Consider random variables X and Y with joint probability density function (Pura s (xy+1) if 0...
1. a) Let X and Y be random variables with the following joint probability density function (pdf) Зу f(x,y) = 0<y< 2x2,0<x< 1. 2.02 i) Obtain the value for E(Y|X = }). ii) Show the relationship between E[Y|X] and E[XY]. Use this result to obtain E[XY]
Suppose X and Y are continuous random variables with joint density function 1 + xy 9 fx,y(2, y) = 4 [2] < 1, [y] < 1 otherwise 0, (1) (4 pts) Find the marginal density function for X and Y separately. (2) (2 pts) Are X and Y independent? Verify your answer. (3) (9 pts) Are X2 and Y2 independent? Verify your answer.
1. Consider two random variables X and Y with joint density function f(x, y)-(12xy(1-y) 0<x<1,0<p<1 otherwise 0 Find the probability density function for UXY2. (Choose a suitable dummy transformation V) 2. Suppose X and Y are two continuous random variables with joint density 0<x<I, 0 < y < 1 otherwise (a) Find the joint density of U X2 and V XY. Be sure to determine and sketch the support of (U.V). (b) Find the marginal density of U. (c) Find...
[1] The joint probability density function of two continuous random variables X and Y is fx,x(x, y) = {6. sc, 0 <y s 2.y = x < 4-y otherwise Find the value of c and the correlation of X and Y.
7. Two random variables X and Y have joint probability density function s(x, y) = $(1 – xy), 0<x< l; 0<y<l. The marginal pdfs for X and Y are respectively S(x) = {(2-x) 0<x< 1; s()= (2-y) 0<y<l. Determine the conditional expectation E(Y|X = x) and hence determine E(Y) [7] (ii) [3] Verify your answer to part (i) by calculating the value of E(Y) directly from the marginal pdf for Y. [Total 10]
1. Let X and Y be random variables with joint probability density function flora)-S 1 (2 - xy) for 0 < x < 1, and 0 <y <1 elsewhere Find the conditional probability P(x > ]\Y < ).
1. Consider the joint probability density function 0<x<y, 0<y<1, fx.x(x, y) = 0, otherwise. (a) Find the marginal probability density function of Y and identify its distribution. (5 marks (b) Find the conditional probability density function of X given Y=y and hence find the mean and variance of X conditional on Y=y. [7 marks] (c) Use iterated expectation to find the expected value of X [5 marks (d) Use E(XY) and var(XY) from (b) above to find the variance of...
3. Let the random variables X and Y have the joint probability density function 0 y 1, 0 x < y fxy(x, y)y otherwise (a) Compute the joint expectation E(XY) (b) Compute the marginal expectations E(X) and E (Y) (c) Compute the covariance Cov(X, Y)
55. Let X and Y be jointly continuous random variables with joint density function fx.y(x,y) be-3y -a < x < 2a, 0) < y < 00, otherwise. Assume that E[XY] = 1/6. (a) Find a and b such that fx,y is a valid joint pdf. You may want to use the fact that du = 1. u 6. и е (b) Find the conditional pdf of X given Y = y where 0 <y < . (c) Find Cov(X,Y). (d)...
Let X, Y be jointly continuous with joint density function (pdf) fx,y(x, y) *(1+xy) 05 x <1,0 <2 0 otherwise (a) Find the marginal density functions (pdf) fx and fy. (b) Are X and Y independent? Why or why not?