Suppose X1 and X2 are continuous random variables with
X1 ~ Unif(0, 1),
X2 | X1 = x1 ~ Unif(0, X1)
(a) Find the pdf for the joint distribution of X1 and X2
(b) Find the pdf for the marginal distribution of X1
(c) Find the pdf for the marginal distribution of X2
(d) Find the pdf for the conditional distribution of X1 | X2 = x2
(e) Write 1 or 2 sentences explaining how this problem relates to Bayes’ Rule
Suppose X1 and X2 are continuous random variables with X1 ~ Unif(0, 1), X2 | X1...
Suppose X1 and X2 are continuous random variables with join pdf given by f(x1, x2) = 2(x1 + x2) if 0 < x1 < x2 < 1, and zero otherwise. (a) Find P(X2 > 2X1). (b) Find the marginal pdf of X2. (c) Find the conditional pdf of X1 given X2 = x2.
1. Let X1, X2, X3 be continuous random variables with joint probability density function 00 < Xi < 00,i=1,2,3 Consider the transformation U-X1, V = X , W-XY + X + X (a) Find the joint pdf (probability density function) of U, V and W. (b) Find the marginal pdf of U, and hence find E(U) and Var(U) (c) Find the marginal pdf of W, and hence find E(W) and Var(W) (d) Find the conditional pdf of U given Ww,...
5. Suppose that three random variables Xi, X2, and X3 have a continuous joint distribution with the following p.d.f. (x1+2x2+3z3) and f(1, r2, 3) 0 otherwise. (a) Determine the value of the constant c; (b) Find the marginal joint p.d.f. of Xi and X3; (c) Find P(Xi < 1|X2-2, X3-1)
two random variables x1 and x2 have a joint probability density function f(x1,x2)={x1+x2, 0<x1<1, 0<x2<1 0, otherwise what is the marginal distribution of x1 and x2
2. Let Xi and X2 be two continuous random variables having the joint probability density 1X2 , for 0, elsewhere. If Y-X? and Y XX find a. the joint pdf of Yǐ and Y, g(n,n), b. the P(Y> Y), c, the marginal pdfs gi (m) and 92(h), d. the conditional pdf h(galn), and e, the E(YSM-m) and E(%)Yi = 1/2).
Let X1 and X2 be two discrete random variables, where X1 can attain values 1, 2, and 3, and X2 can attain values 2, 3 and 4. The joint probability mass function of these two random variables are given in the table below: X2 X1 2 3 4 1 0.05 0.04 0.06 2 0.1 0.15 0.2 3 0.2 0.1 0.1 a. Find the marginal probability mass functions fX1 (s) and fX2 (t). b. What is the expected values of X1...
Let Xi and X2 be two continuous random variables having the joint probability density f,2)10 0, elsewhere. a. the joint pdf o1% and Y2.9(Y1,Y2), b, the P06 > Yi), c. the marginal pdfs gn () and g2(2), d. the conditional pdf h(walvi), and e. the E(Yalki-y) and E(gYi = 1/2).
Two independent random variables X1 and X2 both follow UNIF(0, 1). Define Y = e X1X2 . Find the cumulative distribution function (CDF) or the probability density function (pdf) of Y . (You can choose either one).
If X1, X2, and X3 are three independent Uniform random variables (Xi-Unif(0,1)) a) Use the convolution integral to find density function of Z-x1+X2+X3. b) What is E[Z]? independent Uniform random variables (Xi-Unifo,1): If X1, X2, and X3 are three independent Uniform random variables (Xi-Unif(0,1)) a) Use the convolution integral to find density function of Z-x1+X2+X3. b) What is E[Z]? independent Uniform random variables (Xi-Unifo,1):
(a) Write down the joint pdf of X1 and X2. [4] (b) By using the transformation of random variable method, find the joint pdf of Y1 = X1 and Y2 = X2/X1. [16] (c) Hence find the marginal pdfs of Y1 and Y2. [8] (d) Compute the covariance between Y1 and Y2, cov [Y1, Y2]. [8] (e) State, with justification, whether Y1 and Y2 are independent.