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- Repeat Example 5 when microphone A receives the sound 4 seconds before microphone B.Suppose that the random change in value of a financial asset is X over the first day and Y over the second. Suppose also that Var(X) =18 and Var(Y) = 26 In this case, the total change in the value over these two days is given by X +Y. Do you have enough information to compute Var(X +Y)? If so, compute this value. If not, explain what additional information you need to do so.Calculate the conditional expectation of Y when X = 2. E(YX2)
- Let X be a point randomly chosen on a stick of length 1 with a uniform distribution. Let Y be a point chosen between 0 and X on this stick with a uniform distribution. Y X 1 Find the covariance between X and Y. Please provide the solution step by step.Bb UTF Bb UTF Bb Sigi 2 Sta Bb E Rep 9 Nev Bb UT Rep Bb UTF Bb UTF Bb Mic * Win ent.blackboardcdn.com/5df8324563085/7628679?X-Blackboard-Expiration=1645045200000&X-Blackboard-Signature%3D BIU A A- | 三= Fill out the table below and calculate the x statistic and degrees of freedom. Blackjack Preserve Winthrop Woods Glencarin Garden Observed 54 48 24 d.f. = If you conduct this analysis in R, the output tells you the p-value = 0.002. What conclusion can you make? Explain how you reached this conclusion.We expect poorer countries (X=1) to grow faster (Y=1) than richer countries-the table below displays countries' relative incomes and growth rates. Poorer than average (X=1) Richer than average (X=0) Ten-year growth above Ten-year growth below average (Y=1) average (Y=0) 0.38 0.14 0.13 a) Find the covariance between the two variables. 0.35 b) Interpret in plain words the independence between X and Y. (up to 40 words)
- The index model has been estimated for stocks A and B with the following results: RA = 0.03 + 0.8RM + eA. RB = 0.01 + 0.9RM + eB. σM = 0.35; σ(eA) = 0.20; σ(eB) = 0.10. The covariance between the returns on stocks A and B is A) 0384. B) 0.0406. C) 0.0882. D) 0.0772. E) 0.4000. 2) Analysts may use regression analysis to estimate the index model for a stock. When doing so, the slope of the regression line is an estimate of A) the α of the asset. B) the β of the asset. C) the σ of the asset. D) the δ of the asset. Choose correct answer with justification.EXER 6.3 Find the covariance and the correlation coefficient between X and Y, if X and Y are jointly discrete random variables, with joint PMF given by: SHOW SOLUTIONS X\Y 0 1 6 0 28 6 1 28 2 0 333333 28 28 28 2120 28 0Corsider a train of rectangular pulses having as amplitude of 2 volts and widths which are either I us or 2 us with equal probability. The mean time between pulses is 5 µs. Find the PSD Gn(f) of the pulse train.
- ATISTICS. Period 3| Schoolo X E Statistics First Semester Exam x A Meet - vtinit-sxa A Meet - vinjf-sxa x F Kimberly Lozano-Fernandez -S x A docs.google.com/forms/d/e/1FAlpQLSdUYwVSceb7RoiMykn7VXp2T4pWLpEn4ArvnD7SAZLIWISA/viewform ESSD 5 Students MYDE I DI. 5 https://www servsa. O Confidentiality in th. $4U27.Y VVTiat was ie Tmean ConmISSIon earTIeur KOunu o ue nearest cent. O A) $3094.01 O B) $3867.52 O C) $3437.79 O D) $3088.01 7. The number of hours per day a high school student spends on homework has a Imean of 6 hours and a standard deviation of 1.25 hours. Yesterday she spent 3 hours on homework. How many standard deviations from the mean is that? * O A) 1.20 standard deviations below the mean O B) 1.20 standard deviations above the mean O C) 2.40 standard deviations below the mean O D) 2.40 standard deviations above the mean 8. In a data set with a range of 55.4 to 105.4 and 400 observations, there are 276 observations with values less than 86. Find the percentile for 86.* O A)…It T is an unbiased estimator for 0, show that T² is a biased estimator for &.It is equally probable that two signals reach a receiver at any instant of the time T. The receiver will be jammed if the time difference in the reception of the two signals is less than T. Find the probability that the receiver will be jammed.