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True or False, explain your answers (d) (5pts) For two random variables X and Y suppose...

True or False, explain your answers

(d) (5pts) For two random variables X and Y suppose E[XY ] = 6 and E[X] = 2. Then
we have E[Y ] = 3 if X and Y are negatively correlated. (T, F)

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Answer #1

For two random variables X and Y suppose E[XY ] = 6 and E[X] = −2. Then
we have E[Y ] = −3 if X and Y are negatively correlated. The statement is "false".

Explanation: covariance [X, Y] = E[X, Y] - E[X] E[Y]

= 6 - [-2][-3]

= 6-6

=0

This means there is zero Covariance. This implies they are Uncorrelated.

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