1. Suppose x, and x, are two independent random variables each with an exponential distribution; f (x,)=e ; x, 20 ; f (x,)=e ; x, 20. Let Y, X, +X, X, and Y; X, +X, A) Find the joint probability density function fy,y, (Y,,y,) and the two marginals fy, (y,), fy, (9;). B) Are Y, and Y, also independent, justify your answer. C) Find the mean value and the variance for both random variables Y, and Y,.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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1. Suppose x, and x, are two independent random variables each with an exponential
distribution; fy, (x,)=e** ; x, 20 ; f, (x,)=e ; x, 20. Let Y, = X, + X,
X,
and Y,=
X, +X,
A) Find the joint probability density function fyy, (y,,y;) and the two marginals
f, (y,), fy, (y2).
B) Are Y, and Y, also independent, justify your answer.
C) Find the mean value and the variance for both random variables Y, and Y,.
Transcribed Image Text:1. Suppose x, and x, are two independent random variables each with an exponential distribution; fy, (x,)=e** ; x, 20 ; f, (x,)=e ; x, 20. Let Y, = X, + X, X, and Y,= X, +X, A) Find the joint probability density function fyy, (y,,y;) and the two marginals f, (y,), fy, (y2). B) Are Y, and Y, also independent, justify your answer. C) Find the mean value and the variance for both random variables Y, and Y,.
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