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1. Let X1, X2, X3 be continuous random variables with joint probability density function 00 < Xi < 00,i=1,2,3 Consider the transformation U-X1, V = X , W-XY + X + X (a) Find the joint pdf (probability density function) of U, V and W. (b) Find the marginal pdf of U, and hence find E(U) and Var(U) (c) Find the marginal pdf of W, and hence find E(W) and Var(W) (d) Find the conditional pdf of U given Ww, and hence find E(U|W) Confirm that E(E(UW))- E(U) (e) Find the conditional pdf of W given Uu, and hence find E(W|U) Confirm that E(E(WU)) -E(W) (f) Find the covariance matrix of (U, V, W) (g) Find the joint moment generating function of (U, V, W)

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