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Homework Help: How to find correlation coefficient between two variables?

  1. Jan 12, 2010 #1
    1. The problem statement, all variables and given/known data

    Let X1 and X2 be independent random variables with nonzero variances. Find the correlation coefficient of Y = X1X2 and X1 in terms of the means and variances of X1 and X2.

    2. Relevant equations

    The answer is given as: [ m2s1 ] / [ sqrt( s12s22 + m12s22 + m22s1^2 )]

    where m = mew
    s = standard deviation

    3. The attempt at a solution

    E(Y) = E(X1X2) = E(X1)E(X2) = m1m2

    Var(Y) = E(X12X22) - m12m22

    Cov(Y, X1) = E(X12)E(X22) - m12m2

    which doesn't get me in the right direction to the answer...any helpful hints?
     
  2. jcsd
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