Let X1, X2, X3 be random variables such that Var(X1) = 5, Var(X2) = 4, Var(X3) = 7, cov(X1, X2) = 3, cov(X1, X3) = -2 and X2 and X3 are independent. Find the covariance between Y1 = X1 – 2X2+3X3 and Y2 = -2X1+3X2 +4X3. %3D %3D

Let X1, X2, X3 be random variables such that Var(X1) = 5, Var(X2) = 4, Var(X3) = 7, cov(X1, X2) = 3, cov(X1, X3) = -2 and X2 and X3 are independent. Find the covariance between Y1 = X1 – 2X2+3X3 and Y2 = -2X1+3X2 +4X3. %3D %3D

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter12: Probability

Section12.CR: Chapter 12 Review

Problem 66CR

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Let X1, X2, X3 be random variables such that Var(X1) = 5, Var(X2) = 4,
Var(X3) = 7, cov(X1, X2) = 3, cov(X1, X3) = -2 and X2 and X3 are independent. Find
the covariance between Y1 = X1 – 2X2 + 3X3 and Y2 = -2X1 + 3X2 + 4X3.
%3D

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