4.4.19 Random variableX has PDE fx(a)-1/4 -1s-33, 0 otherwise Define the random variable Y by Y...
Qs. Random variables X and Y have Joins PDE 0 otherwise (a) What is Cov[X, YT (b) What is Var[X +Y]? (c) Are X and Y independent? Prove your answer.
Qs. Random variables X and Y have Joins PDE 0 otherwise (a) What is Cov[X, YT (b) What is Var[X +Y]? (c) Are X and Y independent? Prove your answer.
4.3.2 The cumulative distribution func- tion of random variable X is 0 r<-1, Fx (x) = (z + 1)2-1 x < 1, r1 Find the PDF fx(a) of X
The PDF of random variable X and the conditionalPDF of random variable Y given X are fX(x) = 3x2 0≤ x ≤1, 0 otherwise, fY|X(y|x) = 2y/x2 0≤ y ≤ x,0 < x ≤ 1, 0 otherwise. (1) What is the probability model for X and Y? Find fX,Y (x, y). (2) If X = 1/2, nd the conditional PDF fY|X(y|1/2). (3) If Y = 1/2, what is the conditional PDF fX|Y (x|1/2)? (4) If Y = 1/2, what is...
Problem 5. The joint density of X and Y is given by e" (z+y) fx.-otherwise. İf 0 < x < oo, 0 < y < 00, Consider the random variable Z-; a) Find the cumulative distribution function of Z b) What is the probability density function of Z?
4. Suppose that X is a random variable having the following probability distri- bution function - 0 if r<1 1/2 if 1 x <3 1 if z 2 6 (a) Find the probability mass function of X. (b) Find the mathematical expectation and the variance of X (c) Find P(4 X < 6) and P(1 < X < 6). (d) Find E(3x -6X2) and Var(3X-4).
Suppose X and Y are two continuous random variables with probability density functions: fx(x)1 for 1<x2, fx(x) 0 otherwise, and fr (v) 3e3y for y>0, fr (y) 0 otherwise. a) Suppose X and Y are independent, is Z-X+ Y"memoryless"? Justify your answer. b) Suppose that the conditional expected value satisfies E(Y X)-X. Find Cov0), and El(Y-X) expX)].
Suppose X and Y are two continuous random variables with probability density functions: fx(x)1 for 10, fr (y) 0 otherwise. a) Suppose X...
Let X be a continuous random variable with PDF fx(x)- 0 otherwise We know that given Xx, the random variable Y is uniformly distributed on [-x,x. 1. Find the joint PDF fx(x, y) 2. Find fyo). 3. Find P(IYI <x3)
Let X be a continuous random variable with PDF fx(x)- 0 otherwise We know that given Xx, the random variable Y is uniformly distributed on [-x,x. 1. Find the joint PDF fx(x, y) 2. Find fyo). 3. Find P(IYI
Suppose the random variable X has probability density function (pdf) - { -1 < x<1 otherwise C fx (x) C0 : where c is a constant. (a) Show that c = 1/7; (b) Graph fx (х); (c) Given that all of the moments exist, why are all the odd moments of X zero? (d) What is the median of the distribution of X? (e) Find E (X2) and hence var X; (f) Let X1, fx (x) What is the limiting...
Let X be a random variable with density function fX (x)= cx(1−x), if0<x<1, 0 ,otherwise. (a) What is the value of c? (b) What is the cumulative distribution function FX for X? (c) What is the probability that X < 1/4?
X and Y are random variables with the joint PDF fx.^(t,y)-65536 0 otherwise. (a) What is the marginal PDFfx(x)? ㄑㄨ 8 5xA4/65536 fx(x) 0 otherwise (b) What is the marginal PDF fy(v)? (5 * 843)/(3*655 0 〈y〈 64 fy(y) = 0 otherwise