Let the sample space S be the triangle with corners (0,0), (1,0), (0,1) with a uniform probability measure. Define random variables X and Y on S by: X((x, y)) = x and Y((x, y)) = y. a. Find fxy(x, y) b. Find fxy(xly) c. Find_E[X|Y = y] (your answer will be a function of y) d. Find Var[XY = y] (your answer will be a function of y) e. Find fy(y) f. Find E[Var[X[Y]} g. Find Var [ELX|Y]]

A First Course in Probability (10th Edition)
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Chapter1: Combinatorial Analysis
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Let the sample space \( S \) be the triangle with corners \((0,0)\), \((1,0)\), \((0,1)\) with a uniform probability measure. Define random variables \( X \) and \( Y \) on \( S \) by: \( X((x,y)) = x \) and \( Y((x,y)) = y \).

a. Find \( f_{XY}(x, y) \)

b. Find \( f_{X|Y}(x|y) \)

c. Find \( E[X|Y = y] \) (your answer will be a function of \( y \))

d. Find \( Var[X|Y = y] \) (your answer will be a function of \( y \))

e. Find \( f_Y(y) \)

f. Find \( E[Var[X|Y]] \)

g. Find \( Var[E[X|Y]] \)
Transcribed Image Text:Let the sample space \( S \) be the triangle with corners \((0,0)\), \((1,0)\), \((0,1)\) with a uniform probability measure. Define random variables \( X \) and \( Y \) on \( S \) by: \( X((x,y)) = x \) and \( Y((x,y)) = y \). a. Find \( f_{XY}(x, y) \) b. Find \( f_{X|Y}(x|y) \) c. Find \( E[X|Y = y] \) (your answer will be a function of \( y \)) d. Find \( Var[X|Y = y] \) (your answer will be a function of \( y \)) e. Find \( f_Y(y) \) f. Find \( E[Var[X|Y]] \) g. Find \( Var[E[X|Y]] \)
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The area of the triangle formula is,

A r e a equals 1 half b h space
b equals b a s e
h equals h e i g h t

The formula to calculate f subscript X vertical line Y end subscript left parenthesis x vertical line y right parenthesis is,

 f subscript X vertical line Y end subscript left parenthesis x vertical line y right parenthesis equals fraction numerator f subscript X Y end subscript left parenthesis x y right parenthesis over denominator f subscript Y left parenthesis y right parenthesis end fraction

The conditional expectation of X|Y=y is ,

E left parenthesis X vertical line Y equals y right parenthesis equals integral subscript X space x asterisk times f subscript X vertical line Y end subscript left parenthesis x vertical line y right parenthesis space d x

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