2017 October 11,

Math 265: Day 14

Carleton College, Prof. Joshua R. Davis

Due at the start of class on Day 16

Complete these problems. Write them up carefully, in the order assigned, for handing in with the rest of your homework.

• Find a discrete random variable X whose expectation is finite but whose variance is infinite. [Hint: In my answer, the set of values is S = {1, 2, 3, ...}.]
• Recall that two random variables are said to be uncorrelated if their covariance is 0. This terminology has always bothered me. It would make more sense to say that they are uncorrelated if their correlation is 0. But is that the same thing? Discuss.
• 4.38
• 4.46