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October 17th, 2017, 07:45 AM   #1
ZMD
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Expected Value

Suppose A and B are discrete random variables.
They both have mean 0 and variance 1.
Let C =max(A$^2$,B$^2$)

Find:
1. E[C] ≤ 2
2. p=cov(A,B). Prove that E[C] ≤ 1-√1−p$^2$
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October 17th, 2017, 08:56 AM   #2
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You already have a thread for this... no need to create a new thread just because of a typo.
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