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Computation of Expectation, Variance and Covariance.

Suppose (Y1; Y2) has the following joint probability mass function:

p(1; 2) = 0:3; p(2; 3) = 0:3; p(1; 3) = 0:2; p(1; 4) = 0:2:

1. Find P(Y1 + Y2 = 5).

2. Find the marginal pmf's for Y1 and Y2.

3. Find EY1 and EY2.

4. Calculate the variances of Y1 and Y2.

5. Calculate the covariance of Y1 and Y2.

6. Compute the correlation between Y1 and Y2.

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Statistics and Probability, Statistics

Category:- Statistics and Probability
Reference No.:- M9166779

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