Worksheet 6-13-2024

1 . Let X1 & XI be correlated RVs with

2 = 2 & 52 25 resp .
Cov(XXc) = 0 8
.

varianc XI
Give
of + Xe

with
2 .
Let X, & X2 be RVs

19
"cov(x Xe)
-C
1,
= 0

Give variance of X
,
+ X2

1
var( , + Xe) =
var(X1) + rar(Xz)
+ 2 cor(X1 ,
Xe)
= 2 + 5 + 2x0 . 8

= 8 . 6/

2 var(X , + Xz) =
var(X1) + var(Xe) +0

= 71