Question

May

共分散の問題です。

答えのうち、
Corr(U,V)=1/5√2
となる理由がわかる方、教えてください。

Suppose that X₁ and X2 are independent random variables with mean o
and variance o2. We define U = X₁ + 2X2 and V = 3X₁ X₂. Find the
right answer.
Cov(U,V)=o², corr(U,V) =
1
5√/2