Calculation of the correlation coefficient of these quantities S=3X+3Y+2Z+U+V+W and T=9X+3Y+2Z+2U+V+W

vangstosiis

vangstosiis

Answered question

2022-07-19

Independent random variables X , Y , X , U , V , W have variance equal to 1. Find ρ ( S , T ) - the correlation coefficient of random variables S = 3 X + 3 Y + 2 Z + U + V + W and T = 9 X + 3 Y + 2 Z + 2 U + V + W

Answer & Explanation

encoplemt5

encoplemt5

Beginner2022-07-20Added 15 answers

Step 1
Let S = 3 X + 3 Y + 2 Z + U + V + W and T = S + 6 X + U .
С o v ( S , T ) = С o v ( S , S + 6 X + U ) = С o v ( S , S ) + С o v ( S , 6 X ) + С o v ( S , U ) = σ S 2 + 6 С o v ( S , X ) + С o v ( S , U ) = σ S 2 + 6 ( С o v ( 3 X , X ) + С o v ( 3 Y , X ) + С o v ( 2 Z , X ) + С o v ( U , X ) + С o v ( V , X ) + С o v ( W , X ) ) + ( С o v ( 3 X , U ) + С o v ( 3 Y , U ) + С o v ( 2 Z , U ) + С o v ( U , U ) + С o v ( V , U ) + С o v ( W , U ) )
X , Y , Z , U , V , W are all independent. I guess it would be easy to carry this on.

Do you have a similar question?

Recalculate according to your conditions!

New Questions in Inferential Statistics

Ask your question.
Get an expert answer.

Let our experts help you. Answer in as fast as 15 minutes.

Didn't find what you were looking for?