Problem 2: 20 points 10 5 + 5) A continuous random variable (Y) has a density,...
Assume that the density function for a continuous random variable, Y, is defined as fY(y) = 9y. exp(-3y) for (y>0) and f'(y) = 0 elsewhere. Given Y = y, the conditional C.D.F. for X is FX\Y (x\Y) =P[X 5 X Y = y) = 1 – exp(-x •y) for (x > 0). Questions below are related to the marginal distribution for X. 1. Derive the density, f* (x). 2. Evaluate the expectation, E(X)
Problem 10: 10 points Assume that a random variable (L) follows the exponential distribution with intensity λ-1. Given L-u, a random variable Y has the Poisson distribution with parameter - u. 1. Derive the marginal distribution of Y and evaluate probabilities, PY=n] , for n = 0,1,2, 2. Find the expectation of Y, that is E Y 3. Find the variance of Y, that is Var Y
A continuous random variable Y has density function f(y) = f'(y) = 2 · exp[-4. [y] defined for -00 < y < 0. Evaluate the cumulative distribution function for Y Consider W = |Y| and find its C.D.F. and density Determine expected value, E [Y] Derive variance, Var [Y]
3. (10 points) Let X be continuous random variable with probability density function: fx(x) = 7x2 for 1<<2 Compute the expectation and variance of X 4. (10 points) Let X be a discrete random variable uniformly distributed on the integers 1.... , n and Y on the integers 1,...,m. Where 0 < n S m are integers. Assume X and Y are independent. Compute the probability X-Y. Compute E[x-Y.
Problem 5: 10 points Assume that a discrete random variable, N, is Poisson distributed with the rate, λ = 3. Given N = n, the random variable, X, conditionally has the binomial distribution, Bin [N +1, 0.4] 1. Evaluate the marginal expectation of X. 2. Evaluate the marginal variance of X
[PLEASE USE HINT] Problem 4: 10 points Assume that a continuous random variable, Q, follows the distribution, Beta [3,2], with the density function /9 (q) = 12q2 (1-1), Given Q = q, a random variable, X has the binomial distribution with n = 6, therefore for 0 < q < 1. 6! r! (6-2). g" (1-q)"-z for x 0, i, . . . , 6. 1. Derive the marginal expectation of X. 2. Derive the marginal variance of X Hint:...
A discrete random variable A takes values {1, 2, 4} with probabilities specified as follows: P[A = 1] = 0.5, P[A = 2] = 0.3 and P [A = 4] = 0.2 Given A= ), a discrete random variable N is Poisson distributed with rate equal to 1, that is: 9 P[N = n|A = 1] = in n! el Hint If N is Poisson distributed with rate 1, its expectation and variance are as follows: E[N] = Var [N]...
Q 2. The probability density function of the continuous random variable X is given by Shell, -<< 0. elsewhere. f(x) = {&e*, -40<3<20 (a) Derive the moment generating function of the continuous random variable X. (b) Use the moment generating function in (a) to find the mean and variance of X.
Problem 3 A discrete random variable Y takes values {k= 0, 1, 2, ...,} such that PLY Z k} = ()* for k 20. 1. Derive P[Y = k) for any k > 0. 2. Evaluate expectation, E[Y] = 3. Given E[Y(Y - 1)] = 15 , find variance of Y, Var[Y] =
1. (10 points) Let X be a continuous random variable with the probability density function given by f(x)-4z if 0SaS1 and O otherwise (a) Find P(X sjIx> j) (b) Find the expectation and variance of X