Consider two random variables with the following pdfs: X ~ N(3, 4) Y~N (5,9) Suppose X and Y are independent. What is the pdf of the random variable Z=Y-X?

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 19E
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Consider two random variables with the following probability density functions (pdfs):

\[ X \sim \mathcal{N}(3, 4) \]

\[ Y \sim \mathcal{N}(5, 9) \]

Suppose \( X \) and \( Y \) are independent. What is the pdf of the random variable \( Z = Y - X \)?
Transcribed Image Text:Consider two random variables with the following probability density functions (pdfs): \[ X \sim \mathcal{N}(3, 4) \] \[ Y \sim \mathcal{N}(5, 9) \] Suppose \( X \) and \( Y \) are independent. What is the pdf of the random variable \( Z = Y - X \)?
Expert Solution
Step 1: Given information:

The random variables X and Yare independent. 

The pdf of random variables are, 
X space tilde N open parentheses mu subscript x equals 3 comma space sigma subscript x squared equals 4 close parentheses

Y space tilde N open parentheses mu subscript y equals 5 comma space sigma subscript y squared equals 9 close parentheses

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