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The Correlation ?

  1. Oct 24, 2011 #1
    The Correlation.. !!!??

    1. The problem statement, all variables and given/known data

    Bert and Ernie are trying to impress Lady Moneypenny with their surfing skills. Bert’s wave ride times are normally distributed with a mean of 15 seconds and a standard deviation of three seconds. Ernie spends more time drinking rather than practising his surfing, so his wave ride times are normally distributed with a mean 12 seconds and a standard deviation of 2 seconds. Due to natural changes in surfing conditions, Bert and Ernie’s wave ride times are positively correlated. Lady Moneypenny notices that Ernie’s wave ride time exceeds Bert’s 20% of the time. Determine the correlation between Bert and Ernie’s wave ride times.

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    i tray to solve it be using this teaneck and i don't know is it correct :

    since there are normally distributed :
    B~(15,32) R~(12,22 )

    and we have P(B>R)= 20%

    lat X= B-R , X~(μ ,λ)

    μ=E [X] = E-E[R] = 15-12 = 3

    and also:
    λ= Var[X]= Var[B-R] = Var+Var[R]-2cov(B,R).
    =9+4-2cov(B,R) =13-2cov(B,R). ...... (*)

    and from :
    P(B,R)=[itex]\frac{Cov(B,R)}{\sqrt{Var(B). Var(R)}}[/itex]

    so:
    Cov(B,R) = 6P(B,R)
    by souping in (*):
    λ=13-12P(B,R)

    So now we have :
    X~N(μ,λ) = X~N(3,13-12P(B,R))

    and from the question P(B>R)= 20% so P(B-R>0)=20%
    so we can say P(B-R>0)=P(X>0) = 0.2



    ..... And here i stooped !!!!???
    can any one help with this Question ??
    1. The problem statement, all variables and given/known data



    2. Relevant equations



    3. The attempt at a solution
     
  2. jcsd
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