is independent of X, and e Problem 3 Suppose X N(0, 1 -2) -1 <p< 1....
PROBLEM 1 Let the joint pdf of (X,Y) be f(x, y)= xe", 0<y<<< a. Compute P(X>Y). b. What is the conditional distribution of X given Y=y? Are X and Y independent? c. Find E(X|Y = y). d. Calculate cov(X,Y).
CPoisson can not be determined. distribution P(np) ) Suppose X~N(0,1) and YN(24), they are independent, then (is incorrect. DX+Y-N(2, 5) BP(Y <2)>0.5 -Y-N (-2,5) D Var(X) < Var(Y) 5) Suppose X,Xy..,X, (n>1) is a random sample from N(μ,02) , let-ly, is| then Var(x)- ( Instruction: The followins ass
3) Suppose X~N(0,1) and Y~N(2,4), they are independent, then is incorrect. 6 X-Y N(-2,5) D Var(X) < Var(Y) SupposeX-N(Aof) and Y-N(H2,σ ), they arc indcpcndcnt, thcn in the following statementss incorrect 4) 5) Suppose X~NCHiof) and Y~NCHz,σ ), they are independent, if PCIX-Hik 1) > PCIY _ μ2I 1), then ( ) is correct.
Consider fx (x)=e*, 0<x and joint probability density function fx (x, y) = e) for 0<x<y. Determine the following: (a) Conditional probability distribution of Y given X =1. (b) ECY X = 1) = (c) P(Y <2 X = 1) = (d) Conditional probability distribution of X given Y = 4.
(50 points) Suppose that the joint p.d.f. of X and Y is as follows: for x 2 0, y 2 0, and x + y <1 elsewhere 2. 24xy f(x)0 a) Determine the value of P(X < Y). b) Determine the marginal p.d.f.'s for Xand Y c) Find P(X> 0.5) d) Determine the conditional p.d.f. of X|Y = 0.5 e) Find P(X> 0.5|Y 0.5) f) Find P(X> 0.5|Y> 0.5) g) Find Cov (X, Y)
(20 points) Consider the following joint distribution of X and Y ㄨㄧㄚ 0 0.1 0.2 1 0.3 0.4 (a) Find the marginal distributions of X and Y. (i.e., Px(x) and Py()) (b) Find the conditional distribution of X given Y-0. (i.e., Pxjy (xY-0)) (c) Compute EXIY-01 and Var(X)Y = 0). (d) Find the covariance between X and Y. (i.e., Cov(X, Y)) (e) Are X and Y independent? Justify your answer. (20 points) Consider the following joint distribution of X and...
81. Consider the function g(x, y) given by, 1 1.52.53 11/4 0 0 0 2 0 1/8 0 0 y 3 0 1/4 0 0 4 0 0 1/4 0 5 00 0 1/8 and complete / determine the following: (a) Show that g(x, y) satisfies the properties of a joint pmf. (See Table in ?6.0.1.) (b) P(X < 2.5,Y < 3) (c) P(X < 2.5) (d) P(Y < 3) (e) P(X> 1.8, Y> 4.7) (f) E[X], EY], Var(X), Var(Y)...
Problem 4 Suppose X ~N(0, 1) (1) Explain the density of X in terms of diffusion process. (2) Calculate E(X), E(X2), and Var(X). (3) Let Y = μ +ơX. Calculate E(Y) and Var(Y). Find the density of Y. Problem 4 Suppose X ~N(0, 1) (1) Explain the density of X in terms of diffusion process. (2) Calculate E(X), E(X2), and Var(X). (3) Let Y = μ +ơX. Calculate E(Y) and Var(Y). Find the density of Y.
Let (X,Y) have joint pdf given by sey, 0 < x < y < 0, f(x, y) = { ( 0, 0.W., (a) Find the correlation coefficient px,y: (20 pts) (b) Are X and Y independent? Explain why. (10 pts)
Problem 2 Suppose two continuous random variables (X, Y) ~ f(x,y). (1) Prove E(X +Y) = E(X)+ E(Y). (2) Prove Var(X + Y) = Var(X) + Var(Y)2Cov(X, Y). (3) Prove Cov(X, Y) E(XY)- E(X)E(Y). (4) Prove that if X and Y are independent, i.e., f(x, y) Cov(X, Y) 0. Is the reverse true? (5) Prove Cov (aX b,cY + d) = acCov(X, Y). (6) Prove Cov(X, X) = Var(X) fx (x)fy(y) for any (x,y), then =