4 S and Gy(s) Consider the following two probability generating functions Tx(s) 1-2s 1+3s respectively for...
3-3.3 Two independent random variables, X and Y, have Gaussian probability density functions with means of 1 and 2, respectively, and variances of 1 and 4, respectively. Find the probability that XY > 0. 3-3.3 Two independent random variables, X and Y, have Gaussian probability density functions with means of 1 and 2, respectively, and variances of 1 and 4, respectively. Find the probability that XY > 0.
3. Use the probability generating function Px)(s) to find (a) E[X(10)] (b) VarX(10)] (c) P(X(5)-2) . ( 4.2 Probability Generating Functions The probability generating function (PGF) is a useful tool for dealing with discrete random variables taking values 0,1, 2, Its particular strength is that it gives us an easy way of characterizing the distribution of X +Y when X and Y are independent In general it is difficult to find the distribution of a sum using the traditional probability...
Topic: Expected value, variance, and moment generating functions. Exercise Consider the sample space S = {(x,y) ERP: + y<1}, with event space & suitably chosen, and with probability measure P determined by Area(E) Area(E) P(E) Area(S) for E E E. Let X: S+R be the random variable defined by (-1/2 if : <0 and y 0, if : <0 and y <0, X((x,y)) = if x > 0 and y < 0, V2? + y2 if x 20 and y...
Consider the following joint probability density function of the random variables X and Y : (a) Find its marginal density functions (b) Are X and Y independent? (c) Find the condition density functions . (d) Evaluate P(0<X<2|Y=1)
Consider these three moment generating functions, for X, Y and Z: (5 points each) m (t)=W-3 m, (t)=e + m,(t)=eW-7 a. What is the mean of X? b. What is the mean of Y? c. What is the mean of Z? d. What is the variance of X? e. What is the variance of Y? f. What is the variance of Z? Consider independent random variables X and Y with the following pmfs: y=1 (0.5 x=1 S(x)= {0.5 x =...
1. Consider the following two probability density functions: f(3) = 2053 } for a <I<02 and g() = where ci and ca are finite real numbers. 265. for <y<02, (a) Show that f(r)dx = 9(r)dt = 1. (b) Find the cumulative distribution functions F(x) and Gu). (d) Show that if X-f(x), then 1-X g(x). (e) Show that if X h(x) = 21, for 0 <<1, then Y = c +(2-c)X ~f. (h) Show that if Uſ and U2 are two...
2. Let Xand Y be random variables with joint moment generating function M(s,t) 0.3+0.1es + 0.4e +0.2 es*t (a) What are E(X) and E(Y)? (b) Find Cov(X,Y) 2. Let Xand Y be random variables with joint moment generating function M(s,t) 0.3+0.1es + 0.4e +0.2 es*t (a) What are E(X) and E(Y)? (b) Find Cov(X,Y)
The moment generating function ф(t) of random variable X is defined for all values of t by et*p(x), if X is discrete e f (x)dx, if X is continus (a) Find the moment generating function of a Binomial random variable X with parameters n (the total number of trials) and p (the probability of success). (b) If X and Y are independent Binomial random variables with parameters (n1 p) and (n2, p), respectively, then what is the distribution of X...
Question 3 (1 point) Consider the lines: L1: x=-6t, y=1+9t, z=-3t L2: x=1+2s, y=4-3s, z=s Choose their intersection point from below (0,0,1) none (1,2,1) (0,1,0)
3. (4 points) The random variables X and Y are independent and have moment generating functions Find Var(X).x (t) =er-2t and Mr(t)=e3t2+tid t a) Find MGF of Z Find Var(Z). Find joint MGF of X and Z, i.e. Mxz(t1,t2) 2X-Y c) d)