properties of expectation and variance to obtain E[X]E \left[X\right], Var [X]Var \left[X\right], E[Y]E \left[Y\right], and Var [Y]Var \left[Y\right]. Note that it is not necessary to obtain the distributions for X or Y.
  2. Let Z=3Y-2XZ = 3 Y - 2 X.
    Determine E[Z]E \left[Z\right], and Var [Z]Var \left[Z\right].

Pfeiffer, Applied Probability, 12.4 Problems on Variance, Covariance, Linear Regression, exercise 9

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Adapted from Applied Probability © 2009 Paul E. Pfeiffer. Licensed under CC BY 3.0. Source: Applied Probability. Imported at revision d7a0420.