Question
A fair coin is flipped 30 times. Let X denote the number of heads among the first 20 coin flips and Y denote the number
A fair coin is flipped 30 times. Let X denote the number of heads among the first 20 coin flips and Y denote the number of heads among the last 20 coin flips. Compute the correlation coefficient of X and Y.
Here's the set up given:
E[Ii]= P(ith coin is heads) = 1/2
Var[Ii]=E[Ii2]-(E[Ii])2
J1=i=110 Ii
J2=i=1120 Ii
J3=i=2130 Ii
E[J1]=i=110 E[Ii]
Var(J1)=i=110 Var(Ii)
Similarly for J2 and J3 to compute expectation and variance.
Then X=J1+J2 and Y=J2+J3
Var(X)=Var(J1+J2)=Var(J1)+Var(J2)
Var(Y)=Var(J2+J3)=Var(J2)+Var(J3)
Cov(X,Y)=Cov(J1+J2, J2+J3)=Cov(J1,J2) + Cov(J1,J3)+Cov(J2,J2)+Cov(J2,J3)
Corr(X,Y)=Cov(X,Y)/(sqrt(var(X)sqrt(var(Y))
I know this going to be long computation. Can someone work this out using all the above notation? Thank you.
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