Let X be a uniform(0, 1) random variable and let Y be
uniform(1,2) with X and Y being
independent. Let U = X/Y and V = X.
(a) Find the joint distribution of U and V .
(b) Find the marginal distributions of U.
Let X be a uniform(0, 1) random variable and let Y be uniform(1,2) with X and...
Problem 1. Let X be a normal random variable with mean 0 and variance 1 and let Y be uniform(0.1) with X and Y being independent. Let U-X + Y and V = X-Y. For this problem recall the density for a normal random variable is 2πσ2 (a) Find the joint distribution of U and V (b) Find the marginal distributions of U and V (c) Find Cov(U, V).
Problem 1. 15 points] Let X be a uniform random variable in the interval [-1,2]. Let Y be an exponential random variable with mean 2. Assunne X and Y are independent. a) Find the joint sample space. b) Find the joint PDF for X and Y. c) Are X and Y uncorrelated? Justify your answer. d) Find the probability P1-1/4 < X < 1/2 1 Y < 21 e) Calculate E[X2Y2]
Let X and Y be independent random variables. Random variable X has a discrete uniform distribution over the set {1, 3} and Y has a discrete uniform distribution over the set {1, 2, 3}. Let V = X + Y and W = X − Y . (a) Find the PMFs for V and W. (b) Find mV and (c) Find E[V |W >0].
Q6 (4pt) Let X be a discrete uniform random variable over {1,2,...,6} and let Y be a Bernoulli random variable with parameter 1/2 such that X, Y are independent. (1) Find the PMF of the random variable Z, where Z XY. (2) Compute the third moment of Z, that is, E[z2
5. (a) (6 marks) Let X be a random variable following N(2.4). Let Y be a random variable following N(1.8). Assume X and Y are independent. Let W-min(x.Y). Find P(W 3) (b) (8 marks) The continuous random variables X and Y have the following joint probability density function: 4x 0, otherwise Find the joint probability density function of U and V where U-X+Y and -ky Also draw the support of the joint probability density function of Uand V (o (5...
Unif (0, 1) 5. Suppose U1 and U2 i= 1,2. Let X; = - log(1 - U;), i = 1,2. [0, 1], U are independent uniform random variables on (a) Show that X1 and X2 are independent exponential random variables with mean 1, X; ~ Еxp(1), і — 1,2. (b) Find the joint density function of Y1 = X1 + X2 and Y2 = X1/X2 and show that Y1 and Y2 are independent. Unif (0, 1) 5. Suppose U1 and...
Let the random variable X have a uniform distribution on [0,1] and the random variable Y (independent of X) have a uniform distribution on [0,2]. Find P[XY<1].
(5) Recall that X ~Uniform(10, 1,2,... ,n - 1)) if if k E (0, 1,2,... ,n -1, P(x k)0 otherwise (a) Determine the MGF of such a random variable. (b) Let X1, X2, X3 be independent random variables with X1 Uniform(10,1)) X2 ~Uniform(f0, 1,2]) Xs~ Uniform(10, 1,2,3,4]). X3 ~ U x2 ~ Uniform(10, 1,2)) 13Uniform Find the laws of both Y1 X1 +2X2 +6X3 and Y2 15X1 +5X2 + X3. (c) What is the correlation coefficient of Yi and ½?...
8. Let X and Y be a random variable with joint continuous pdf: f(x,y)- 0< y <1 0, otherwise a. b. c. Find the marginal PDF of X and Y Find the E(X) and Var(X) Find the P(X> Y)
2. Let X be a random variable that is uniform in (1,2) U (3,5). (a) Find the pdf and the cdf of X. (b) Compute the expectation of X. (c) Compute the variance of X. (d) Compute the skewness of X.