Sums and linear combinations of normal random variables are

Reference no: EM13627874

Sums and Linear combinations of normal random variables are also normally distuributed. Suppose W, X and Y are independent normal random variables.

W N (0,3) ? = 0 ? = 3

X N (3,4) ?=3 ? = 4

Y N (5,2) ?= 5 ? = 2

a) Find the variance of 5Y +4X -2W

b) Find the expected value of 5Y +4W - 2W

c) Find the standard devation of 5Y + 4X - 2W

d) Find the probability P (5Y +4X - 2W > 30)

e) What is the covariance between 3X and 7Y ?

Reference no: EM13627874

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