2. If X is uniform on (0,2T) and X2, independent of X, is exponential with parameter 1, find the ...
PROB 4 Let Xi and X2 be independent exponential random variables each having parameter 1 i.e. fx(x) = le-21, x > 0, (i = 1,2). Let Y1 = X1 + X2 and Y2 = ex. Find the joint p.d.f of Yi and Y2.
Let X and Y be independent exponential random variables with parameter 1. Find the joint PDF of U and V. U = X + Y and V = X/(X + Y)
Exercise 7. Let X and Y be A. independent exponential random variables with a common parameter (1) Find the transform associated with aX +Y, where a is a constant. (2) Use the result of part (1) to find the PDF of aX +Y, for the case where a is positive and different than1 (3) Use the result of part (1) to find the PDF of X-Y. Justify your answers. Exercise 7. Let X and Y be A. independent exponential random...
Let X1, X2, ..., Xr be independent exponential random variables with parameter λ. a. Find the moment-generating function of Y = X1 + X2 + ... + Xr. b. What is the distribution of the random variable Y?
I. Let X be a random sample from an exponential distribution with unknown rate parameter θ and p.d.f (a) Find the probability of X> 2. (b) Find the moment generating function of X, its mean and variance. (c) Show that if X1 and X2 are two independent random variables with exponential distribution with rate parameter θ, then Y = X1 + 2 is a random variable with a gamma distribution and determine its parameters (you can use the moment generating...
12. Let X and Y be independent random variables, where X has a uniform distribution on the interval (0,1/2), and Y has an exponential distribution with parameter = 1. (Remember to justify all of your answers.) (a) What is the joint distribution of X and Y? (b) What is P{(x > 0.25) U (Y > 0.25)}? (c) What is the conditional distribution of X. given that Y - 3? (d) What is Var(Y - E[2X] + 3)? (e) What is...
2. The random variables X1, X2 and X3 are independent, with Xi N(0,1), X2 N(1,4) and X3 ~ N(-1.2). Consider the random column vector X-Xi, X2,X3]T. (a) Write X in the form where Z is a vector of iid standard normal random variables, μ is a 3x vector, and B is a 3 × 3 matrix. (b) What is the covariance matrix of X? (c) Determine the expectation of Yi = Xi + X3. (d) Determine the distribution of Y2...
Let X1 and X2 be independent exponential random variables with parameters λ1 and λ2respectively. Find the joint probability density function of X1 + X2 and X1 − X2.
rate parameter A, for y independent rate parameter A, for X,. Let Y be the minimum of all these n random variables, i.e., Y- min(X1, X2,... ,Xn). Show that Y is distributed as exponential with rate Problem 6. Let X1, X2,..., Xn be independent exponential random variables with rn.
Exercise 6.48. Let X1, X2, ..., Xin be independent exponential random variables, with parameter lį for Xi. Let Y be the minimum of these random variables. Show that Y ~ Exp(11 +...+ In).