Question content area top Part 1 A random variable X is normally distributed with a mean of 64 and a variance of 64, and a random variable Y is normally distributed with a mean of 160 and a variance of 256. The random variables have a correlation coefficient equal to 0.6. Find the mean and variance of the random variable below. W=3X+6Y 用中文解答
Question
Question content area top Part 1 A random variable X is normally distributed with a mean of 64 and a variance of 64, and a random variable Y is normally distributed with a mean of 160 and a variance of 256. The random variables have a correlation coefficient equal to 0.6. Find the mean and variance of the random variable below. W=3X+6Y 用中文解答
Solution
好的,我们来一步步解答这个问题。
首先,我们需要知道正态分布随机变量的线性组合仍然是正态分布。所以,W=3X+6Y也是正态分布。
第一步,我们来找W的均值。对于随机变量的线性组合,其均值等于各随机变量的均值乘以相应的系数之和。所以,W的均值μw = 3μx + 6μy = 364 + 6160 = 192 + 960 = 1152。
第二步,我们来找W的方差。对于随机变量的线性组合,其方差等于各随机变量的方差乘以相应的系数的平方之和,再加上两两随机变量的协方差乘以相应的系数之积的两倍。所以,W的方差σw² = 3²σx² + 6²σy² + 236ρxyσxσy = 964 + 36256 + 2360.6816 = 576 + 9216 + 2073.6 = 11865.6。
所以,随机变量W的均值是1152,方差是11865.6。
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