(1) A continuous random variable W has p.d.f 2w, for 0

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please answer d-g of the question

**Problem (1)**

A continuous random variable \( W \) has a probability density function (p.d.f) given by:

\[ 
f(w) = 
\begin{cases} 
2w, & \text{for } 0 < w < 1 \\ 
0, & \text{otherwise}.
\end{cases} 
\]

Given \( W = w \), a random variable \( T \) has the conditional p.d.f:

\[ 
f(t|w) = 
\begin{cases} 
\frac{1}{w}, & \text{for } 0 < t < w; \\ 
0, & \text{otherwise}.
\end{cases} 
\]

Tasks:

(a) Find the joint p.d.f of \( W \) and \( T \), \( f(w, t) \).

(b) Find the marginal p.d.f. of \( T \).

(c) Find the mean of \( T \), \( \mu_T \).

(d) Find the variance of \( T \), \( \sigma_T^2 \).

(e) Given \( T = t \), find the conditional p.d.f. of \( W \), \( f(w|t) \).

(f) Find \( \mathbb{E}[W|t] \), for \( 0 < t < 1 \).

(g) Find \( \sigma^2_{W|t} \), for \( 0 < t < 1 \).
Transcribed Image Text:**Problem (1)** A continuous random variable \( W \) has a probability density function (p.d.f) given by: \[ f(w) = \begin{cases} 2w, & \text{for } 0 < w < 1 \\ 0, & \text{otherwise}. \end{cases} \] Given \( W = w \), a random variable \( T \) has the conditional p.d.f: \[ f(t|w) = \begin{cases} \frac{1}{w}, & \text{for } 0 < t < w; \\ 0, & \text{otherwise}. \end{cases} \] Tasks: (a) Find the joint p.d.f of \( W \) and \( T \), \( f(w, t) \). (b) Find the marginal p.d.f. of \( T \). (c) Find the mean of \( T \), \( \mu_T \). (d) Find the variance of \( T \), \( \sigma_T^2 \). (e) Given \( T = t \), find the conditional p.d.f. of \( W \), \( f(w|t) \). (f) Find \( \mathbb{E}[W|t] \), for \( 0 < t < 1 \). (g) Find \( \sigma^2_{W|t} \), for \( 0 < t < 1 \).
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