3. (a) Consider two vectors x and x' with x >x'). Use the generating function for...
(a) Use the generating function of the Legendre polynomials: G(u, z) = (i) to determine the oddness or evenness of the Legendre polynomial P) de- pending on n; (ii) to obtain the particular values P) and P-1); (iii) to show that and then to deduce (n + 1)P,n(x) = (2n + 1)2Pa(z) _ nP,-1(x), n-1,2, (a) Use the generating function of the Legendre polynomials: G(u, z) = (i) to determine the oddness or evenness of the Legendre polynomial P) de-...
Let X be a continuous random variable with values in [ 0, 1], uniform density function fX(x) ≡ 1 and moment generating function g(t) = (e t − 1)/t. Find in terms of g(t) the moment generating function for (a) −X. (b) 1 + X. (c) 3X. (d) aX + b.
3. Use the probability generating function Px)(s) to find (a) E[X(10)] (b) VarX(10)] (c) P(X(5)-2) . ( 4.2 Probability Generating Functions The probability generating function (PGF) is a useful tool for dealing with discrete random variables taking values 0,1, 2, Its particular strength is that it gives us an easy way of characterizing the distribution of X +Y when X and Y are independent In general it is difficult to find the distribution of a sum using the traditional probability...
Exercise 5.22. Let X ~ Exp(A). Find the moment generating function of Y = ЗX — 2. Hint. Do not try to compute the probability density function of Y, instead use Mx (t)
Problem 3 Let X be Uniform(0,1) and Y be Exponential (1). Assume that X and Y are independent. i. Find the PDF of Z- X +Y using convolution. ii. Find the moment generating function, øz(s), of Z. Assume that s< 0. iii. Check that the moment generating function of Z is the product of the moment gen erating functions of X and Y Problem 3 Let X be Uniform(0,1) and Y be Exponential (1). Assume that X and Y are...
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.
3. Consider the function f(x) = cos(x) in the interval [0,8]. You are given the following 3 points of this function: 10.5403 2 -0.4161 6 0.9602 (a) (2 points) Calculate the quadratic Lagrange interpolating polynomial as the sum of the Lo(x), L1(x), L2(x) polynomials we defined in class. The final answer should be in the form P)a2 bx c, but with a, b, c known. DELIVERABLES: All your work in constructing the polynomial. This is to be done by hand...
1. Consider a continuous random variable X with the probability density function Sx(x) = 3<x<7, zero elsewhere. a) Find the value of C that makes fx(x) a valid probability density function. b) Find the cumulative distribution function of X, Fx(x). "Hint”: To double-check your answer: should be Fx(3)=0, Fx(7)=1. 1. con (continued) Consider Y=g(x)- 20 100 X 2 + Find the support (the range of possible values) of the probability distribution of Y. d) Use part (b) and the c.d.f....
this is numerical analysis 2. Consider the function f(x) = -21° +1. (a) Calculate the interpolating polynomial pz() for data using the nodes 2o = -1, 11 = 0, 12 = 1. Simplify the polynomial to standard form. Use the error theorem for polynomial interpolation to bound the error f(x) - P2(x) on the interval (-1,2). Is this bound realistic?
X and Y are two independent and identical random variables with moment generating function M(t) You are given: M'(0)= 4 M"(0)32 Calculate the absolute value of the coefficient of variation of X - 2Y.