Let Y1 and Y2 be uncorrelated random variables and consider U1 = Y1 + Y2 and U2 = Y1 Y2
Chapter 5, Problem 5.94(choose chapter or problem)
Let Y1 and Y2 be uncorrelated random variables and consider U1 = Y1 + Y2 and U2 = Y1 Y2. a Find the Cov(U1, U2) in terms of the variances of Y1 and Y2. b Find an expression for the coefficient of correlation between U1 and U2. c Is it possible that Cov(U1, U2) = 0? When does this occur?
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