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October 13th, 2017, 02:33 AM  #1 
Member Joined: Nov 2016 From: Kansas Posts: 73 Thanks: 1  Expected Value of Discrete Random Variable
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] $\leq$ 2 2. p=cov(A,B). Prove that E[Z] $\leq$ 1$\sqrt{1p^2}$ I've done part 1, need help for part 2. Last edited by ZMD; October 13th, 2017 at 02:36 AM. 
October 13th, 2017, 12:52 PM  #2 
Global Moderator Joined: May 2007 Posts: 6,527 Thanks: 588 
I answered this in your other post. p=0 leads to impossible result.

October 13th, 2017, 01:00 PM  #3 
Member Joined: Nov 2016 From: Kansas Posts: 73 Thanks: 1  
October 17th, 2017, 09:38 AM  #4 
Senior Member Joined: Sep 2015 From: USA Posts: 1,979 Thanks: 1027 
by "discrete" do you mean "distinct"? I don't see any reason the problem would be different using continuous vs. discrete random variables. The definition of covariance is slightly different but that wouldn't affect the problem any. 1) makes no sense, do you just want to find $E[C]$ ? Maybe it's less than or equal to 2, maybe it's not. We can determine this but the statement you've written makes no sense. Additionally for (1) do we assume the two rvs are independent? That they have covariance $p$ ? If the latter how is (1) different than (2)? Even if the former, we would just substitute $0$ in for $p$ Could you make this question a bit more clear please? 

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discrete, expected, random, variable 
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