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GATE EC 2026 Set 1 — Question 38

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MCQ+2 / -0.67MediumCovariance & CorrelationProbabilityEngineering MathematicsFunctions of Random Variables

Engineering Mathematics → Probability → Covariance & Correlation

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Question

Let X,N,YX, N, Y and ZZ be random variables. The variables XX and NN are independent of each other. XX is uniformly distributed between -1 and 1; NN follows Normal distribution with zero mean and unity variance. YY and ZZ are defined as, Y=X+NY = X + N and Z=X2+NZ = X^2 + N. Which of the following pairs represents the values of correlation between XX and YY and that between XX and ZZ?
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