Problem 2. 30 pts Let X and Y be standard normal N(0,1) a. 30 pts. use...
are (3 pts) If X,Y independent standard normal random variables N(0,1), what is the density of X – Y?
If X, Y are independent standard normal random variables N(0,1), what is the density of X−Y?
Problem 4. Let X~N(0,1) and Ye. Find the probability density function of Y. This random variable Y is called a log-normal random variable and is frequently used in mathematical modeling of asset prices.
Assume that 2 and Z, are two independent random variables that follow the standard normal distribution N(0,1), so that each of them has the density - . - < < . Let X = 22 + 2 Z2, Y = 22 - Z2, S = x2 +Y, and R = xy (e) From (c), please find the densities of X? and Y? (f) From (d) and (e), please find the density of X2 +Y? (=S). (g) From (e), please find...
(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?
1. Let 2 ~ N (0,1). Using a standard normal table, find the following probabilities. You do not need to provide any equation. Instead, draw pictures as we did in the lecture and find the numbers from the table. Make yourself be familiar with using different kinds of tables. (Hint: The standard normal density is symmetric around zero.] (a) P(Z < 0) (b) P(Z < 1.96) (c) P(Z < 1.96) (d) P(Z = 1.96) (e) P(-1.65 < 2 <0) (f)...
Assume that and Z2 are two independent random variables that follow the standard normal distribution N(0,1), so that each of them has the density º(z) = -20 <z<00. Let X = vz1 + Z2, Y = y21 - vž Z2, S = x2 + y2, and R= . (e) From (c), please find the densities of X2 and Y?. (f) From (d) and (e), please find the density of x2 + y2(=S). (g) From (e), please find the density of...
#2 : Let X and Y be independent standard normal random variables, let Z have an arbitrary density function, and form Q = (X+ZY)/(V1+ Z2). Prove that Q also has a standard normal density function
Problem 4. (5 pts) Continuous Random Variables (a) (2 pt) If X is uniform on [0, 1], then for what function f is f(x) exponential with parameter 12 (b) (3 pts) If X, Y are independent standard normal random variables N(0,1), what is the density of X - Y?
Let Z ~ N(0,1) and let Y = Z2. Find the distribution of Y. Hint: Use moment generating function. Let X ~ N(j = 1, 02 = 4). If Y = 0.5*, find E(Y?). Hint: Use moment generating function.