Prove the following statements • corr(ax,y) = corr(x,y) • show that if x,y and z are...

Question

Question

Prove the following statements

• corr(ax,y) = corr(x,y)

• show that if x,y and z are independent. Show what happened to:

cov(x+y,x+z)= ?

• assume x and y are not independent:

cov(ax + b, y)= ?

math Statistics-And-Probability

Answer 1

Answer #1

. Van(ax) a. Var (X) = Cov ( x、y) Cow (ax,y) = Var(ax). Vavcy) ant, therm X, Y and ae inde 7,0 them Jvn Cov(X) Var (X). Var(Y

Answer 2

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