Question
Given W = (ax + Y)? where X and Y are zero-mean random variables with variance ox =2, and variance oy = 16, respectively.
Given W = (ax + Y)? where X and Y are zero-mean random variables with variance ox =2, and variance oy = 16, respectively. Moreover, their correlation coefficient is r= - 0.2. 1. Find the expected value of W as function of a 2. Find the value of the parameter a that minimizes the mean value of W. 3. Find the minimum mean value.
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Statistical Inference
Authors: George Casella, Roger L. Berger
2nd edition
0534243126, 978-0534243128
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