Chapter 4: Problem 9
Let \(X\) be \(\chi^{2}(50)\). Approximate \(P(40
Chapter 4: Problem 9
Let \(X\) be \(\chi^{2}(50)\). Approximate \(P(40
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Get started for free. Let \(X\) and \(Y\) be random variables with means \(\mu_{1}, \mu_{2} ;\) variances \(\sigma_{1}^{2}, \sigma_{2}^{2}\); and correlation coefficient \(\rho .\) Show that the correlation coefficient of \(W=a X+b, a>0\), and \(Z=c Y+d, c>0\), is \(\rho\)
Let \(Y_{1}
. Let \(p=0.95\) be the probability that a man, in a certain age group, lives at least 5 years. (a) If we are to observe 60 such men and if we assume independence, find the probability that at least 56 of them live 5 or more years. (b) Find an approximation to the result of part (a) by using the Poisson distribution. Hint: Redefine \(p\) to be \(0.05\) and \(1-p=0.95\).
Let \(X_{1}\) and \(X_{2}\) be independent random variables with nonzero variances. Find the correlation coefficient of \(Y=X_{1} X_{2}\) and \(X_{1}\) in terms of the means and variances of \(X_{1}\) and \(X_{2}\).
Let \(X_{1}\) and \(X_{2}\) have a joint distribution with parameters \(\mu_{1}, \mu_{2}, \sigma_{1}^{2}, \sigma_{2}^{2}\), and \(\rho\). Find the correlation coefficient of the linear functions of \(Y=a_{1} X_{1}+a_{2} X_{2}\) and \(Z=b_{1} X_{1}+b_{2} X_{2}\) in terms of the real constants \(a_{1}, a_{2}, b_{1}, b_{2}\), and the parameters of the distribution.
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