Re: Points of discontinuity (holes and vertical asymtotes)

Posted by soimmoi on Dec 16, 2017; 11:48am
URL: http://discussion-forum.276.s1.nabble.com/Points-of-discontinuity-holes-and-vertical-asymtotes-tp7608497p7608508.html

X and Y are independent random variable. Let Vx and Vy denote the variance X and Y, respectively. let the random variable Z be defined to be [aX+ bY], where a and b are 2 positive real numbers. It is known that (i) Vy is strictly larger than 1, (ii) variance of z is 1 and (iii) covariance between Y and Z is 1. In term of Vx and Vy what are a and b?