A random variable X that has the characteristic function as shown below. eiw Px(@) 1+ 4w? 11) Prove that the mean of X= 1. 12) Find the value of the second moment of X. 13) Prove that the variance of X = 8. X is a Rayleigh random variable such that f x(x) = x e¯2. If the random variable transformation is made such that Y = X². 14) Find the PDF of Y fy(y). 15) Find the mean of Y.

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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A random variable X that has the characteristic function as shown below.
ejw
Px(@) =
%3D
1+ 4w?
11) Prove that the mean of X= 1.
12) Find the value of the second moment of X.
13) Prove that the variance of X = 8.
X is a Rayleigh random variable such that fx(x) = x e¯2. If the random variable
transformation is made such that Y = X².
14) Find the PDF of Y fy(y).
15) Find the mean of Y.
Transcribed Image Text:A random variable X that has the characteristic function as shown below. ejw Px(@) = %3D 1+ 4w? 11) Prove that the mean of X= 1. 12) Find the value of the second moment of X. 13) Prove that the variance of X = 8. X is a Rayleigh random variable such that fx(x) = x e¯2. If the random variable transformation is made such that Y = X². 14) Find the PDF of Y fy(y). 15) Find the mean of Y.
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