My Math Forum Expected Value

 October 13th, 2017, 12:26 PM #1 Member   Joined: Nov 2016 From: Kansas Posts: 73 Thanks: 1 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: 6,641 Thanks: 625 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
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Quote:
 Originally Posted by mathman The problem as stated looks funny. If p=0, then E(Z)=0, which cannot be. (I presume Z and C are the same).
Yes they are. Don't know why I wrote Z instead of C. My mistake.

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