I can figure out a but i cant seem to get b correct pls show
I can figure out a) but i can\'t seem to get b) correct. pls show work on how to get it right
(10 points) Suppose X and Y are independent random variables such that X N (0,1), and Y N(3,15). And, U is a linear function of the random variables X and Y 6. a) (5 points) Find E(U) E(U) = 0 b) (5 points) Find Var(U) Var(U) = 42.25Solution
V(U) = V( 5X + XY/2)
=52V(X) + 1/4 V(XY) + 2*5 * 1/2 * cov(X,XY)
Now, V(XY) =E(X2Y2) - E2(XY)
= E(X2)E(Y2) - E2(X)E2(Y)
= {V(X) + E2(X)} {V(Y) + E2(Y)} - 0* 9
= { 1+0} { 15 +9}
= 24
cov(X,XY) = E(X2Y) - E(X)E(XY)
= E(X2)E(Y) - 0*E(XY)
= {V(X) + E2(X)} E(Y)
= {1+0} *3
= 3
Hence V(U) = 25*1 + 24/4 + 5*3 = 46
I think the answer provided is wrong. If you have got V(U) = 46 then you are correct.
