Is the Correlation between XY and Y Zero if X and Y are Independent?

  • Thread starter Thread starter rhuelu
  • Start date Start date
  • Tags Tags
    Correlation
rhuelu
Messages
17
Reaction score
0
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 isn't the case I'm really not sure how to proceed. Any help is appreciated...
 
Physics news on Phys.org


rhuelu said:
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 isn't the case I'm really not sure how to proceed. Any help is appreciated...
X and Y^2 are independent. However your formula has cov(XY,Y)=E(X)[E(Y^2)-E(Y)^2] which is not 0, unless E(X)=0.
 
Namaste & G'day Postulate: A strongly-knit team wins on average over a less knit one Fundamentals: - Two teams face off with 4 players each - A polo team consists of players that each have assigned to them a measure of their ability (called a "Handicap" - 10 is highest, -2 lowest) I attempted to measure close-knitness of a team in terms of standard deviation (SD) of handicaps of the players. Failure: It turns out that, more often than, a team with a higher SD wins. In my language, that...
Hi all, I've been a roulette player for more than 10 years (although I took time off here and there) and it's only now that I'm trying to understand the physics of the game. Basically my strategy in roulette is to divide the wheel roughly into two halves (let's call them A and B). My theory is that in roulette there will invariably be variance. In other words, if A comes up 5 times in a row, B will be due to come up soon. However I have been proven wrong many times, and I have seen some...
Back
Top