Answer all parts please. Question 3: Suppose that X and Y are i.i.d. N(0,1) r.v.'s (a)...
Question 2: Let X and Y be i.i.d. r.v.'s with common pdf (de-*, f(t) -At t 2 0, - otherwise (a) (6 marks). Find the joint pdf for U X/(X + Ү) аnd V — X + Y. (b) (2 marks). Find fu(u) and fv(v) (c) (2 marks). Are U and V independent? Why?
Problem 5.1 (Relation between Gaussian and exponential) Suppose that Xi and X, are i.i.d. N(0,1) (a) Show that Z-X1 + X is exponential with mean 2. b) True or False: Z is independent of Θ-tan ( -i Hint: Use the results from Example 5.4.3, which tells us the joint distribution of V and Θ.
Suppose X, Y are independent with X ∼ N (0, 1) and Y ∼ N (0, 1). Show that the distribution of Q = X/Y follows the Cauchy distribution, i.e., f(q) = 1/π(1+q2) . Hint: Let Q = X/Y and V=Y. Find the joint pdf of Q and V and finally find the marginal pdf of Q by integrating the joint pdf of Q and V w.r.t. V: Y π(1+q2) Y V = Y . Find the joint pdf of...
Let X have the pdf defined for 0<x<2. Let Y~Unif(0,1). Suppose X and Y are independent. Find the distribution of X-Y. fx() =
Suppose X and Y are iid Uniform[0,1] random variables. Please explain in detail how you get the answer for each question. Thanks. (7) Suppose X and Y are iid Uniform[0,1random variables. Let U = X and(X the correct answer in each of parts (a), (b), (d), (e) and show your' work in part (c) Circle (а) Р(V - U < 1/2) %3 Jacobjan factor 1/2. 1/8 0. (b) The domain D where the joint density f(U,v(u, v) is defined is...
Suppose (X,Y ) is chosen according to the continuous uniform distribution on the triangle with vertices (0,0), (0,1) and (2,0), that is, the joint pdf of (X,Y ) is fX,Y (x,y) =c, for 0 ≤ x ≤ 2,0 ≤ y ≤ 1, 1/ 2x + y ≤ 1, 0 , else. (a) Find the value of c. (b) Calculate the pdf, the mean and variance of X. (c) Calculate the pdf and the mean of Y . (d) Calculate the...
Show working out for all parts please. 15. Suppose the random variables X and Y have the following joint probability density function: 1/4 0< < 2y <4, fx.x(x,y) = { 0 otherwise. (Remember to justify your answers: see instructions at the top of the previous page.) (a) Set up the calculation required to find E[XY). If your expression contains an integral or a sum, do not evaluate it (b) What is fyx-2(y)? (e) Find P{X > a} for some real...
5. Let X have a uniform distribution on the interval (0,1). Given X = x, let Y have a uniform distribution on (0, 2). (a) The conditional pdf of Y, given that X = x, is fyıx(ylx) = 1 for 0 < y < x, since Y|X ~U(0, X). Show that the mean of this (conditional) distribution is E(Y|X) = , and hence, show that Ex{E(Y|X)} = i. (Hint: what is the mean of ?) (b) Noting that fr\x(y|x) =...
3. Suppose X and Y have joint density f(x,y)- "cy. 0 < x < y < oo, and equal to 0 for all other (r, y). (a) Calculate the joint density of U = Y-X,V-X. (b) Are U and V independent?
2. Suppose that (X,Y) has the following joint probability density function: f(x,y) = C if -1 <r< 1 and -1 <y<1, and 0 otherwise. Here is a constant. (a) Determine the value of C. (b) Are X and Y independent? (Explain why or why not.) (c) Calculate the probability that 2X - Y > 0 (d) Calculate the probability that |X+Y| < 2 3. Suppose that X1 and X2 are independent and each is standard uniform on (0,1]. Let Y...