The random variables and have joint probability distribution specified by the following table:

=1 =2 =3
=1 0.30 0.05 0.00
=2 0.05 0.20 0.05
=3 0.00 0.05 0.30


Please provide all answers to the following to three decimal places.

(a) Find the expectation of .


(b) Find the covariance Cov() between and .


(c) What is the correlation between and ?


(d) Suppose the random variables and above are connected to random variables and by the relations




What is the covariance Cov()?


(e) What is the correlation between and ?


You can earn partial credit on this problem.