16 in Images

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
icon
Concept explainers
Question

#16 in Images

 

Thank you

The image presents problems related to random variables (RVs) from an advanced probability textbook. Below is a detailed transcription and explanation of each problem:

### Problem 16
Let \( X \) and \( Y \) be two discrete random variables (RVs):

- \( P(X = x_1) = p_1 \)
- \( P(X = x_2) = 1 - p_1 \)
- \( P(Y = y_1) = p_2 \)
- \( P(Y = y_2) = 1 - p_2 \)

**Task:** Show that \( X \) and \( Y \) are independent if and only if the correlation coefficient between \( X \) and \( Y \) is 0.

### Problem 17
Let \( X \) and \( Y \) be dependent RVs with correlation coefficient \(\rho\).

**Task:** Show that:
\[
E \{\max(X, Y)\} \leq 1 + \sqrt{1 - \rho}
\]

### Problem 18
Let \( X_1, X_2 \) be independent normal RVs with density functions:
\[
f(x) = \frac{1}{\sigma \sqrt{2\pi}} \exp \left( -\frac{(x - \mu)^2}{2\sigma^2} \right)
\]

### Explanation
- Problem 16 focuses on understanding the concept of independence of discrete RVs and their correlation.
- Problem 17 involves calculating an expectation of the maximum of two dependent RVs and involves showing its relation to their correlation coefficient.
- Problem 18 introduces normal RVs and illustrates their probability density function, indicating the form of the Gaussian distribution.

This section helps students understand deeper statistical properties and dependencies between random variables using mathematical rigor.
Transcribed Image Text:The image presents problems related to random variables (RVs) from an advanced probability textbook. Below is a detailed transcription and explanation of each problem: ### Problem 16 Let \( X \) and \( Y \) be two discrete random variables (RVs): - \( P(X = x_1) = p_1 \) - \( P(X = x_2) = 1 - p_1 \) - \( P(Y = y_1) = p_2 \) - \( P(Y = y_2) = 1 - p_2 \) **Task:** Show that \( X \) and \( Y \) are independent if and only if the correlation coefficient between \( X \) and \( Y \) is 0. ### Problem 17 Let \( X \) and \( Y \) be dependent RVs with correlation coefficient \(\rho\). **Task:** Show that: \[ E \{\max(X, Y)\} \leq 1 + \sqrt{1 - \rho} \] ### Problem 18 Let \( X_1, X_2 \) be independent normal RVs with density functions: \[ f(x) = \frac{1}{\sigma \sqrt{2\pi}} \exp \left( -\frac{(x - \mu)^2}{2\sigma^2} \right) \] ### Explanation - Problem 16 focuses on understanding the concept of independence of discrete RVs and their correlation. - Problem 17 involves calculating an expectation of the maximum of two dependent RVs and involves showing its relation to their correlation coefficient. - Problem 18 introduces normal RVs and illustrates their probability density function, indicating the form of the Gaussian distribution. This section helps students understand deeper statistical properties and dependencies between random variables using mathematical rigor.
Expert Solution
trending now

Trending now

This is a popular solution!

steps

Step by step

Solved in 2 steps

Blurred answer
Knowledge Booster
Points, Lines and Planes
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman