246 views
1 1 vote
Let the two random variables $X$ and $Y$ be independent with means equal to 10 and 20 , and variances equal to $2$ and $4$, respectively. Find the value of $\operatorname{Var}(X Y)$. Hint: If $X$ and $Y$ are independent, $X^2$ and $Y^2$ are also independent.

1 Answer

0 0 votes
Mean and variance of $X$ are $10$ and $2$, respectively.

Mean and variance of $Y$ are $20$ and $4$, respectively.

$$
\begin{aligned}
\operatorname{Var}(\mathrm{XY}) & =E\left[(X Y)^2\right]-(E[X Y])^2 \\
& =E\left[X^2 Y^2\right]-(E[X] E[Y])^2, \quad X \text { and } Y \text { are independent. } \\
& =E\left[X^2\right] E\left[Y^2\right]-E[X]^2 E[Y]^2, \quad X \text { and } Y \text { are independent. } \\
& =\left(\operatorname{Var}(X)+E[X]^2\right)\left(\operatorname{Var}(Y)+E[Y]^2\right)-E[X]^2 E[Y]^2 \\
& =\left(2+10^2\right)\left(4+20^2\right)-10^2 20^2 \\
& =(102 \times 404)-40000 \\
& =41208-40000 \\
& =1208
\end{aligned}
$$
Answer:
Position:
Show:

Related questions

1 1 vote
1 1 answer
238
238 views
GO Classes asked Oct 22, 2025
238 views
Suppose $1$ in $100$ products that are coming out of a production line is defective. Suppose we randomly pick and keep aside products from the production line till the fi...
0 0 votes
2 2 answers
313
313 views
GO Classes asked Oct 22, 2025
313 views
If $X \sim \operatorname{Binomial}(n, p)$, then which of the following statements $/ \mathrm{s}$ is/are always true? ( $n>0$ and $0<p<1$ )$E(X) \leq \operatorname{Var}(X)...
1 1 vote
1 1 answer
229
229 views
GO Classes asked Oct 22, 2025
229 views
Suppose that $X$ is a random variable for which $E(X)=m$ and $\operatorname{Var}(X)=v$. Find the positive values of $a$ and $b$ such that $Y=a X-b$, has expectation $0$ a...
1 1 vote
2 2 answers
376
376 views
GO Classes asked Oct 22, 2025
376 views
Murad wants to open his door with $5$ keys (out of which $1$ will open the door) and tries the keys independently and at random. If unsuccessful keys are eliminated from ...