3-1.1 Two random variables have a joint probability distribution function defined by F(x,y) = 0 = xy = 1 a) Sketch this distribution function. x < 0, y < 0 0≤x≤1, 0 ≤ y ≤1 x > 1, y > 1 b) Find the joint probability density function and sketch it. c) Find the joint probability of the event X ≤ and Y > 3-1.4 Let X be the outcome from rolling one die and Y the outcome from rolling a second die. a) Find the joint probability of the event X ≤ 3 and Y > 3. b) Find E[XY]. c) Find E[] 3-4.3 A random variable X has a variance of 9 and a statistically independent random variable Y has a variance of 25. Their sum is another random variable Z = X + Y. Without assuming that either random variable has zero mean, find a) the correlation coefficient for X and Y b) the correlation coefficient for Y and Z c) the variance of Z. 3-7.1 A random variable X has a probability density function of the form fx(x) = e-xu(x) and an independent random variable Y has a probability density function of fr (y) = 3e-3 u(y) Using characteristic functions, find the probability density function of Z = X +Y.
3-1.1 Two random variables have a joint probability distribution function defined by F(x,y) = 0 = xy = 1 a) Sketch this distribution function. x < 0, y < 0 0≤x≤1, 0 ≤ y ≤1 x > 1, y > 1 b) Find the joint probability density function and sketch it. c) Find the joint probability of the event X ≤ and Y > 3-1.4 Let X be the outcome from rolling one die and Y the outcome from rolling a second die. a) Find the joint probability of the event X ≤ 3 and Y > 3. b) Find E[XY]. c) Find E[] 3-4.3 A random variable X has a variance of 9 and a statistically independent random variable Y has a variance of 25. Their sum is another random variable Z = X + Y. Without assuming that either random variable has zero mean, find a) the correlation coefficient for X and Y b) the correlation coefficient for Y and Z c) the variance of Z. 3-7.1 A random variable X has a probability density function of the form fx(x) = e-xu(x) and an independent random variable Y has a probability density function of fr (y) = 3e-3 u(y) Using characteristic functions, find the probability density function of Z = X +Y.
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 9E
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Question
![3-1.1 Two random variables have a joint probability distribution function defined by
F(x,y) = 0
= xy
= 1
a) Sketch this distribution function.
x < 0, y < 0
0≤x≤1, 0 ≤ y ≤1
x > 1, y > 1
b) Find the joint probability density function and sketch it.
c) Find the joint probability of the event X ≤ and Y >
3-1.4 Let X be the outcome from rolling one die and Y the outcome from rolling a second die.
a) Find the joint probability of the event X ≤ 3 and Y > 3.
b) Find E[XY].
c) Find E[]
3-4.3 A random variable X has a variance of 9 and a statistically independent random variable Y
has a variance of 25. Their sum is another random variable Z = X + Y. Without assuming that
either random variable has zero mean, find
a) the correlation coefficient for X and Y
b) the correlation coefficient for Y and Z
c) the variance of Z.
3-7.1 A random variable X has a probability density function of the form
fx(x) = e-xu(x)
and an independent random variable Y has a probability density function of
fr (y) = 3e-3 u(y)
Using characteristic functions, find the probability density function of Z = X +Y.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Ff82ce977-5ef0-48ad-bbc6-4a75120837af%2Fad628063-13fa-430f-bc29-e1d246053527%2Fjcp1uuc_processed.png&w=3840&q=75)
Transcribed Image Text:3-1.1 Two random variables have a joint probability distribution function defined by
F(x,y) = 0
= xy
= 1
a) Sketch this distribution function.
x < 0, y < 0
0≤x≤1, 0 ≤ y ≤1
x > 1, y > 1
b) Find the joint probability density function and sketch it.
c) Find the joint probability of the event X ≤ and Y >
3-1.4 Let X be the outcome from rolling one die and Y the outcome from rolling a second die.
a) Find the joint probability of the event X ≤ 3 and Y > 3.
b) Find E[XY].
c) Find E[]
3-4.3 A random variable X has a variance of 9 and a statistically independent random variable Y
has a variance of 25. Their sum is another random variable Z = X + Y. Without assuming that
either random variable has zero mean, find
a) the correlation coefficient for X and Y
b) the correlation coefficient for Y and Z
c) the variance of Z.
3-7.1 A random variable X has a probability density function of the form
fx(x) = e-xu(x)
and an independent random variable Y has a probability density function of
fr (y) = 3e-3 u(y)
Using characteristic functions, find the probability density function of Z = X +Y.
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