Problem 4. (5 pts) Continuous Random Variables (a) (2 pt) If X is uniform on [0,...
(a) (2 pt) If X is uniform on (0,1), then for what function f is f(x) exponential with parameter 1? (b) (3 pts) If X,Y are independent standard normal random variables N(0,1), what is the density of X -Y?
are (3 pts) If X,Y independent standard normal random variables N(0,1), what is the density of X – Y?
Question 4: (5 Marks) Let X and Y be continuous random variables have a joint probability density function of the form: f(x,y) = cy2 + x 0 SX S1, 0 Sys1. Determine the following: 1. The value of c. 2. The marginal distributions f(x) and f(y). 3. The conditional distribution f(xly). 4. Are X and Y independent? Why? - the
P7 continuous random variable X has the probability density function fx(x) = 2/9 if P.5 The absolutely continuous random 0<r<3 and 0 elsewhere). Let (1 - if 0<x< 1, g(x) = (- 1)3 if 1<x<3, elsewhere. Calculate the pdf of Y = 9(X). P. 6 The absolutely continuous random variables X and Y have the joint probability density function fx.ya, y) = 1/(x?y?) if x > 1,y > 1 (and 0 elsewhere). Calculate the joint pdf of U = XY...
12. Let X and Y be independent random variables, where X has a uniform distribution on the interval (0,1/2), and Y has an exponential distribution with parameter = 1. (Remember to justify all of your answers.) (a) What is the joint distribution of X and Y? (b) What is P{(x > 0.25) U (Y > 0.25)}? (c) What is the conditional distribution of X. given that Y - 3? (d) What is Var(Y - E[2X] + 3)? (e) What is...
a. Suppose X and Y are continuous random variables with joint denisty f(x,y). Prove that the density of X+Y is given by: Use part (a) to show that if X,Y are independent and standard Gauss-ian (i.e.N(0,1)) then X+Yi s centered Gaussian with variance 2 that is N(0,2). fx+r(t) = { $(8,6 – u)dt
Problem 5 Suppose X and Y are independent random variables following Uniform[0, 1]. Let Z- (X +Y)/2. (1) Calculate the cumulative density of z. (2) Calculate the density of Z. Problem 5 Suppose X and Y are independent random variables following Uniform[0, 1]. Let Z- (X +Y)/2. (1) Calculate the cumulative density of z. (2) Calculate the density of Z.
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.
f(x,y)=0 2. (20 marks) Suppose X and Y are jointly continuous random variables with probability density function fc, 0<x<1, 0<y<1, x + y>1 else a) (2.5 marks) Find the constant, c, so that this is valid joint density function. b) (5 marks) Find P(Y > 2X). c) (5 marks) Find P(X>0.5 Y = 0.75). d) (5 marks) Find P(X>0.5 Y <0.75). e) (2.5 marks) Are X and Y independent? Justify your answer citing an appropriate theorem.
Suppose X and Y are continuous uniform random variables. If X ~ U[0, 3] and Y~[0, 5] find the probability that a random X value is greater than a random Y value.