Given the joint PDF
a)The joint CDF of is
The joint PDF is
The marginal PDFs are
WE see . Hence are independent.
b)The marginal PDF of . Dependent on , varies from to
Similarly,
Now the expected value,
Since is an odd function.
c)
Similarly,
The covariance is
Since , X, Y are not independent.
4. A random point (X, Y ) is chosen uniformly from within the unit disk in R2, {(x, y)|x2+y2< 1} (a) Let (R, O) deno...
Problem 5 . This question considers uniform random points on the unit disc x2+92 〈 1 (a) A point (X, Y) is uniformly chosen in the unit disc. Find the CDF and PDF of its distance from the origin R X2 +Y2 (b) Compute the expected distance from the origin. (c) Determine the marginal PDF of X and Y (d) Are X and Y independent? (Justify your claims) e) One way to generate uniform random points on this disc is...
1. Consider the unit circle: (x,y) : x2 y2 = 1. T. Let f R2 ->R be defined by f(x,y) = x2-y, and let F : R2 -> R be defined by F(x, y) Compute the integral of f and F around the unit circle. For the integral of F, proceed in the standard (anticlockwise) direction
2. Let R be the region R = {(X,Y)|X2 + y2 < 2} and let (X,Y) be a pair of random variables that is distributed uniformly on this region. That is fx,y(x, y) is constant in this region and 0 elsewhere. State the sample space and find the probability that the random variable x2 + y2 is less than 1, P[X2 +Y? < 1].
Exercise 11. Let Xi,y, be random variables with joint PDF fXiXi. Let X2,Y2 be random variables with joint PDF fx2,Y2. Let T: R2R2 and let S: R2 -R2 so that ST(x, y) (z, y) and TS(a, y) (x, y) for every (x, y) E R2. Let J(x, y) denote the determinant of the Jacobian of S at (x,y. Using the change of variables formula from multivariable calculus, show that
1. Let (X,Y) be a random vector with joint pdf fx,y(x,y) = 11–1/2,1/2)2 (x,y). Compute fx(x) and fy(y). Are X, Y independent? 2. Let B {(x,y) : x2 + y2 < 1} denote the unit disk centered at the origin in R2. Let (X',Y') be a random vector with joint pdf fx',y(x', y') = 1-'13(x',y'). Compute fx(x') and fy(y'). Are X', Y' independent?
4. Let X and Y be independent standard normal random variables. The pair (X,Y) can be described in polar coordinates in terms of random variables R 2 0 and 0 e [0,27], so that X = R cos θ, Y = R sin θ. (a) (10 points) Show that θ is uniformly distributed in [0,2 and that R and 0 are independent. (b) (IO points) Show that R2 has an exponential distribution with parameter 1/2. , that R has the...
Consider two random variables X and X2 with the joint pdf Nn.za) ={Orm ekewhere 1, o?r2 < 1 Let Y X,X2 and Y2X2 be a joint transformation of (Xi, X2) (a) Find the support of (Y.%) and sketch it. (b) Find the inverse transformation. (c) Compute the Jacobian of the inverse transformation (d) Compute the joint pdf of (Yi, Y2) (e) Derive the marginal pdf of Y? from the joint pdf of (y,,Y2).
1(a) Let f : R2 → R b constant M > 0 such that livf(x,y)|| (0.0)-0. Assume that there exists a e continuously differentiable, with Mv/r2 + уг, for all (z. y) E R2 If(x,y)| 〈 M(x2 + y2)· for all (a·y) E R2 Prove that: 1(a) Let f : R2 → R b constant M > 0 such that livf(x,y)|| (0.0)-0. Assume that there exists a e continuously differentiable, with Mv/r2 + уг, for all (z. y) E R2...
O. Let X1 and X2 be two random variables, and let Y = (X1 + X2)2. Suppose that E[Y ] = 25 and that the variance of X1 and X2 are 9 and 16, respectively. O. Let Xi and X2 be two random variables, and let Y = (X1 X2)2. Suppose that and that the variance of X1 and X2 are 9 and 16, respectively E[Y] = 25 (63) Suppose that both X\ and X2 have mean zero. Then the...
(i) Give an example of a function f(x,y) that is defined and continuous on the closed unit disk B(0) ((,y) E R2 but does not achieve a maximum on the punc- 2 marks] tured closed disk B.(0 )"-{ (z, y) E R2 10c x2 + y2 < 1} (i) Give an example of a function f(x,y) that is defined and continuous on the closed unit disk B(0) ((,y) E R2 but does not achieve a maximum on the punc- 2...