Three random variables , and are linked by the following relationship :
It is known that var , the variance of , is 5. It is also known that cov , the covariance of and , is 1. What is the covariance of and ?
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1 mark, −0.25StatisticsJoint distributions, covariance and correlationCovariance and its propertiesModerateabout 1 min
JNU SSS 2018 Question 11: Joint distributions, covariance and correlation
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Three random variables y, w and u are linked by the following relationship: y = 2w + 4u It is known that var (w), the variance of w, is 5. It is also known that cov (w, u), the covariance of w and u, is 1. What is the covariance of w and y? (A) 14 (B) 9 (C) Cannot be computed from the information given (D) None of the above
Joint distributions, covariance and correlation has come up 61 times in 7 exams since 2005.
What this question tests
This question is on Covariance and its properties, part of Joint distributions, covariance and correlation in Statistics.
How two variables move together and how covariance combines.
TestStop has 9 past-paper questions on this subtopic.
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