Let X Beta(a, B) andY Beta distribution pdf: fx (x) = caª-1(1 – x)8–1 for x E (0, 1) and parameters a > 0, ß > 0, T(a + 8) Г(а)Г(3) where c is a normalizing constant equal to (Recall that I(z +1) = zr(2) 2(2 — 1) Г(г — 1) %3D..) = Question part 2: What is E[X³]?

MATLAB: An Introduction with Applications
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1
Beta(a, B) and Y :
X
Let X ~
Beta distribution pdf:
fx (x) = caº-1(1 – x)8–1
for x E (0, 1) and parameters a > 0, ß > 0,
T(a + B)
where c is a normalizing constant equal to
T(a)r(B)
(Recall that I'(z + 1) = zr(z) = z(z – 1)T(z – 1) =...)
-
Question part 2:
What is E[X³]?
hint: use the kernel trick.
O We do not have enough information to answer this question.
( α +2) (α + 1)α
(a + B+ 2)(a + ß+ 1)(a + B)
(a + B)3
Ο r(α+β+ 3)
r(α+ 3)Γ(β)
Transcribed Image Text:1 Beta(a, B) and Y : X Let X ~ Beta distribution pdf: fx (x) = caº-1(1 – x)8–1 for x E (0, 1) and parameters a > 0, ß > 0, T(a + B) where c is a normalizing constant equal to T(a)r(B) (Recall that I'(z + 1) = zr(z) = z(z – 1)T(z – 1) =...) - Question part 2: What is E[X³]? hint: use the kernel trick. O We do not have enough information to answer this question. ( α +2) (α + 1)α (a + B+ 2)(a + ß+ 1)(a + B) (a + B)3 Ο r(α+β+ 3) r(α+ 3)Γ(β)
„part 4:
what is Cov[X,Y]? (again, assume that a > 1)
° 2-2,() -0
a + B)
a + B
O, since they are independent
01-()
a + B – 1
( α-1) (α + β)
a + B
- 1
0, since X and Y are functions of each other.
Transcribed Image Text:„part 4: what is Cov[X,Y]? (again, assume that a > 1) ° 2-2,() -0 a + B) a + B O, since they are independent 01-() a + B – 1 ( α-1) (α + β) a + B - 1 0, since X and Y are functions of each other.
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