Variance of a linear combination from a triangular density
Question
The random pair has joint density on the region , and zero elsewhere, where is the constant that makes integrate to one. Find .
Short answer
. Normalising gives . Then , , , and , so the variance is .
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Open the worked solutionLessons behind this question
- Continuous Random Variables and Probability Density Functions
- Covariance and Correlation
- Cumulative Distribution Functions
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