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Questions › JNU › JNU SSS 2013 › Q3
1 mark, −0.25Statistics › Joint distributions, covariance and correlation › Variance of sums and portfolio applicationsEasyabout 1 min

JNU SSS 2013 Question 3: Joint distributions, covariance and correlation

Let XXX and YYY be random variables with V[X]=2V[X] = 2V[X]=2, V[Y]=4V[Y] = 4V[Y]=4 and cov(X,Y)=2\mathrm{cov}(X, Y) = 2cov(X,Y)=2. Let W=2X+3YW = 2X + 3YW=2X+3Y. The V[W]V[W]V[W] is

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Let X and Y be random variables with V[X] = 2, V[Y] = 4 and cov(X, Y) = 2. Let W = 2X + 3Y. The V[W] is (A) 68 (B) 44 (C) 48 (D) 16

Joint distributions, covariance and correlation has come up 61 times in 7 exams since 2005.

What this question tests

This question is on Variance of sums and portfolio applications, part of Joint distributions, covariance and correlation in Statistics.

The variance of combinations of variables and where it is used.

TestStop has 3 past-paper questions on this subtopic; the nearest in year are below.

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Practise Joint distributions, covariance and correlationMore on Variance of sums and portfolio applications

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Question from the JNU SSS 2013 paper. Solutions are TestStop's own. Not affiliated with or endorsed by any examination authority.