In: Statistics and Probability
2) Two random variables have zero mean and variances of 16 and 36. Their correlation coefficient is 0.5. Find the variance of their sum, Z = X + Y. Find the variance of their difference, W = X - Y. Find the correlation of coefficient ρZ, W Define Covariance matrix K for X, Y, Z, W. Repeat a-d if X and Y are uncorrelated.
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