10:34, 28/11/2021 Determine the value for c and the covariance and correlation | Quizlet

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Explanations

Question

Determine the value for c and the covariance and correlation for the joint probability mass function fxy(x,
y) = c (x + y) for x = 1, 2, 3 and y = 1, 2, 3.

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Explanation A Explanation B

Step 1 1 of 6

The joint probability mass function:

fxy (x, y) = C(x + y), for  x, y = 1, 2, 3

​

∙ Let us determine the value for c.

We know that

∑ ∑ fxy (x, y) = 1
​ ​ ​

x y

C[(1 + 1) + (1 + 2) + (1 + 3) + (2 + 1) + (2 + 2)
+ (2 + 3) + (3 + 1) + (3 + 2) + (3 + 3)] = 1 = 36C = 1

1
C=
36
​

Therefore,
1
(x + y),  for x, y = 1, 2, 3
fxY (x, y) = { 36
​

0,  otherwise 
​ ​ ​

Step 2 2 of 6

∙ Let us determine the value for the covariance.

https://quizlet.com/explanations/questions/determine-the-value-for-c-and-the-covariance-2-5fbd8ab2-5770-494d-8a32-73519dac2abd?solutionUu… 1/6
10:34, 28/11/2021 Determine the value for c and the covariance and correlation | Quizlet

cov(X, Y ) = E(XY ) − E(X)E(Y )

First, we have to calculate the marginal distribution density function of X and Y .

3
1
px (x) = ∑(x + y)
36
​ ​ ​

y=1
1
= [(x + 1)(x + 2)(x + 3)]
36
​

1
= [3x + 6]
36
​

x+2
=
12
​

Similarly

3
1
pY (y) = ∑(x + y)
36 x=1
​ ​ ​

y+2
=
12
​

Now, we will compute

E(X) = ∑ xpx (x) ​ ​

x
3
x+2
= ∑x( )
12
​ ​

x=1
3
1
= ∑ (x2 + 2x)
12 x=1
​ ​

​ ​

1
= [(1 + 2) + (4 + 4) + (9 + 6)]
12
​

1
= ⋅ 26
12
​

13
=
6
​

3
y+2
E(Y ) = ∑ y ( )
12
​ ​

y=1
13
=
6
​

https://quizlet.com/explanations/questions/determine-the-value-for-c-and-the-covariance-2-5fbd8ab2-5770-494d-8a32-73519dac2abd?solutionUu… 2/6
10:34, 28/11/2021 Determine the value for c and the covariance and correlation | Quizlet

Step 3 3 of 6

3 3
E(XY ) = ∑ ∑ xy(x + y) ​ ​

x=1 y=1
3 3
1
= ∑ ∑ xy(x + y)
36 x=1 y=1
​ ​ ​

3 3
1
= ∑ ∑ (x2 y + xy 2 )
36 x=1 y=1
​ ​ ​

3
1
= ∑ [(x2 + x) + (2x2 + 4x) + (3x2 + 9x)]
36 x=1
​ ​
​ ​

3
1
= ∑ [3x2 + 7x]
18 x=1
​ ​

1
= [(3 + 7) + (12 + 14) + (27 + 21)]
18
​

84
=
18
​

14
=
3
​

Therefore, the value for the covariance is:

cov(X, Y ) = E(XY ) − E(X)E(Y )

14 13 13
= − ( )( )
3 6 6
​ ​ ​

−1
​ ​

=
36
​

= −0.0278

https://quizlet.com/explanations/questions/determine-the-value-for-c-and-the-covariance-2-5fbd8ab2-5770-494d-8a32-73519dac2abd?solutionUu… 3/6
10:34, 28/11/2021 Determine the value for c and the covariance and correlation | Quizlet

Step 4 4 of 6

∙ Let us determine the value for the correlation.

cov(X, Y )
ρxγ =
V (X)V (Y )
​ ​

First, we have to find:

E (X 2 ) = ∑ x2 px (x) ​

3
1
= ∑ x2 (x + 2)
12
​ ​

x=1
3
1
= ∑ (x3 + 2x2 )
12 x=1
​ ​

​ ​

3
1
= ∑[(1 + 2) + (8 + 8) + (27 + 18)]
12 x=1
​ ​

64
=
12
​

16
=
3
​

Similarly, we get

16
E (Y 2 ) =
3
​

https://quizlet.com/explanations/questions/determine-the-value-for-c-and-the-covariance-2-5fbd8ab2-5770-494d-8a32-73519dac2abd?solutionUu… 4/6
10:34, 28/11/2021 Determine the value for c and the covariance and correlation | Quizlet

Step 5 5 of 6

V (X) = E (X 2 ) − [E(X)]2
2
16 13
= −( )
3 6
​ ​

​ ​

23
=
36
​

Similarly, we get:

23
V (Y ) =
36
​

Now, let us calculate the correlation:

cov(X, Y )
ρx,y =
V (X)V (Y )
​ ​

−0.0278
​
= ​
​

23 23
36
​ ⋅ 36
​ ​

= −0.0435

Result 6 of 6

1
c= 36
​

cov(X, Y ) = −0.0278

ρx,y = −0.0435
​

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