1. Prove the following results and give the logical explanation. a. E(aX) = aE (X), where...
from the formula E(aX+b)=aE(x)+b, setting b = 0 we see that E(aX)= aE(X) Prove E(aX) = aE(x).
1. Consider the following distribution of (X Y) where X and Y ae both binary random variables: 1/4 i (a)-(0.0 1/4 if (x, y) (0,0) 1/8 if (r,y) (1,0) Jx3/8 if (r,)- (0,1) ,Y (z, y) = 1/4 if (, ) (11 (a) What is the probability density function of Y? (b) What is the expectation of Y1 (c) What is the variance of Y? (d) What is the standard deviation of Y? (e) Do the same to X. (f)...
Let X and Y be independent identically distributed random variables with means µx and µy respectively. Prove the following. a. E [aX + bY] = aµx + bµy for any constants a and b. b. Var[X2] = E[X2] − E[X]2 c. Var [aX] = a2Var [X] for any constant a. d. Assume for this part only that X and Y are not independent. Then Var [X + Y] = Var[X] + Var[Y] + 2(E [XY] − E [X] E[Y]). e....
Homework in statistics ariant 14 1. Discrete distribution for X is given by the following table: Probabilities p Values X 0.2 40 0.1 0.5 4 0.1 50 0 20 10 20 Find distribution function fx) and median Me(x). Calculate expectation value (dispersion) D(X), standard error σ(X) , asymmetry coefficient As(X) and excess Ex(X) Mx), variance 2. Calculate multiplier k. Find distribution function fitz, mode Moty), median Meco, expectation M(x), variance (dispersion) D(x), standard error σ( for continuous distributions with the...
Examination in probability theory and statistics Variant 9 1. Discrete distribution for X is given by the following table: Probability p ValueX Find distribution function fa) and median Me(0). Calculate mathematical expectation (the mean) M(x), 0.3 -10 0.4 10 0.2 20 0.1 40 variance (dispersion) Da, standard error ơ(X), asymmetry coefficient As(X) and excess Ex(X). 2. Calculate multiplier k. Find mode Mots, median Me(o), mathematical expectation (the mean) Mc) variance (dispersion) D(x) and standard error σ(x) for continuous distributions having...
2. Prove the following useful properties of Dirac δ-functions (a) δ(ax) = (z) (b) zfic) =0 (c) f(x)5(-a) f(a)5(r d) δ(z-a (aメ0) a) ( dz9(x-a) ) where θ(x) is the step function defined as 1 if r 0 0 if r <0 θ(z) = 2. Prove the following useful properties of Dirac δ-functions (a) δ(ax) = (z) (b) zfic) =0 (c) f(x)5(-a) f(a)5(r d) δ(z-a (aメ0) a) ( dz9(x-a) ) where θ(x) is the step function defined as 1 if...
Problem 1-5 1. If X has distribution function F, what is the distribution function of e*? 2. What is the density function of eX in terms of the densitv function of X? 3. For a nonnegative integer-valued random variable X show that 4. A heads or two consecutive tails occur. Find the expected number of flips. coin comes up heads with probability p. It is flipped until two consecutive 5. Suppose that PX- a p, P X b 1-p, a...
1. If the ax matrix A has eigenvalues ....., what are the eigenvalues of a) 4*, where & is a positive integer. AE? A ' b) ', assuming the inverse matrix exists. c) A' (transpose of ). d) a, where a is a real number. e) Is there any relationship between the eigenvalues of 'A and those of the A matrix? Hint: Use to justify your answer. 2. Compute the spectral norm of 0 0 b) c) c) 1-1 0...
in a Bayesian view. Consider the prior π(a)-1 for all a e R Consider a Gaussian linear model Y = aX+ E Determine whether each of the following statements is true or false. π(a) a uniform prior. (1) (a) True (b) False L(Y=y14=a,X=x) (2) π(a) is a jeffreys prior when we consider the likelihood (where we assume xis known) (a) True (b)False Y-XB+ σε where ε E R" is a random vector with Consider a linear regression model E[ε1-0, E[eErJ-1....
1. Suppose that random variables X and Y are independent and have the following properties: E(X) = 5, Var(X) = 2, E(Y ) = −2, E(Y 2) = 7. Compute the following. (a) E(X + Y ). (b) Var(2X − 3Y ) (c) E(X2 + 5) (d) The standard deviation of Y . 2. Consider the following data set: �x = {90, 88, 93, 87, 85, 95, 92} (a) Compute x¯. (b) Compute the standard deviation of this set. 3....