3. Suppose X ~ Beta(a, β) with the constants α, β > 0, Define Y- 1-X. Find the pdf of Y
Let α and β be real numbers with 0 < α < βく2m and let h : [α, β] → R>o be a continuous function that is always positive. Define Rh,a to be the region of the (x,y)-plane bounded by the following curves specified in polar coordinates: r-h(0), r-2h(0), θ α, and θ:# β. 3. (a) Show that (b) (c) depends only on β-α, not on the function h. Evaluate the above integral in the case where α = π/4...
Let Xi, , X. .., Exp(β) be IID. Let Y max(Xi, , h} Find the probability density function of Y. İlint: Y < y if and only if XS for i 1,,n.
Let X and Y have joint probability density function fx,y(x,y) = e-(z+y) for 0 x and 0 y. Find (a) Pr(X=y (b) Prmin(X, Y) > 1/2) (c) Pr(X Y) d) the marginal probability density function of Y (e) E[XY].
Suppose X ~ Beta(a, β) with the constants α,β > 0, Define Y- 1- X. Find the pdf of Y.
2. Consider the density given by gy (y; a, B) -exp the MLEs for α and β assuming both are unknown. the andsity given I"(y re unna expe?) where , 2 Sand.. Find where y 2 B and a > 0. Find Cl
Q1. Let X and Y have joint density 0, otherwise. a. Find the marginal densities of X and Y b. Find P(0.2 < Y < 0.31X = 0.8).
2. Suppose an exact linear relationship exists between two random variables X and Y That is, let Y-α + ßx, where α and β are constants and β > 0. Prove that ρχ,-1 Hint: Substitute α + βΧ into the formula for Pry and apply the covariance rules.
f(x,y)= 0 1. (15 marks) Suppose X and Y are jointly continuous random variables with probability density function 12, 0<x<1, 0<y<0.5 else a) (5 marks) Find P(X - Y <0.25). b) (5 marks) Find P(XY <0.30). c) (5 marks) Find V (2x - 5Y+30).
Exercise 6.14 Let y be distributed Bernoulli P(y = 1) unknown 0<p<1 p and P(y = 0) = 1-p f or Some (a) Show that p E( (b) Write down the natural moment estimator p of . (c) Find var (p) (d) Find the asymptotic distribution of vn (-p) as no. as n> OO.