51. Let X and Y each take on either the value 1 or - 1 . Let...
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51. Let X and Y each take on either the value 1 or - 1 . Let
ñ(\91) = Ñ[×= 1,7 = 1}, P(\,-\) = P{X= i , y = - i ) f p(-\y\) = P[X=-UY= 1},
ñ(-\,-1) = Ñ[×=-\9Õ=-\}
Suppose that E[X] = E[Y] = 0. Show that
(a) / ? ( l , l ) = / ? ( - l , - l )
(b) p(U-l)=p(-U\)
Let ñ = 2/7(1, 1). Find
(c) Var(*)
(d) Var(r)
(e) Cov(X,Y)
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