(a) P(X₁> 1) = P(X2 < 2) (b) Cov(X1, X2) = 0. (c) E(X₁ · X2) = E(X1) · E(X2) (d) P(X₁ > 0) = P(X2 > 0) (e) E ([×1-¹]²) = E ([×2−2]²)

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Let X_1 ∼ N (1, 1) and X_2 ∼ N (2, 4) be two normally distributed and statisti- cally independent random variables. Mark the INCORRECT item:

 

(a) P(X₁> 1) = P(X2 < 2)
(b) Cov(X1, X2) = 0.
(c) E(X₁ · X2) = E(X1) · E(X2)
(d) P(X₁ > 0) = P(X2 > 0)
(e) E ([×1-¹]²) = E ([×2−2]²)
Transcribed Image Text:(a) P(X₁> 1) = P(X2 < 2) (b) Cov(X1, X2) = 0. (c) E(X₁ · X2) = E(X1) · E(X2) (d) P(X₁ > 0) = P(X2 > 0) (e) E ([×1-¹]²) = E ([×2−2]²)
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