1 Let (X₁, X₂) be jointly continuous with joint probability density function f(x₁, x2) = x1 0 < x₂ < x₁ <1, otherwise. 1(i.) Sketch(Shade) the support of (X₁, X₂). 1(ii.) Find the marginal density function of X₁. 1(iii.) Find the marginal density function of X₂. 21(iv.) Find E[X₁]. 21(v.) Find E[X₂]. 1(vi.) Find the conditional density of X₂ given X₁ = ₁, i.e., fx₂|X₁ (x2|x1). 1(vii.) Find the conditional expectation of X₂ given X₁ = ₁, i.e. E[X2|X₁ = £1]. 21(viii.) What is E[X₂|X₁]? Using the property of conditional expectation, verify that E[X₂] is the same as the one ob 21(v.). 1(ix.) Using the joint density directly, find E[X₂] and verify that it is the same as obtained Q1(v.) and Q1 (viii.). 21(x.) Using the joint density directly, find EX₁ - X₂]. 1(xi.) Using the joint density directly, find E[X₁ X₂], and the Cov(X₁, X₂).
1 Let (X₁, X₂) be jointly continuous with joint probability density function f(x₁, x2) = x1 0 < x₂ < x₁ <1, otherwise. 1(i.) Sketch(Shade) the support of (X₁, X₂). 1(ii.) Find the marginal density function of X₁. 1(iii.) Find the marginal density function of X₂. 21(iv.) Find E[X₁]. 21(v.) Find E[X₂]. 1(vi.) Find the conditional density of X₂ given X₁ = ₁, i.e., fx₂|X₁ (x2|x1). 1(vii.) Find the conditional expectation of X₂ given X₁ = ₁, i.e. E[X2|X₁ = £1]. 21(viii.) What is E[X₂|X₁]? Using the property of conditional expectation, verify that E[X₂] is the same as the one ob 21(v.). 1(ix.) Using the joint density directly, find E[X₂] and verify that it is the same as obtained Q1(v.) and Q1 (viii.). 21(x.) Using the joint density directly, find EX₁ - X₂]. 1(xi.) Using the joint density directly, find E[X₁ X₂], and the Cov(X₁, X₂).
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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![Q1 Let (X₁, X₂) be jointly continuous with joint probability density function
"
f(x1, x₂) = x1
0< x₂ < x₁ <1,
otherwise.
Q1(i.) Sketch(Shade) the support of (X₁, X₂).
Q1(ii.) Find the marginal density function of X₁.
Q1(iii.) Find the marginal density function of X₂.
Q1(iv.) Find E[X₁].
Q1(v.) Find E[X₂].
Q1(vi.) Find the conditional density of X₂ given X₁ = x₁, i.e., ƒx₂|X₁ (x2|x1).
Q1(vii.) Find the conditional expectation of X₂ given X₁ = x₁, i.e. E[X2|X₁ = x1].
Q1(viii.) What is E[X₂|X₁]? Using the property of conditional expectation, verify that E[X₂] is the same as the one obtained in part
Q1(v.).
Q1(ix.) Using the joint density directly, find E[X₂] and verify that it is the same as obtained Q1 (v.) and Q1(viii.).
Q1(x.) Using the joint density directly, find EX₁ - X₂].
Q1(xi.) Using the joint density directly, find E[X₁ X₂], and the Cov(X₁, X₂).](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Faf4d5614-e5fa-4399-aabc-c345eeef0588%2F754082d4-ab39-4dc8-addb-9844108ff738%2F9bct6ye_processed.png&w=3840&q=75)
Transcribed Image Text:Q1 Let (X₁, X₂) be jointly continuous with joint probability density function
"
f(x1, x₂) = x1
0< x₂ < x₁ <1,
otherwise.
Q1(i.) Sketch(Shade) the support of (X₁, X₂).
Q1(ii.) Find the marginal density function of X₁.
Q1(iii.) Find the marginal density function of X₂.
Q1(iv.) Find E[X₁].
Q1(v.) Find E[X₂].
Q1(vi.) Find the conditional density of X₂ given X₁ = x₁, i.e., ƒx₂|X₁ (x2|x1).
Q1(vii.) Find the conditional expectation of X₂ given X₁ = x₁, i.e. E[X2|X₁ = x1].
Q1(viii.) What is E[X₂|X₁]? Using the property of conditional expectation, verify that E[X₂] is the same as the one obtained in part
Q1(v.).
Q1(ix.) Using the joint density directly, find E[X₂] and verify that it is the same as obtained Q1 (v.) and Q1(viii.).
Q1(x.) Using the joint density directly, find EX₁ - X₂].
Q1(xi.) Using the joint density directly, find E[X₁ X₂], and the Cov(X₁, X₂).
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