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

Click For Summary

Homework Help Overview

The discussion revolves around calculating the correlation coefficient ρ(Y,Z) for random variables Y and Z derived from independent binary variables X1, X2, ..., Xn, where Y is the sum of the first n variables and Z includes an additional variable Xn+1. The variables take values of 1 and -1 with an expected value of 0.

Discussion Character

  • Exploratory, Assumption checking, Mathematical reasoning

Approaches and Questions Raised

  • Participants discuss the calculation of covariance and variance, with one participant questioning the initial assumption about the expected value of the variables. Others inquire about the properties of variance for independent variables and how to compute them for Y and Z.

Discussion Status

The discussion is ongoing, with some participants providing guidance on variance calculations and others expressing urgency in needing assistance. There is a mix of exploration regarding the mathematical properties involved and clarifications on the problem setup.

Contextual Notes

There is a noted constraint regarding the urgency of completing the problem, as one participant mentions a time limit of three hours. Additionally, there is a reminder about the importance of individual effort in completing the homework.

ParisSpart
Messages
129
Reaction score
0
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)
 
Physics news on Phys.org
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!
 
Last edited:

Similar threads

  • · Replies 4 ·
Replies
4
Views
2K
Replies
17
Views
3K
  • · Replies 10 ·
Replies
10
Views
3K
  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 3 ·
Replies
3
Views
4K
  • · Replies 5 ·
Replies
5
Views
5K
Replies
5
Views
2K
  • · Replies 3 ·
Replies
3
Views
2K
Replies
2
Views
3K
  • · Replies 9 ·
Replies
9
Views
3K