7. A simple example of changing variables.a) Let x1, x2 be independent random variables. Let-u₁ = x1 -X2,=U2 x1 + x2.Assume we are given.V=(στx10σ02x2= 5, σx2 = 3, and evaluate V',Find V', the error matrix for u₁ and u₂. Substitute in σx₁ = 5, σx2and hence σu₁ andՕ 2 •(b) Undoing the error propagation:u1 + u2X1 ="2ԱշԱլX2 =2What do you get for σ22, and σ22, (using the numerical values for σu₁ and биг found above)if you ignore correlations?x1X2Now use the correct matrix method to recover the expectedV =(25 00 9

Part (a): Finding the error matrix for u1 and u2 Given:x1 and x2 are independent random…

Answered: 7. A simple example of changing…

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter4: Eigenvalues And Eigenvectors

Section4.6: Applications And The Perron-frobenius Theorem

Problem 24EQ

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Let JO, J1,..., J4 independent random variables according to the Ber (r;) law, where i = 0, 1,..., 4, respectively. We define the random variables Xi = min {JO + Ji, 1}, for i = 1, 2, 3, (a) Find the law of Xi , for each i = 1, 2, 3, 4. (b) Find the law of (X1, X2, X3, X4).
Suppose that the random variables X and Y are independent with Var(X)=8 and Var(Y)=6. Calculate Var(5X−7Y+17)
Let X1, X2, X3 be random variables each having a mean u and variance o. Further, Cov(X1, X2) = 2, Cov(X1.X3) = 3 and Cov(X2, X3) = 1 Define U = 2X1 – X2 + 4 X3 Solve for the mean and standard deviation of U.
Suppose X₁, X2, ..., X₁ are independent random variables and have CDF F(x). Find the CDF of Y = min{X₁, X₂,, Xn} and Z = max{X₁, X₂, ···‚ Xn}.
show all solution 1. Suppose X is a random variable with E(X2)=10 and E(X)=2. Find the following: a) E(2X + 5) b) Var(X) c) Var(2X + 5) d) Var(2X – 5)
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Let X1, X2, and X3 be independent random variables such that E(X1) ‚E(X2) and E(X3) Further, suppose that Var(X1) = 5, Var(X2) = 10, and Var(X3) = 15. 1.) Compute E(TX1 + 4X2 + V3X3+ 15) 2.) Compute Var(/2X1 + V3X2 + 7X3+
Let X1, X2, X3 be random variables such that V ar(X1) = 5, V ar(X2) = 4,V ar(X3) = 7, cov(X1, X2) = 3, cov(X1, X3) = −2 and X2 and X3 are independent. Findthe covariance between Y1 = X1 − 2X2 + 3X3 and Y2 = −2X1 + 3X2 + 4X3
X1 and X2 are two discrete random variables, while the X1 random variable takes the values x1 = 1, x1 = 2 and x1 = 3, while the X2 random variable takes the values x2 = 10, x2 = 20 and x2 = 30. The combined probability mass function of the random variables X1 and X2 (pX1, X2 (x1, x2)) is given in the table below a) Find the marginal probability mass function (pX1 (X1)) of the random variable X1.b) Find the marginal probability mass function (pX2 (X2)) of the random variable X2.c) Find the expected value of the random variable X1.d) Find the expected value of the random variable X2.e) Find the variance of the random variable X1.f) Find the variance of the random variable X2.g) pX1 | X2 (x1 | x2 = 10) Find the mass function of the given conditional probability.h) pX2 | X1 (x2 | x1 = 2) Find the mass function of the given conditional probability.i) Are the random variables X1 and X2 independent? Show it. The combined probability mass function of the random variables X1 and X2 is below
Let X and Y be two random variables such that Cov(X.Y) = -3 . Then %3D O None of these O cov(-3X+5,-3Y+5)=-18 cov(3X+5,-2Y+5)=18 O cov(5X+3,-2Y-2)=-20
Let U, V be two uniform independent random variables on [0, 2]. (a) Given U = 1, find the conditional expectation of 3U + 4V. (b) Given U = 1, find the conditional expectation of 3eU+V. (c) Given U = 1, find the conditional variance of 3U + 4V. (d) Given U + V = 3, find the conditional expectation of U - V and 3U + 4V. (Hint: consider the map g(u, v) = (u - v, u + v).)

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