Let xi be independent. E(xi)=0. Var(xi)= sigma ^2 Cov(x,y) = E(XY) - ExEy Use this fact...
Let X and Y be two independent random variables. Show that Cov (X, XY) = E(Y) Var(X).
X and z are independent. Var(x)=1 ; Var(z) = sigma ^2. E(z)= 0 and y= ax+b+z I) cov(x,y)= ? ii) corr(x,y)=? dependent Varvane 2.
Central Limit Theorem: let x1,x2,...,xn be I.I.D. random variables with E(xi)= U Var(xi)= (sigma)^2 defind Z= x1+x2+...+xn the distribution of Z converges to a gaussian distribution P(Z<=z)=1-Q((z-Uz)/(sigma)^2) Use MATLAB to prove the central limit theorem. To achieve this, you will need to generate N random variables (I.I.D. with the distribution of your choice) and show that the distribution of the sum approaches a Guassian distribution. Plot the distribution and matlab code. Hint: you may find the hist() function helpful
You may use the following facts to answer the questions below Fact 1: Suppose that Xi. . . . , X, are independent and X.* GAM (θ.k.) for -1 -1 Fact 2: If Y GAM(0,n aYGAM(ab,n) for any number a >0 1. Suppose that V-GAM(1m) and let lPa θν, where θ > 0. (a) Show that, for any given positive number a, P> a) is an increasing function of (b) What is the probability distribution of W? (c) Would you...