Refer to Exercise 5.86. Suppose that Z is a standard normal random variable and that Y
Chapter 5, Problem 5.156(choose chapter or problem)
Refer to Exercise 5.86. Suppose that Z is a standard normal random variable and that Y is an independent 2 random variable with degrees of freedom. a Define W = Z/ Y . Find Cov(Z, W). What assumption do you need about the value of ? b With Z, Y , and W as above, find Cov(Y, W). c One of the covariances from parts (a) and (b) is positive, and the other is zero. Explain why.
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