5)
Now,
Here,
So,
Thus,
Hence Z and W are uncorrelated.
5. Suppose that X and Y are independent with distributions N(0,0) and N(0,02), respectively. Let Z=X+Y....
Suppose X, Y and Z are three different random variables. Let X obey Bernoulli Distribution. The probability distribution function is p(x) = Let Y obeys the standard Normal (Gaussian) distribution, which can be written as Y ∼ N(0, 1). X and Y are independent. Meanwhile, let Z = XY . (a) What is the Expectation (mean value) of X? (b) Are Y and Z independent? (Just clarify, do not need to prove) (c) Show that Z is also a standard...
7.70. Let X,...,x,; Y,., Y,; Z,..,Z, be respective independent random samples from three normal distributions N(u,a+ B, a) N(4-B+y,a), N(= a + y , a'). Find a point estimator for B that is based on X, Y, Z. Is this estimator unique? Why? If a is unknown, explain how to find a confidence interval for B. 7.70. Let X,...,x,; Y,., Y,; Z,..,Z, be respective independent random samples from three normal distributions N(u,a+ B, a) N(4-B+y,a), N(= a + y ,...
2. A marksman is shooting at (0,0). Let (X, Y) be the coordinates of the hit. Assume X, Y are independent N (0,02) (a) Find the joint pdf of (X, Y), (b) Find the pdf of V = X2 + Y2. Hint. First find the cdf F (r) = P (V-r) using polar coordinates and joint pdf from (a). 2. A marksman is shooting at (0,0). Let (X, Y) be the coordinates of the hit. Assume X, Y are independent...
1 Expectation, Co-variance and Independence [25pts] Suppose X, Y and Z are three different random variables. Let X obeys Bernouli Distribution. The probability disbribution function is 0.5 x=1 0.5 x=-1 Let Y obeys the standard Normal (Gaussian) distribution, which can be written as Y are independent. Meanwhile, let Z = XY. N(0,1). X and Y (a) What is the Expectation (mean value) of X? 3pts (b) Are Y and Z independent? (Just clarify, do not need to prove) [2pts c)...
Let X ~ N(0, 1), and let Z ~ Unif{-1, 1} (i.e. P(Z = -1) = P(Z = 1) = 1/2) be independent of X. Let Y = ZX. What is the distribution of Y? Show that X and Y are uncorrelated. Are X and Y independent?
Suppose that tuple r appears, respectively, x, y, and z times in the relations X, Y, and Z. Let t appear w times in the relation X [union] (Y n Z), where union and intersection are bag operations. There are several upper and several lower bounds on w, in terms of x, y, and z. What are all the bounds on w? Indicate which of the following inequalities is guaranteed to be true o b) w s max(x.yz) d) ws...
Which of the following statements are true and false? Prove the trueones and give counterexamples for the false ones. Let X and Z be random variables.(i) If X and Z are uncorrelated, then they are independent.(ii) If X and Z are independent, then E[X2] = E[Z2].(iii) If X and Z are correlated, they are also dependent.
Suppose that X, Y and Z are all independent of each other, with the following distributions: X Poisson(1) Y ~ Gamma(a,b) ZN(0,1) Define A as the sum: A = X+Y+Z a What is E[A]? b What is the MGF of A? (you don't need to re-derive the individual mgfs) c Use mA(t) to find E[A] (should match part a)
Problem 5 Suppose X and Y are independent random variables following Uniform[0, 1]. Let Z- (X +Y)/2. (1) Calculate the cumulative density of z. (2) Calculate the density of Z. Problem 5 Suppose X and Y are independent random variables following Uniform[0, 1]. Let Z- (X +Y)/2. (1) Calculate the cumulative density of z. (2) Calculate the density of Z.
Define f: R2R by 224V2 y) (0,0) 0 if (x, y)-(0,0) if (z, f(z, y) (a) Prove that Dif(z, y) and D2f (x, y) exist for each (x, y) E R2. (b) Prove that f is not continuous at (0,0).