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Expected Value, Expected Variance,covariance |
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| Oct7-07, 01:04 PM | #1 |
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Expected Value, Expected Variance,covariance
Can someone help me with this problem????
The joint probability mass function of X and Y, p(i,j)=P{X=i,Y=j}, is given as follows p(-1,-2)=1/9, p(-1,-1)=1/18, p(-1,0)=1/12, p(-1,1)=0, p(0,-2)=1/12, p(0,-1)=1/9, p(0,0)=0, p(0,1)=1/8, p(1,-2)=0, p(1,-1)=1/8, p(1,0)=1/4, p(1,1)=1/18, a) Compute the E[X], Var(X), and Cov(X,Y) b) Calculate P{X,Y=k} for k=-2,-1,0,1,2 c) Evaluate E[Y|X=k] for k=-1,0,1 here is what I attempted to do: E[X]=E[X1] + E[X2]+.............E[Xn]=np Var(X)= E[X^2]-(E[X])^2 Cov=(X,Y)=E[(X-E[X])(Y-E[Y])] =E[XY-YE[X]-XE[Y]+E[X]E[Y]] =E[XY]-E[Y]E[X]-E[X]E[Y]+E[X]E[Y] =E[XY]-E[X]E[Y] E[X]=E[X|Y=-2]= 1/9(-1)+1/12(0)+0(1)=-1/9 E[X|Y=-1]=1/18(-1)+1/9(0)+1/8(1)=5/72 E[X|Y=0]=1/12(-1)+0(0)+1/4(1)=1/6 E[X|Y=1]=0(-1) + 1/8(0) +1/18(1)=1/18 E[X]=-1/9+5/72+1/6+1/18=13/72 now the variance Var(X) (-1/9)^2+(5/72)^2+(1/6)^2+(1/18)^2=1/81+25/5184+1/36+1/324 =83/1728 Var=83/1728-169/5184=5/324 E[Y]= [Y|X=-1]=1/9(-2)+1/18(-1)+1/12(0)+0(1)=-5/18 [Y|X=0]=1/12(-2)+1/9(-1)+0(0)+1/8(1)=-11/72 [Y|X=1]=0(-2)+1/8(-1)+1/4(0)+1/18(1)=-5/72 E[Y]=-5/18 -11/72-5/72=-41/72 Cov=(83/1728x5/324)-(13/72x-41/72)=37/5000 Could you check part A ...........I really need help with part b and c |
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