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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 
Member Joined: Nov 2016 From: Kansas Posts: 73 Thanks: 1  

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covariance, discrete math, expected, expected value, random variable 
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