2. (20 pts.) Let X1,.., X45 be i.i.d. Uniform[0,1] random variables. Find (approximately) the probability P[12...
2. (20 pts.) Let X1,.., X45 be i.i.d. Uniform[0,1] random variables. Find (approximately) the probability P[12 X3++Xx18 2. (20 pts.) Let X1,.., X45 be i.i.d. Uniform[0,1] random variables. Find (approximately) the probability P[12 X3++Xx18
Let X1, X2, X3, . be a sequence of i.i.d. Uniform(0,1) random variables. Define the sequence Yn as Ymin(X1, X2,,Xn) Prove the following convergence results independently (i.e, do not conclude the weaker convergence modes from the stronger ones). d Yn 0. a. P b.Y 0. L 0, for all r 1 Yn C. a.s d. Y 0. Let X1, X2, X3, . be a sequence of i.i.d. Uniform(0,1) random variables. Define the sequence Yn as Ymin(X1, X2,,Xn) Prove the following...
Exercise 4 Let the Xc's be i.i.d. real random variables, uniform on [0,1]. What is the limit of (X3 +..+ X3)/(X1 .+Xn) as n -> co? In which sense?
Problem 1. (Bivariate Normal Distribution) Let Z1, Z2 be i.i.d. N(0,1) distributed random variables, and p be a constant between –1 and 1. define X1, X2 as: x3 = + VF5223X = v T14:21 - VF52 23 1) Show that, (X1, X2)T follows bivariate Normal distribution, find out the mean vector and the covariance matrix. 2) Write down the moment generating function, and show that when p= 0, X11X2.
Problem 2. (Conditional Distribution of MVN) Let Z1, Z2, Z3 be i.i.d. N(0,1) dis- tributed random variables, and set X1 = 21 – Z3 X2 = 2Z1 + Z2 – 223 X3 = -221 +3Z3 1) What distribution does X = (X1, X2, X3)T follow? Specific the parameters. 2) Find out P(X2 > 0|X1 + X3 = 0).
If X1, X2, and X3 are three independent Uniform random variables (Xi-Unif(0,1)) a) Use the convolution integral to find density function of Z-x1+X2+X3. b) What is E[Z]? independent Uniform random variables (Xi-Unifo,1): If X1, X2, and X3 are three independent Uniform random variables (Xi-Unif(0,1)) a) Use the convolution integral to find density function of Z-x1+X2+X3. b) What is E[Z]? independent Uniform random variables (Xi-Unifo,1):
4.) Let X1, X2 and X3 be independent uniform random variables on [0,1]. Write Y = X1 + X, and Z X2 + X3 a.) Compute E[X, X,X3]. (5 points) b.) Compute Var(x1). (5 points) c.) Compute and draw a graph of the density function fy (15 points)
Let X1,..., Xn be i.i.d. random variables. Find
3. Suppose that X1, X2, X3 be i.i.d. random variables with P(Xi 0) 2/5 and P(X 1) 3/5. Find the MGFof X, + X2 + X 3. 3. Suppose that X1, X2, X3 be i.i.d. random variables with P(Xi 0) 2/5 and P(X 1) 3/5. Find the MGFof X, + X2 + X 3.
39*. Let X1,... ,Xn be i.i.d. random variables. Find