4.1. Suppose X and Y are independent random variables, which are jointly continuous. 1. Show carefully that the distribution of 'X + Y given X = x' is equal to the distribution of the random variable x +Y. Hint: Consider the change of variables h(x, y) = (x,x+y). 2. Suppose X and Y each have an exponential distribution with parameter a, find the joint p.d.f of X and X + Y. 3. In the situation of (ii) above calculate E[X | X + Y].
4.1. Suppose X and Y are independent random variables, which are jointly continuous. 1. Show carefully that the distribution of 'X + Y given X = x' is equal to the distribution of the random variable x +Y. Hint: Consider the change of variables h(x, y) = (x,x+y). 2. Suppose X and Y each have an exponential distribution with parameter a, find the joint p.d.f of X and X + Y. 3. In the situation of (ii) above calculate E[X | X + Y].
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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![4.1. Suppose X and Y are independent random variables, which are jointly continuous.
x' is equal to the distribution
1. Show carefully that the distribution of 'X + Y given X
of the random variable à +Y.
Hint: Consider the change of variables h(x, y) = (x,x+y).
=
2. Suppose X and Y each have an exponential distribution with parameter a, find the joint
p.d.f of X and X + Y.
3. In the situation of (ii) above calculate E[X | X + Y].](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F7baeaa15-61e1-432e-bbb5-90e0c7129e22%2Fe5d82d27-b8a1-45b7-9fef-45ab0cf677cc%2Fgzvmk5c_processed.png&w=3840&q=75)
Transcribed Image Text:4.1. Suppose X and Y are independent random variables, which are jointly continuous.
x' is equal to the distribution
1. Show carefully that the distribution of 'X + Y given X
of the random variable à +Y.
Hint: Consider the change of variables h(x, y) = (x,x+y).
=
2. Suppose X and Y each have an exponential distribution with parameter a, find the joint
p.d.f of X and X + Y.
3. In the situation of (ii) above calculate E[X | X + Y].
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Step 1: Write the given information.
VIEWStep 2: Determine the density function X and Y along with transformation.
VIEWStep 3: Determine the joint probability distribution function of X and Y.
VIEWStep 4: Determine the joint probability distribution function of X and X + Y.
VIEWStep 5: Determine the conditional expectation of E[X|X+Y].
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