Show that if fis a product of powers of the independent variables fx, y, z,.) then...
The random variables X and Y are independent with exponential densities fx (x) = e-"u(x) (a) Let Z = 2X + and w =-. Find the joint density of random variables Z and W (b) Find the density of random variable W (c) Find the density of random variable Z
The random variables X and Y are independent with exponential densities fx (x) = e-"u(x) (a) Let Z = 2X + and w =-. Find the joint density of random...
2. Suppose X and Y are independent continuous random variables. Show that P(Y < X) = | Fy(x) · fx (x) dx -oo where Fy is the CDF of Y and fx is the PDF of X [hint: P[Y E A] = S.P(Y E A|X = x) · fx(x) dx]. Rewrite the above equation as an expectation of a function of X, i.e. P(Y < X) = Ex[•]. Use the above relation to compute P[Y < X] if X~Exp (2)...
fx (z)='0 otherwise Let Xa)<...<Xn) be the order statistics. Show that Xa)/X(n) and X(n) are independent random variables.
The profit for a new product is given by Z=3X-Y-5. if X and Y are independent random variables with Ox = 1 and Oy=v2.What is the variance of Z?
4. The random variables X and Y have joint probability density function fx,y(x, ) given by: fx,y(x, y) 0, else (a) Find c. (b) Find fx(x) and fy (), the marginal probability density functions of X and Y, respectively (c) Find fxjy (xly), the conditional probability density function of X given Y. For your limits (which you should not forget!), put y between constant bounds and then give the limits for in terms of y. (d) Are X and Y...
(6 points) Let X and Y be independent random variables with p.d.f.s fx(x) -{ { 1-22 0, for |2|<1, otherwise. fy(y) = for y>0, otherwise. 0, Let W = XY (a) (2 points) Find the p.d.f. of W, fw(w). (b) (2 points) Find the moment generating function of W2, Mw?(t) = E (e«w?). (c) (2 points) Find the conditional expectation of W given Y = y, E(W|Y = y).
Let X and Y be independent exponential random variables with pa- rameter ? = 1. Given that X and Y are independent, their joint pdf is given by the product of the individual pdfs of X and Y , that is, fX,Y(x, y) = fX(x) fY(y). The joint pdf is defined over the same set of x-values and y-values that the individual pdfs were defined for. Using this information, calculate P (X ? Y ? 2) where you can assume...
Problem 2 - Three Continuous Random Variables Suppose X,Y,Z have joint pdf given by fx,YZ(xgz) = k xyz if 0 S$ 1,0 rS 1,0 25 1 ) and fxyZ(x,y,z) = 0, otherwise. (a) Find k so that fxyz(x.yz) is a genuine probability density function. (b) Are X,Y,Z independent? (c) Find PXs 1/2, Y s 1/3, Z s1/4). (d) Find the marginal pdf fxy(x.y). (e) Find the marginal pdf fx(x).
Problem 2 - Three Continuous Random Variables Suppose X,Y,Z have joint...
Suppose the difference between two variables is X-Y=Z, and its distribution isfx-Y (2) = fx (a) fy (2 - z) dx, and the distribution on Xis fx(x) = lie-11«, and the distribution on Yis fy (2 - x) = dze-da(x-2). Question 1 1 pts The distribution of the difference between variables is fx-Y (2) = cde-112 lze-12(x-2) dx where cis a normalizing factor to ensure the PDF integrates to one, which in this case is: o c= idz c= 11th...
Fx 0. Show that =-- dx Fy dy 8. Suppose y is a function of z, F(x, y) = 0, and F,メO. Show that dr--Fr 9. Fid the critical points of f(z, y) if any exist, for (a, y) = ex sin y 10. Calculate the iterated integral: ysin(zy)d dy
Fx 0. Show that =-- dx Fy dy 8. Suppose y is a function of z, F(x, y) = 0, and F,メO. Show that dr--Fr 9. Fid the critical points...