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1. (2 points) Exercise 7.3 of [Oppenheim & Verghese].

(a) A random variable V is uniformly distributed in the interval [a, b]. Find its expected value µv,

its second moments E[V²], and its variance of.

(b) A second random variable W is independent of V but distributed identically to it. Let Y = V+W.

Find the mean and variance of Y. Also determine the covariance of Y and V, and their correlation

coefficient.

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