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Let at XW) =andom variable. Prove III. VARIANCE PROOFS (SINGLE RANDOM VARIABLE) Let S be a...
ax az . Letſ be a differentiable function of one variable, and let w = f(p), where p = (x2 + y2 + 2)/2. Show that dw ay · Let z = f(x - y. y - x). Show that az/ax + az/ay=0. Let f be a differentiable function of three variables and sup- pose that w = Sex - y. y - 2.2 - x). Show that aw ду az Page 1 / 1 aw aw ax + +...
Let the variance of random variable X be 3, the variance of Y be 12, and the variance of Z be 9, and let X, Y , and Z be uncorrelated. Find V ar(4 − 2X + 3Y − 10Z).
1. Let X be a random variable with variance ? > 0 and fx as a probability density function (pdf). The pdf is positive for all real numbers, that is fx(x) > 0. for all r ER Furthermore, the pdf fx is symmetric around zero, that is fx(x) = fx(-1), for all r ER Let y be the random variable given by Y = 4X2 +6X + with a,b,c E R. (i) For which values of a, b, and care...
(a) If var[X o2 for each Xi (i = 1,... ,n), find the variance of X = ( Xi)/n. (b) Let the continuous random variable Y have the moment generating function My (t) i. Show that the moment generating function of Z = aY b is e*My(at) for non-zero constants a and b ii. Use the result to write down the moment generating function of W 1- 2X if X Gamma(a, B)
(a) If var[X o2 for each Xi (i...
Page 13 of 13 15. (3 points each) Let X be a random variable with a mean of 10 and a variance of 4. Let Y be a random variable with a mean of 8 and a variance of 3. The covariance of X and Y is Oy 0.2. Let W-6Y-4X + 2 a. Find E(W) b. Find Var(W)
O RANDOM VARIABLES AND DISTRIBUTIONS Expectation and variance of a random variable Let X be a random variable with the following probability distribution: Value x of X P(X-) 0.35 0.40 0.10 0.15 10 0 10 20 Find the expectation E (X) and variance Var(X) of X. (If necessary, consult a list of formulas.) Var(x) -
Q2. More about operations with expectation and covariances Recall that the variance of random variable X is defined as Var(X) Ξ E 1(X-E(X))2」, the covariance is Cor(X, Y-E (X-E(X))(Y-E(Y)), and the correlation is Corr(X,Y) Ξ (a) What is the value of EX-E(X))? (Hint: Let μ denote E(X). Then, the parameter μ is a unknown, but fixed value like a constant.) (0.5 pt) b) The following is the proof that Var(X) E(X2) E(X)2: -E(x)-E(x)2 In a similar way, prove that Cov(X,...
3. This problem is to prove the following in the precise fashion described in class: Let o sR be open and let f :o, R have continuous partial derivatives of order three. If (o, 3o) ▽f(zo. ) = (0,0),Jar( , ) < 0, and fzz(z ,m)f (zo,yo) -(fe (a ,yo)) a local maximum value at (zo, yo) (that is, there exists r 0 such that B,(zo, yo) S O and f(a, y) 3 f(zo, yo) for all (x, y) e...
(4pt) The variance of random variable X is 4 and the variance of random variable Y is 16. The correlation coefficient between the two random variables X and Y is 0.9. (a) (1pt) Find the covariance between X and Y. (b) A new random variable Z is given by Z = 5x + 1. Find the covariance between X and Z. (1pt) Find the covariance between Y and Z. (2pt)
5. Suppose X is a normally distributed random variable with mean μ and variance 2. Consider a new random variable, W=2X + 3. i. What is E(W)? ii. What is Var(W)? 6. Suppose the random variables X and Y are jointly distributed. Define a new random variable, W=2X+3Y. i. What is Var(W)? ii. What is Var(W) if X and Y are independent?