PROB 4 Let Xi and X2 be independent exponential random variables each having parameter 1 i.e....
Let (X1, Y1) and (X2, Y2) be independent and identically distributed continuous bivariate random variables with joint probability density function: fX,Y (x,y) = e-y, 0 <x<y< ; =0 , elsewhere. Evaluate P( X2>X1, Y2>Y1) + P (X2 <X1, Y2<Y1) .
2. If X is uniform on (0,2T) and X2, independent of X, is exponential with parameter 1, find the joint p.d.f. of Are Yİ, ½ independent standard normal random variables? Justify your answer 2. If X is uniform on (0,2T) and X2, independent of X, is exponential with parameter 1, find the joint p.d.f. of Are Yİ, ½ independent standard normal random variables? Justify your answer
7. Let X1 and X2 be two iid exp(A) random variables. Set Yi Xi - X2 and Y2 X + X2. Determine the joint pdf of Y and Y2, identify the marginal distributions of Yi and Y2, and decide whether or not Yi and Y2 are independent [10)
4. Let Xi,X2, , Xn be n i.id. exponential random variables with parameter λ > Let X(i) < X(2) < < X(n) be their order statistics. Define Yǐ = nX(1) and Ya = (n +1 - k)(Xh) Xk-n) for 1 < k Sn. Find the joint probability density function of y, . . . , h. Are they independent? 15In
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).
4.5 The pdfs of two independent random variables Xi and X2 are e-*, for xi > 0; fx,(x) = for x2>0; for x2 fXy(x) = 0, 0. Determine the jpdf of Yi and Y2, defined by Yi and show that they are independent
thanks Suppose that Xi and X2 are independent random variables each having PDF: : otherwise (a) Use the transformation technique to find the joint PDF of Yi and Ya where Y-X1 and ½ = Xi +X2. (b) Using your answer to part (a), and the fact that o Vu(1-u) find and identify the distribution of Y2.
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...
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)
Exercise 6.48. Let X1, X2, ..., Xin be independent exponential random variables, with parameter lį for Xi. Let Y be the minimum of these random variables. Show that Y ~ Exp(11 +...+ In).