,Two random processes are defined by Y(t)-X(t) cos(wot) where X(t) and Y(t) are jointly wSs. a) If θ is a constant (non-random), is there any value of θ that will make Yl(t) and Y(t) orthogonal? b) if θ is a uniform r.v., statistically independent of x(t) and Y(t), are there any conditions on θ that will make Yı(t) and Y2(t) orthogonal? ,Two random processes are defined by Y(t)-X(t) cos(wot) where X(t) and Y(t) are jointly wSs. a) If θ is...
A) 2 For cos 23 -sino cos For sino any matrix A = any € [0, 21] let [a b] simplify simplify Ax. B) If A = B) and c Coff 8 , find 2 A- [12], B =[2] A (x +B) =(. such that
5. Let X be uniformly distributed in [0, 1]. Given X = x, the r.v. Y is uniformly distributed in 0, x for 0
5. Let X be uniformly distributed in [0, 1]. Given X = x, the r.v. Y is uniformly distributed in 0, x for 0<x<1 (a) Specify the joint pdf fxy(x,y) and sketch its region of support Ω XY. (b) Determine fxly(x1025). (c) Determine the probability P(X〈2Y). (d) Determine the probability P(X +Y 1)
3. [10 pts.] Suppose r.v. y is uniformly distributed over (0,27) i.e. f*() = 1/2, for 0 <o<27 and 0 elsewhere. Consider the following r.v.'s: X = cos y and Y = siny. a. Prove that X and Y are orthogonal. b. Prove that X and Y are uncorrelated.
Let Θ be a continuous random variable uniformly distributed on [0,2 Let X = cose and Y sin e. Show that, for this X and Y, X and Y are uncorrelated but not independent. (Hint: As part of the solution, you will need to find E[X], E[Y] and E|XY]. This should be pretty easy; if you find yourself trying to find fx(x) or fy (v), you are doing this the (very) hard way.) Let Θ be a continuous random variable...
4. Let X and Y be independent standard normal random variables. The pair (X,Y) can be described in polar coordinates in terms of random variables R 2 0 and 0 e [0,27], so that X = R cos θ, Y = R sin θ. (a) (10 points) Show that θ is uniformly distributed in [0,2 and that R and 0 are independent. (b) (IO points) Show that R2 has an exponential distribution with parameter 1/2. , that R has the...
(2) (a) For any O E [ 0 21] let -sino Cose x For Cosce sino 1² [ a b ] simplity any matrix A АХ 052 If A = and [33]... B =[2] C], find X-sored that A(x+B) = C. Q 2 (C) Let S be the set of matrices of the form As a a2 ag where arbitrary real numbers. Show there exists a unique matrix E in s such that A EA for all o in وگرنه...
Show the random variables X and Y are independent, or not independent Find the joint cdf given the joint pdf below Suppose that (X, Y) is uniformly distributed over the region defined by 0 sys1-x2 and -1sx 4 Therefore, the joint probability density function is, 0; Otherwise Suppose that (X, Y) is uniformly distributed over the region defined by 0 sys1-x2 and -1sx 4 Therefore, the joint probability density function is, 0; Otherwise
Let Θ be a continuous random variable uniformly distributed on [0,2 Let X = cose and Y sin e. Show that, for this X and Y, X and Y are uncorrelated but not independent. (Hint: As part of the solution, you will need to find E[X], E[Y] and E|XY]. This should be pretty easy; if you find yourself trying to find fx(x) or fy (v), you are doing this the (very) hard way.)