(2) The joint p.d.f of the random variables X and Y is e-x-y, x>0, y > 0, { f(x, y)= 0, otherwise. (a) Find the marginal p.d.f.s of X and Y. (b) Find the mean of X, μx and the mean of Y, µy. (c) Find the variance of X, o and the variance of Y, oz. (d) Given Y = y, find the conditional p.d.f. of X, f(x|y). (e) Find E[X|y], for 0 < y. (f) Find o, for 0

MATLAB: An Introduction with Applications
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please make sure to answer questions b,e,f

### Problem Statement

**(2)** The joint probability density function (p.d.f) of the random variables \(X\) and \(Y\) is given by:

\[
f(x, y) = 
\begin{cases} 
e^{-x - y}, & x > 0, y > 0, \\ 
0, & \text{otherwise}.
\end{cases}
\]

**Tasks:**

(a) Find the marginal p.d.f.s of \(X\) and \(Y\).

(b) Find the mean of \(X\), \(\mu_X\), and the mean of \(Y\), \(\mu_Y\).

(c) Find the variance of \(X\), \(\sigma_X^2\), and the variance of \(Y\), \(\sigma_Y^2\).

(d) Given \(Y = y\), find the conditional p.d.f. of \(X\), \(f(x|y)\).

(e) Find \(E[X|y]\), for \(0 < y\).

(f) Find \(\sigma_X^2|y\), for \(0 < y\).

(g) Find the covariance \(C[X, Y]\).
Transcribed Image Text:### Problem Statement **(2)** The joint probability density function (p.d.f) of the random variables \(X\) and \(Y\) is given by: \[ f(x, y) = \begin{cases} e^{-x - y}, & x > 0, y > 0, \\ 0, & \text{otherwise}. \end{cases} \] **Tasks:** (a) Find the marginal p.d.f.s of \(X\) and \(Y\). (b) Find the mean of \(X\), \(\mu_X\), and the mean of \(Y\), \(\mu_Y\). (c) Find the variance of \(X\), \(\sigma_X^2\), and the variance of \(Y\), \(\sigma_Y^2\). (d) Given \(Y = y\), find the conditional p.d.f. of \(X\), \(f(x|y)\). (e) Find \(E[X|y]\), for \(0 < y\). (f) Find \(\sigma_X^2|y\), for \(0 < y\). (g) Find the covariance \(C[X, Y]\).
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