Fx 0. Show that =-- dx Fy dy 8. Suppose y is a function of z, F(x, y) = 0, and F,メO. Show that dr--Fr 9. Fid the critical points of f(z, y) if any exist, for (a, y) = ex sin y 10. Calculate the iterated integral: ysin(zy)d dy Fx 0. Show that =-- dx Fy dy 8. Suppose y is a function of z, F(x, y) = 0, and F,メO. Show that dr--Fr 9. Fid the critical points...
Problem #8: Let f(x, y, z) = xzly. Find the value of the following partial derivatives. (a) fx(4,3,2) (b) fy(4,4,4) (c) fz(3,4,3)
Let (X,Y) have joint pdf given by f(rw)-y <x, 0 < x < 1, | 0, 0.W., (a) Find the constant c. (b) Find fx (x) and fy(y) (c) For 0 < x < 1, find fy|x=r(y) and My X=r and oỉ x=x (d) Find Cov(X,Y). (e) Are X and Y independent? Explain why.
3. (50 pts) Let (X, Y) have joint pdf given by c, y x, 0 < x < 1, f(x, y) 0, o.w., (a) Find the constant c. (b) Find fx(x) and fy (y) (c) For 0 < 1, find fyx=x(y) and pyjx=x and oy Y|X=x (d) Find Cov(X, Y) (e) Are X and Y independent? Explain why.
0 Sy s 1. Let X and Y have joint pdf: fx,y(x, y) = kx(1 – x)y for 0 < x < 1, (a) Find k. (b) Find the joint cdf of (X,Y). (c) Find the marginal pdf of X and of Y. (d) Find Pſy < 81/2],P[X<Y]. (e) Are X and Y independent? (f) Find the correlation and covariance of X and Y. (g) Determine whether X and Y are uncorrelated. (h) Find fy(y|x) (i) Find E[Y|X = x]...
5. (40 points) Let f(x,y) = (x + y),0 < 2,2 <y < 1 be the joint pdf of X and Y. (1) Find the marginal probability density functions fx(x) and fy(y). (2) Find the means hx and my. (3) Find P(X>01Y > 0.5). (4) Find the correlation coefficient p.
Q1) Let X(t) be a zero-mean WSS process with X(t) is input to an LTI system with Let Y(t) be the output. a) Find the mean of Y(t) b) Find the PSD of the output SY(f) c) Find RY(0) ------------------------------------------------------------------------------------------------------------------------- Q2) The random process X(t) is called a white Gaussian noise process if X(t) is a stationary Gaussian random process with zero mean, and flat power spectral density, Let X(t) be a white Gaussian noise process that is input to...
Let H=F(x,y) and x=g(s,t), y=k(s,t) be differentiable functions. Now suppose that g(1,0)=8, k(1,0)=4, gs(1,0)=8, gt(1,0)=2, ks(1,0)=1, kt(1,0)=5, F(1,0)=9, F(8,4)=3, Fx(1,0)=13, Fy(1,0)=7, Fx(8,4)=9, Fy(8,4)=2. Find Hs(1,0), that is, the partial derivative of H with respect to s, evaluated at s=1 and t=0.
2. Let u(z,t) be a differentiable function on R x [0, 0o). a) Show that the directional derivative of u at (x, t) = (zo, to) along v is Dvu(x, t) = ▽u(ro, to) , v b) Solve the following homogeneous linear transport equation ul + uz = 0, u(x,0) =-2 cosx c) Solve the following non-homogeneous equation ut-2uz--2 cos (x-t), u(x, 0) = sin x d) Solve the following second-order homogeneous linear euqation u(z,0) = sin x, ut (z,...
1. Let X and Y be continuous random variables with joint pr ability density function 6e2re5y İfy < 0 and x < otherwise. y, fx,y (z,y) 0 (a) [3 points] Show that the marginal density function of Y is given by 3es if y 0, 0 otherwise. fy (y) = (b) |3 poin s apute the marginal density function of X (c) [3 points] Show that E(X)Y = y) =-y-1, for y 0 (d) 13 points] Compute E(X) using the...