2. Numerical “Proof” that for X,Y independent,Var(X+Y) = Var(X−Y) =σ2X+σ2Y: 2.1 As we did in Lab...

2. Numerical “Proof” that for X,Y independent,Var(X+Y) = Var(X−Y) =σ2X+σ2Y:

2.1 As we did in Lab 4, you will need to generate a sample(x,y)-values by independently generating x-values and y-values.(You may choose sample size of 50000.) State the two distributions you will use for generating x-values and y-values,and the corresponding population variances.

2.2 Compute the sample variances of the (X+Y)-values, and of the (X−Y)-values. What value are these two sample variances supposed to estimate?

2.3 Use the formula that explains the difference between the two sample variances and recompute them using the sample variances of the x- and y-values and their covariance.

please include r code

Expert Solution

orchestra answered 1 year ago

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2. Numerical “Proof” that for X,Y independent,Var(X+Y) = Var(X−Y) =σ2X+σ2Y: 2.1 As we did in Lab...

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