
Advanced Statistics Advanced Probability and Statistics Math Forum 
 LinkBack  Thread Tools  Display Modes 
October 13th, 2017, 12:26 PM  #1 
Member Joined: Nov 2016 From: Kansas Posts: 68 Thanks: 0  Expected Value
Suppose A and B are discrete random variables. They have mean 0 and variance 1. Let C =max(A$^2,B^2$) Find: 1. E[Z] ≤ 2 2. p=cov(A,B). Prove that E[Z] ≤ 1√1−p$^2$ I've done part 1, need help for part 2. 
October 13th, 2017, 01:49 PM  #2 
Global Moderator Joined: May 2007 Posts: 6,436 Thanks: 562 
The problem as stated looks funny. If p=0, then E(Z)=0, which cannot be. (I presume Z and C are the same).

October 13th, 2017, 01:55 PM  #3 
Member Joined: Nov 2016 From: Kansas Posts: 68 Thanks: 0  

Tags 
covariance, discrete math, expected, expected value, random variable 
Thread Tools  
Display Modes  

Similar Threads  
Thread  Thread Starter  Forum  Replies  Last Post 
Expected Value  Kayyne  Probability and Statistics  2  April 13th, 2016 05:13 AM 
Expected value  creatingembla  Probability and Statistics  3  December 31st, 2015 06:50 AM 
Expected Value  jbergin  Probability and Statistics  1  January 5th, 2015 06:40 AM 
Expected Value  jbergin  Advanced Statistics  0  December 30th, 2014 10:29 AM 
Expected value  maevious pacha  Advanced Statistics  0  February 26th, 2014 10:40 AM 