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Correlation with two independent variables

  1. Nov 3, 2008 #1
    I would appreciate some help with this problem. Assuming X and Y are independent, I'm trying to find the correlation between XY and Y in terms of the means and standard deviations of X and Y. I'm not sure how to simplify cov(XY,Y)=E(XYY)-E(XY)E(Y)
    =E(XY^2)-E(X)E(Y)^2.

    If X and Y are independent, does it follow that X and Y^2 are independent. If this is the case, then covariance is zero --> correlation is zero. If this isnt the case I'm really not sure how to proceed. Any help is appreciated....
     
  2. jcsd
  3. Nov 3, 2008 #2

    olgranpappy

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    Re: correlation

    yes.
     
  4. Nov 3, 2008 #3
    Re: correlation

    how would you prove this?
     
  5. Nov 3, 2008 #4

    olgranpappy

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    Re: correlation

    what do you mean by "independent"?
     
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