From 5.5-6. Let X1 N(4.2, 1) and X N (12,70) be two Gaussian random variables. (1)...

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From 5.5-6. Let X1 N(4.2, 1) and X N (12,70) be two Gaussian random variables. (1) Sketch the PDFs of X1, X2 on the same chart. (2) Assuming Xi, X2 are independent, compute P[Xi > X2

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Answer 1

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1) Let X, ~N(424.2, σ =1)& X2 ~N(μ,-12, σ-70) Sketch the PDFs of X,X,on the same chart. R-code: RStudio File Edit Code View P

Normal Curves -N(12, 70) 0 5 10 15202530 Gaussian Variable 2) Suppose X, and X, are independent. Compute, the probability tha

That is, U N(-7.8, 71) Now, compute the probability that X>X2 P(U>0) U-E(U 0-(-7.8) Var(U) - P(Z> 0.93) -P(Z<-0.93) 71 NORMSD

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