Find the correlation coefficient between w and x

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Reference no: EM13255128

Three zero mean, unit variance random variables X,Y, and Z are added to form a new random variable, W = X + Y + Z. Random variables X and Y are uncorrelated, X and Z have a correlation coefficient of 1/2, and Y and Z have a correlation coefficient of -1/2.

(a) Find the variance of W.

(b) Find the correlation coefficient between W and X.

Reference no: EM13255128

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