X and Y are random variable with E[X] = E[Y] = 0 and Var [X] = 1,Var[Y]

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X and Y are random variable with E[X] = E[Y] = 0 and Var [X] = 1,Var[Y] = 4 and correlation coefficient p = 1/2. Find Var [X + Y].

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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

ISBN: 978-1118324561

3rd edition

Authors: Roy D. Yates, David J. Goodman

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Question Posted: Jul 18, 2016 08:40 AM

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X and Y are random variable with E[X] = E[Y] = 0 and Var [X] = 1,Var[Y]

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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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