2. Let X1 and X2 be the numbers showing when two fair dice are thrown. Define...
2. Let X1 and X2 be the numbers showing when two fair dice are thrown. Define new random variables XX1 - X2 and Y -X1 + X2. Show that X and Y are uncorrelated but not independent. Hint: To show lack of independence, it is enough to show that PX = j, Y = k]メPX = j] . P[Y = 서 for one pair (j, k); try the pair (0.2).]
Additional Problem 2. Two fair dice are thrown. Let Xi and X2 denote the outcomes pint and Cdl of Λ.
3. Two fair, four-sided dice are rolled. Let X1, X2 be the outcomes of the first and second die, respectively. (a) Find the conditional distribution of X2 given that Xi + X2 = 4. (b) Find the conditional distribution of X2 given that Xi + X2-5.
O. Let X1 and X2 be two random variables, and let Y = (X1 + X2)2. Suppose that E[Y ] = 25 and that the variance of X1 and X2 are 9 and 16, respectively. O. Let Xi and X2 be two random variables, and let Y = (X1 X2)2. Suppose that and that the variance of X1 and X2 are 9 and 16, respectively E[Y] = 25 (63) Suppose that both X\ and X2 have mean zero. Then the...
Let X1 and X2 be two independent standard normal random variables. Define two new random variables as follows: Y-Xi X2 and Y2- XiBX2. You are not given the constant B but it is known that Cov(Yi, Y2)-0. Find (a) the density of Y (b) Cov(X2, Y2)
Let X1 and X2 be two independent continuous random variables. Define and S-Ixpo+2xso) where Ry and R2 are the Wilcoxon signed ranks of X, and X2, respectively. (a) Assume that X, and X2 have symmetric distributions about 0. Show that Pr(T ) Pr(S-t) for 0,1,2,3 using the properties of symmetry:-Xi ~ x, and Pr(X, > 0)-Pr(X, <0) = 0.5 (b) Suppose that X1 and X2 are identically distributed with common density -05%:- 10.5sx <0 0.5 0sxs1 show that Pr(T+-): Pr(S...
2. Assume two fair dice are rolled. Let X be the number showing on the first die and number showing on the second die. (a) Construct the matrix showing the joint probability mass function of the pair X,Y. (b) The pairs inside the matrix corresponding to a fixed value of X - Y form a straight line of entries inside the matrix. Draw those lines and use them to construct the probability mass function of the random variable X-Y- make...
5. Let X1,X2, . , Xn be a random sample from a distribution with finite variance. Show that (i) COV(Xi-X, X )-0 f ) ρ (Xi-XX,-X)--n-1, 1 # J, 1,,-1, , n. OV&.for any two random variables X and Y) or each 1, and (11 CoV(X,Y) var(x)var(y) (Recall that p vararo 5. Let X1,X2, . , Xn be a random sample from a distribution with finite variance. Show that (i) COV(Xi-X, X )-0 f ) ρ (Xi-XX,-X)--n-1, 1 # J,...
7. (15 points) Let Xi and X2 be the position of two points drawn uniformly randomly and independently from the interval [0, 1]. Define Y = max(X,Xy) and Z-X1 + X2. (1) Calculate the joint PDF of Y and Z. (2) Derive the marginal PDF of both Y and Z. Are Y and Z independent? 7. (15 points) Let Xi and X2 be the position of two points drawn uniformly randomly and independently from the interval [0, 1]. Define Y...
A random experiment consists of throwing two three-sided dice (show- ing the numbers 1, 2, 3). Let Y be the random variable which records the product of the pair of numbers showing on the dice. (i) Write down the range RY of Y . (ii) Determine the probability distribution of Y . (iii) Calculate E(Y ) and V (Y ).