Check that the standard normal PDF p(x)=e-r²/v2™ satisfies the equation I xp(x)dx = p(y). y>0. By using this equation and sin x= ,' cos ydy, or otherwise, prove that if X is an N(0, 1) random variable, then (Ecos X) < Var (sin X) < E(cos X).
Check that the standard normal PDF p(x)=e-r²/v2™ satisfies the equation I xp(x)dx = p(y). y>0. By using this equation and sin x= ,' cos ydy, or otherwise, prove that if X is an N(0, 1) random variable, then (Ecos X) < Var (sin X) < E(cos X).
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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