2 Review of Probability y 2, bi i 2 jstributed LLC N(O, 77) £0! 2) 2) = 1. . Show that B(¥?/@) ee A jo?) Di Ag is distributed Xn [0°) i= = n. [Hint: Use your answe! 2.24 Suppose Y; isd at W = b. Show that eG) cc. Show that E(W) ony? BieeVi is distributed f,-1- d. Show that V = v/'y aaa AB Xi denote a sequence of ac jon notation) Let *1 2.25 (Review of summation ce of numbers, and a, b, and¢ n numbers, y;..-+» y, denote another sequel denote three constants. Show that h n a. Dax; = a Dx a n n n b. Sort y) = Dat Dy A faite sis n « Sa=na A a Sa + bx, + oy)? = nat + BSE + OD ye + 2ab Dix; + oe a ol ral n n 2ac Sy; + 2be D xy; i=1 al 2.26 Suppose that Y;, ¥>,..., Y,, are random variables with a common mean A common Varian of, and the same correlation p (so that the correlat between Y; and Y; is equal to p for all pairs i and Jj,where i # j) a. Show that cov(Y;, Y;) = po} fori ¢ i j b. Suppose that n = 2. Show that BY) by and var(¥) = bo} var?) = of /n