Calculating ρ(Y,Z) for Independent Variables X1..Xn+Xn+1

AI Thread Summary
The discussion revolves around calculating the correlation coefficient ρ(Y,Z) for independent random variables X1, X2, ..., Xn that take values of 1 and -1 with an expected value of 0. Participants clarify the formulas for covariance and variance, emphasizing the need to compute E(YZ), E(Y), and E(Z) to find cov(Y,Z). There is a debate about the implications of the expected value being 0, leading to a correction regarding the values of the random variables. Additionally, there is a reminder about the importance of individual effort in solving the problem. The conversation highlights the mathematical principles involved in determining the correlation for the specified scenario.
ParisSpart
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the random variables X1,X2... are independent and they take 0 and 1 values and they have expected value 0
if we have Y=X1+X2+...+Xn and Z=X1+X2+...+Xn+Xn+1 what is the ρ(Y,Z) for n=46

i know that ρ(Y,Z)=cov(Y,Z)/(sqrt(var(Y)*sqrt(var(Z)) but i need some help on how to find the cov and vars cov(Y,Z)=E(YZ)-E(Y)E(Z)
 
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ParisSpart said:
the random variables X1,X2... are independent and they take 0 and 1 values and they have expected value 0
if we have Y=X1+X2+...+Xn and Z=X1+X2+...+Xn+Xn+1 what is the ρ(Y,Z) for n=46

i know that ρ(Y,Z)=cov(Y,Z)/(sqrt(var(Y)*sqrt(var(Z)) but i need some help on how to find the cov and vars cov(Y,Z)=E(YZ)-E(Y)E(Z)

If a random variable takes values 0 and 1 and has expected value = 0, it is zero identically----that is, it is not "random" at all! There must be an error in your problem statement.
 
sorry my mistake they take 1 and -1 values and they have expected value 0
 
Hi ParisSpart! :smile:

Since there are 2 possibilities for any ##X_i## with apparent probabilities fifty-fifty... what is ##\sigma^2(X_i)##?

Do you know how variances combine for independent variables?
If so, what is ##\sigma^2(Y)##?

Following up, do you know how to find ##\sigma^2(Z)##?

When we have all that we'll tackle ##EYZ##...
 
how i wil find them...? please help because i have to do it into 3 hours.,..
 
ParisSpart said:
how i wil find them...? please help because i have to do it into 3 hours.,..

You are supposed to do you OWN work, not get somebody else to do it for you. If you cannot do the question, just accept the reduced course marks!
 
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