Question 1 This question asks you to analyze a causal system and derive the covariances/correlations be-...
Question 1 This question asks you to analyze a causal system and derive the covariances/correlations be- tween the variables in the system. In Figure 1, the arrows represent directions of causality. For example, Y is a function E, and X1. These functions are given in the block of equations below. Please answer the following questions as a function of the parameters (01,02,1,3,7): a What are V[Y] and V[X2]? b What are CovX1,Y) and Cov[X1, X2]? c What is Cov[X2,Y)? d...
Let X1 d = R(0,1) and X2 d= Bernoulli(1/3) be two independent random variables, define Y := X1 + X2 and U := X1X2. (a) Find the state space of Y and derive the cdf FY and pdf fY of Y . (You may wish to use {X2 = i}, i = 0,1, as a partition and apply the total probability formula.) (b) Compute the mean and variance of Y in two different ways, one is through the pdf of...
1. Suppose that y E R is a parameter, and {X1, X2, ..., Xm} is a set of positive i.i.d. random variables with density function fx, given by fx.(ar)yey, You observe that X = {X1, X2, ..., Xm} in fact take the values r = {r1, x2, ..., x'm}, respec- tively. Write for the average of the values {x1, x2,.., Tm) a) What is the likelihood function, L(y; x), as a function of y? What is the log-likelihood function, log...
PLEASE ANSWER ALL OF THE QUESTIONS Question 1 1 pts Each of three objects has a net charge. Objects A and B repel each other. Objects B and C attract each other. Which one of the following table entries is a possible combination of the signs of the net charges on these three objects? A B с (1) + + - + (2) + + (3) (4) - (5) + - 0 1) 3) 0 (3) and (5) O (1)...
QUESTION 1 Characterise the following systems as being either causal on anticausal: yn)-ePyn-1)+u/n), where u/h) is the unit step and B is an arbitrary constant (B>0), Take y-1)-0. Answer with either causal or 'anticausal only QUESTION 2 For the following system: yn) -yn-1Va -x(n), for a 0.9, find y(10), assuming y(n) - o, for ns -1.Hint: find a closed form for yin) and use it to find the required output sample. (xin)-1 for n>-0) QUESTION 3 A filter has the...
Question 3 (10 pts): Consider the closed-loop system pictured below, with two inputs: the reference input z (ideally, to be tracked by output y) and a "disturbance" input d. (Note the minus sign at the bottom entry of the summing junction on the left.) Block H and G represent LTI systems; H has transfer function HL and G has transfer function GL. All blocks are causal (so that the closed-loop system is causal as well). Both z and d are...
In response to comment 'na' what exactly are you saying? Question 4 [16 marks] X Y (a) The random vector has probability density function fx.y (x, y)exp {-22 - 2xy - 3y*}, where k is some constant. (i) Find k N (0, 3/2) and Y ~ N (0,1/2) 11 Show that X Find cov (X, Y) and corr (X, Y) 111 (iv) Find E (Y|X) (b) The random variables U and V are distributed with mean 1/A, while V is...
Question 1 (32 marks) Consider a firm which produces a good, y, using two inputs or factors of production, x1 and x2. The firm's production function describes the mathematical relationship between inputs and output, and is given by (a) Derive the degree of homogeneity of the firm's production function. 4 marks) (b) The set is the set of combinations of (xi,x2) which produce output level yo.S is a level curve of f and is referred to by economists as the...
Show all working clearly. Thank you. 1. In this question, X is a continuous random variable with density function (x)a otherwise where ? is an unknown parameter which is strictly positive. You wish to estimate ? using observations X1 , . …x" of an independent random sample XI…·X" from X Write down the likelihood function L(a), simplifying your answer as much as possi- ble 2 marks] i) Show that the derivative of the log likelihood function (a) is 4 marks]...
QUESTION 2 Let Xi.. Xn be a random sample from a N (μ, σ 2) distribution, and let S2 and Š-n--S2 be two estimators of σ2. Given: E (S2) σ 2 and V (S2) - ya-X)2 n-l -σ (a) Determine: E S2): (l) V (S2); and (il) MSE (S) (b) Which of s2 and S2 has a larger mean square error? (c) Suppose thatnis an estimator of e based on a random sample of size n. Another equivalent definition of...