Maximum correlation-bivariate normal calculation

Assignment Help Other Subject

Reference no: EM13985052

1. Suppose X "" N.µ; a 2/. Find the correlation between X and Y , where Y D X 2. Find all values of .µ; a/ for which the correlation is zero.

2. (Maximum Correlation). Suppose .X; Y / has a general bivari- ate normal distribution with a positive correlation p. Show that among all functions g.X/; h.Y / with finite variances, the correlation between g.X/ and h.Y / is maxi- mized when g.X/ D X; h.Y / D Y .

3. (Bivariate Normal Calculation). Suppose X "" N.0; 1/ and, given X D x, Y "" N.x C 1; 1/.

(a) What is the marginal distribution of Y ?

(b) What is the correlation between X and Y ?

Reference no: EM13985052

Questions Cloud

What is its yield to maturity : A semiannual 10% coupon bond that matures in 40 years has a current price of $800. What is its yield to maturity?

Uniform distribution in a sphere : 1. * (Uniform Distribution in a Sphere). Suppose X; Y; Z are uni- formly distributed in the unit sphere. Find the mean and the variance of the distance of the point .X; Y; Z/ from the origin. 2. * (Uniform Distribution in a Sphere). Suppose X; Y; Z a..

What is the angular size of the moon : The Moon's diameter is about 3474 Km and is located 384,400 Km from Earth. What is the angular size of the Moon? Answer in (a) radians (b) degrees.

Develop the boolean expression for y4 : Develop the Boolean expression for Y4 in the 3-to-8 decoder circuit shown below. Input C is the most significant bit. (You may use an apostrophe to indicate negation; e.g. Y = Y)

Maximum correlation-bivariate normal calculation : Suppose .X; Y / has a general bivari- ate normal distribution with a positive correlation p. Show that among all functions g.X/; h.Y / with finite variances, the correlation between g.X/ and h.Y / is maxi- mized when g.X/ D X; h.Y / D Y .

Explain the idea of value based management : Explain the idea of value-based management and how shareholder value relates to the interaction between product and capital markets.

What is size of the moon image on the retina : If the distance between the eye lens and the retina is about 20.00 mm, what is the size of the Moon's image (in mm)on the retina? Hint: use the same subtended angle as before)

Described the difference between the two flip flops : Described the difference between the two flip flops shown below. Develop truth tables for both devices to illustrate your answer.

Determine the value of ending inventory : Determine the value of ending inventory if the sales value at splitoff method is used for product costing. Round to three decimal places when necessary. (10points)

User Account

All Pages