Let f(x,y) = {k(x + 4y) ,0
Q: Determine the variance of Z.
A: Helpful formulas (i)VaX=a2VX(ii)VC=0,where c is the constant(iii)VaX+ bY=a2VX+ b2VY
Q: The mean vector and the correlation matrix of random vector X is given by 2 -1.6 5 1.5 0 [ -4.8 5…
A: Given information is,Mean vector E[X]:E[X]=Covariance matrix :Correlation coefficient is,Where, is…
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A: “Since you have asked multiple question, we will solve the first question for you. If you want any…
Q: f(x, y) y 1 3 1 0.05 0.05 0.00 2 0.05 0.10 03 3 0.10 0.35 0.10
A: The table is as follows x f(x,y) 1 2 3 h(y) 1 0.05 0.05 0.1 0.2 y 3 0.05 0.1…
Q: Let X1, X2, X3 be i.i.d. random variables N(0, 1). Show that Y1 = X1+8X3 and Y2 = X2+8X3 have…
A: Solution: ut x1 x2 , x3 iid ~N(u=0, α2=1) ut Y1 = x1 +δ x3 & y2= x2+δx3…
Q: Determine the value of c and the covariance and correlation for the joint probability mass function…
A: A probability mass function satisfies f(x,y )>0 ∑∑f(x,y) =1
Q: Let X be a Gaussian random variable with zero mean and variance equal to 2. 1-Find the probability…
A: It is given that, X be a Gaussian random variable with zero mean and variance equal to 2. That is,…
Q: Consider the two random variable X and Y. They have the following joint probability mass function: 1…
A: The correlation of X and Y is represented by the coefficient of correlation. For two random…
Q: Let X and Y be statistically independent random variables with Var(X) = 4 and Var(Y) = 10. We do not…
A: The provided information is as follows:. and are independent random variables..
Q: For the cumulative distribution function, find a. U b. P(x> 2) c. F(x= 6) d. P(x = 6) e. f(x = 4) f.…
A: The cumulative distribution function:
Q: he expected value of g(X,Y) = XY. Determine the covariance of X and Y. Determin
A: x f(x,y) 1 2 3 h(y) y 1 0.05 0.05 0.1 0.2 2 0.05 0.1 0.35 0.5 3 0 0.2 0.1 0.3 g(x)…
Q: Let Y₁, Y₂ follow a Dirichlet distribution with parameters 6, 4, and 3. Find the probability…
A: Let's and follow a Dirichlet distribution with parameters . The properties of the Dirichlet…
Q: A person is interested in constructing a portfolio. Two stocks are being considered. Let x = percent…
A: "Since, you have posted a question with multiple sub-parts, we'll solve the first three. To get the…
Q: Suppose X and Y have joint probability density function [C(x²+y²), _if0<x<y<1, otherwise. f(x, y) =…
A: The formula to calculate the expected value of x is,The formula to calculate variance of x is,
Q: function: 3y2 ;-1< y< 1 f(y) = 0; Otherwise Compute the Variance of Y. That is, compute Var(Y).…
A: Given,f(y)=3y22; -1<y<10; otherwise
Q: X and Y are two random variables with E(X) = 5, E(Y) = 10, o? = 4 and o = 9 respectively. The…
A: Given, E(X) = 5, E(Y) = 10 Var(X) = σX2 =4, Var(Y) = σY2 = 9 So, sd(X) = σX = 4 =2sd(Y) = σY = 9…
Q: Let X1, X2 be independent Exp(1) random variables. Let U = X1 + X2, V = X1– X2. (a) What is the…
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Q: Determine the value of c and the covariance and correlation for the joint probability mass function…
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Q: Sk(x + 4y) ,0 <x < 2, 0 < y < 1 ,otherwise Let f(x,y) = be the joint probability density of X and Y.
A: From the given information, f(x, y)=k(x+4y), 0<x<2, 0<y<1 The value of k is obtained…
Q: Calculate the covariance and correlation between X and Y. dint: Use the computational formula to…
A: Solution: The joint PMF of (X, Y) value of Y 14 22 30 40 65 Total Value of X 1 0.02…
Q: a JPDF f(x,y) = 8/81 xy for 0<x<3 and 0<y<x. Let V(X) = 5.76 and V(Y) = 2.56 Find the correlation…
A: Solution:f(x,y) = 818 where, 0 < y < x & 0 < x < 3 So,E[xy] =…
Q: Random variables X and Y have the joint PMF with a constant k P(x, y) = }"0. Skxy, x = 1,4; y = 1,3…
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Q: Find the expected value for the variance of the random variablé R=32-4y-5, if the standard deviation…
A: Solution: Given information: σz= 2 Population standard deviation of z σ y= 4 Population standard…
Q: Three random variables X₁, X₂, X3 have equal variances o2 and coefficient of correlation between X₁…
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Q: Show that their covariance is Cry=a o where oy is the variance of X
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Q: Suppose the random variable X follows an Inverse Gaussian distribution with parameters u and 0. Use…
A: From the given information, the random variable X follows an Inverse Gaussian distribution with…
Q: 7. Suppose X and Y are independent random variables. Y a. What is the correlation coefficient of X…
A: X and Y are independent random variable. So, Cov(X,Y) = 0 a. We need to find the correlation…
Q: A random variable has density function f(x)= = 1.6 1.2x, for 0 ≤ x ≤ 1. a) Calculate the variance of…
A: given function is f(x)=1.6−1.2x for
Q: Let Xand Y be two continuous random variables with joint probability density 3x function given by:…
A: The given value are EX=34, EX2=35, EY=38, EY2=15 and EXY=310.
Q: Suppose that X1, X2,...,Xn represent a random sample from a normal distribution with mean, µand a…
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Q: Pb (Z = z) = B (8.25z - z2) with z E {1, 2, ......, 5}. Find the mean and variance of Z using…
A: Solution
Q: #3. Let X, Y and Z be random variables with V(X) = 8, V(Y) = 14, V(Z) = 10, Cov(X,Y) = 3, and…
A: X,Y,Z are random variables with V(X) = 8, V(Y) = 14, V(Z) = 10, Cov(X,Y) = 3 and, Cov(Y,Z) = -2 X…
Q: the joint density: fX,Y(x,y) = 2−x−y, for 0<x<1, 0<y<1 0,…
A: Dear students as per guidelines we answer the first three subparts only.
Q: Let fx(x) denote the PDF of X, evaluate fy (y), the PDF of Y = -X – b, in terms of fx(x). %3D a
A: Hello! As you have posted 2 different questions, we are answering the first question. In case you…
Q: 9. Let the probability distribution function of X be defined by: = { a ()", x= 0, 1, 2, 3, 0, p(x)…
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Q: i. Show that f(x, a, ß) is a distribution ii. Find E(X)
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Q: Let random variable X be uniformly distributed on the interval [-T, π]. We define random variables Y…
A: Solution: From the given information, X follows uniform distribution with parameters a = π and b =…
Q: W= X+ 3Y Find the (c) correlations (d) correlation coefficient of V and W
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- 3. Let X and Y have thejoint pmf given by 1 2 3 4 Y 2 0.10 0.20 0.30 0.05 1 0.05 0.05 0.15 0.10 Find the means µx and µy, the variances o? and o?, and the correlation p.Use what you know about order statistics to show that for the random sample of size n = 3 the median is an unbiased estimator of the parameter θ of a uniform population with α = θ − 1/2 and β = θ + 1/2.d, e, f
- (a) What is the mean of 6W? (b) Assume that X and Y are independent. What is the variance of 6W? (c) Now assume that Cov(X,Y) = −1.7. What is the variance of 6W?In the table below x denotes the X-Tract Company’s projected annual profit (in $1,000). The table also shows the probability of earning that profit. The negative value indicates a loss. x f(x) x = profit -100 0.01 f(x) = probability -200 0.04 0 100 0.26 200 0.54 300 0.05 400 0.02 9 What is the variance of profit? a 10,187 b 10,667 c 11,170 d 11,696Cov(X,Y) 1) The correlation of two random variables X and Y, usually written as p(X,Y)= Var (X)Var (Y) where Cov(...) is the covariance and Var(.) is the variance of random variables. Let X be a uniform random variable on the interval [0; 1], and let Y = X2. Find the correlation between X and Y.
- Let X have beta distribution with a =2 and B = 3. Then the mean and the variance of X, respectively, are Select one: O a. 0.04 and 04 O b. 0.02 and 0.04 O c. 0.4 and 0.04 O d. 0.4 and 0.20 The weekly downtime Y (in hours) for a certain industrial machine has approximately gamma distribution a =3 and B =2. The loss, in dollars, to the industrial operation as a result of this downtime is given by L = 30Y+2Y?. Find the expected value of L. Select one: O a. 180 O b. 98 Oc. 36 O d. 276 The length X to complete a certain key task in house construction is exponentially distributed with mean of 5 hours. The cost of completing this task is C = 10+20x2, Find the expected cost. Select one: O a. 1000 O b. 1010 O c. 510 O d. 500 sum of the dead load plus the The total sustained load on the concrete footing of a planned building is occupancy load. Suppose that the dead load X, has a gamma distribution with a = 10 and B= 30, whereas the occupancy load, X2 also has exponential distribution with e =…Let X and Y be independent Gaussian random variables, each distributed according to (0, σ2). 1. Find the joint density function of the random variables Z = X + Y and W = 2X −Y . What is the correlation coefficient between these two random variablesFind the marginal probabilities of each random variable X and Y in thefollowing table:- Compute the covariance and the correlation of these two random variables.
- Suppose X and Y are two independent variables with variance 1. Let Z = X+bY where b > 0. If Cor(Z, Y ) = 1/2, what is the value of b?Please do all parts and please show step by stepThe discrete random variables X and Y have the following joint probability function Y 0 1 2 1 1/20 2/20 3/20 X 2 2/20 1/20 4/20 3 3/20 1/20 3/20