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Quiz 9: Correlation and covariance

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Quiz

This quiz tests materials in the section called “Correlation and covariance”. If you are struggling with the questions go back and re-read the relevant material.

Suppose that \(X\) and \(Y\) are continuous random variables, with \(Var(X)=1, Var(Y)=4, Cov(X,Y)=2\).

Question 1: Calculate \(Cov(3X, 2Y)\)

Choose the correct answer:

  1. \(0\)

  2. \(12\)

  3. \(1\)

  4. \(-12\)

Question 2: Calculate \(Cov(X+Y, 2X-3Y)\)

Choose the correct answer:

  1. \(0\)

  2. \(12\)

  3. \(1\)

  4. \(-12\)

Question 3: Calculate \(Corr(3X, 2Y)\)

Choose the correct answer:

  1. \(0\)

  2. \(12\)

  3. \(1\)

  4. \(-12\)

Question 4: Suppose \(X\) and \(Y\) are continuous random variables with the same variance, \(\sigma^2\).

Define \(A = X-Y\) and \(B = X +Y\).

What is \(Corr(A, B)\)?

Choose the correct answer:

  1. \(0\)

  2. \(12\)

  3. \(1\)

  4. \(-12\)

Quiz 8: Continuous Random Variables Quiz 10: More complex questions