STA 49 63 Homework 8 Problem 4 and f(x) - 0, otherwise. What Let each of...
2. Let the random variables Y1 and Y, have joint density Ayſy22 - y2) 0<yi <1, 0 < y2 < 2 f(y1, y2) = { otherwise Stom.vn) = { isiml2 –») 05451,05 ms one a independent, amits your respon a) Are Y1 and Y2 independent? Justify your response. b) Find P(Y1Y2 < 0.5). on the
Exercise 6.55 Let X and Y be random variables with joint density function f(x, y)- 4 0 otherwise Show that the joint density function of U = 3(X-Y) and V = Y is otherwise, where A is a region of the (u, v) plane to be determined. Deduce that U has the bilateral exponential distribution with density function fu (11) te-lul foru R. Exercise 6.55 Let X and Y be random variables with joint density function f(x, y)- 4 0...
Let Y1, Y2 have the joint density f(y1,y2) = 4y1y2 for 0 ≤ y1,y2 ≤ 1 = 0 otherwise (a) (8 pts) Calculate Cov(Y1, Y2). (b) (3 pts) Are Y1 and Y2 are independent? Prove your answer rigorously. (c) (6 pts) Find the conditional mean E(Y2|Y1 = 1). 3
Let f(x,y) = (1+xy)/4, if |x|<1 and |y|<1 and f(x,y) = 0, otherwise be the joint probability density function of (X, Y ). (a) Are X and Y independent? (b) Are X2 and Y 2 independent?
2. Let X1 and Xbe independent random variables, each with density ſcexp(-1) 0<=<1 lo otherwise a. What is the value of c? b. Find the joint distribution of Y1 = X1 + X2 and Y2 = X2. (For simplicity, just use the letter c and do not subtitute the expression you found in part a.) c. Find the marignal distribution of Yı.
Unif (0, 1) 5. Suppose U1 and U2 i= 1,2. Let X; = - log(1 - U;), i = 1,2. [0, 1], U are independent uniform random variables on (a) Show that X1 and X2 are independent exponential random variables with mean 1, X; ~ Еxp(1), і — 1,2. (b) Find the joint density function of Y1 = X1 + X2 and Y2 = X1/X2 and show that Y1 and Y2 are independent. Unif (0, 1) 5. Suppose U1 and...
3. Let yi and ya have the joint density function otherwise, the same as in the previous problem. a) Show that yi and Y2 are dependent random variables. b) Note that when the joint density can be written as the product of a function of n and a function of 32 - which is the case here- the 2 random variables would be independent if the joint density is nonzero on a rectangular domain, according to a theorem we learned....
8), Let X and Y be continuous random variables with joint density function f(x,y)-4xy for 0 < x < y < 1 Otherwise What is the joint density of U and V Y
2. Let X and Y be continuous random variables with joint probability density function fx,y(x,y) 0, otherwise (a) Compute the value of k that will make f(x, y) a legitimate joint probability density function. Use f(x.y) with that value of k as the joint probability density function of X, Y in parts (b),(c).(d),(e (b) Find the probability density functions of X and Y. (c) Find the expected values of X, Y and XY (d) Compute the covariance Cov(X,Y) of X...
Let X and Y be random variables with joint density function F(x,y) O<ysi< otherwise The marginal density of Y is fr() = 3 (1 - ), for 0 < y<1. True False