Let X and Y be independent, identically distributed RVs with the stan- dard normal PDF S(x) = xER. Find the joint PDF of U = X + Y and V = X – Y. Show that U and V are independent and write down the marginal distribution for U and V. Let if X > 0. Z= -\Yl. if X < 0. By finding F(Zs:) for :< 0 and :> 0, show that Z has a standard normal distribution. Explain briefly why the joint distribution of X and Z is not bivariate normal.
Let X and Y be independent, identically distributed RVs with the stan- dard normal PDF S(x) = xER. Find the joint PDF of U = X + Y and V = X – Y. Show that U and V are independent and write down the marginal distribution for U and V. Let if X > 0. Z= -\Yl. if X < 0. By finding F(Zs:) for :< 0 and :> 0, show that Z has a standard normal distribution. Explain briefly why the joint distribution of X and Z is not bivariate normal.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
![Let X and Y be independent, identically distributed RVs with the stan-
dard normal PDF
S(x) =
Find the joint PDF of U = X + Y and V = X – Y. Show that U and V are independent
and write down the marginal distribution for U and V. Let
Jırı.
if X > 0,
Z=
(-\Yl. if X <0.
By finding P(Zs:) for :< 0 and :>0, show that Z has a standard normal distribution.
Explain briefly why the joint distribution of X and Z is not bivariate normal.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Ffacf69e3-51bb-48b7-b7df-29d15d7b0e75%2Fa9492337-c92d-4d3f-a657-cf24196715d2%2F5dbwf95_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Let X and Y be independent, identically distributed RVs with the stan-
dard normal PDF
S(x) =
Find the joint PDF of U = X + Y and V = X – Y. Show that U and V are independent
and write down the marginal distribution for U and V. Let
Jırı.
if X > 0,
Z=
(-\Yl. if X <0.
By finding P(Zs:) for :< 0 and :>0, show that Z has a standard normal distribution.
Explain briefly why the joint distribution of X and Z is not bivariate normal.
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