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Let U and V be independent random variables with means and variances . Let . Find E(Z) and .
Solution
VerifiedAnswered 2 years ago
Answered 2 years ago
Step 1
1 of 3We are given that and are independent random variables such that and A random variable is defined as
for some and we need to find the expected value of and the correlation coefficient of and
First, remember the linearity property of the expectation, and use it to find the expected value of
Next, remember that the correlation coefficient of and is defined as
Let's first find the covariance of and Due to the bilinearity property of the covariance, we have that
Here we were able to conclude that because and are independent.
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