Mean and Variance of a Mixture Recall that X follows a mixture of two Gaussians if and only if X = ZX1 + (1 – Z) X2 where Z ~ Ber (1), X1 ~ N (41,0}), X2 ~ N (42, 03) and Z is independent of X1 and X2. Assume that 41 = 0, 42 = 1 and of = o =1 and T = 1/4. Note that r here is not the constant 3.14... What is the expected value of X? E [X] = What is the variance of X? Var (X) = For the above computations, do you have to assume that X1 is independent of X2? Yes No
Mean and Variance of a Mixture Recall that X follows a mixture of two Gaussians if and only if X = ZX1 + (1 – Z) X2 where Z ~ Ber (1), X1 ~ N (41,0}), X2 ~ N (42, 03) and Z is independent of X1 and X2. Assume that 41 = 0, 42 = 1 and of = o =1 and T = 1/4. Note that r here is not the constant 3.14... What is the expected value of X? E [X] = What is the variance of X? Var (X) = For the above computations, do you have to assume that X1 is independent of X2? Yes No
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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![Mean and Variance of a Mixture
Recall that X follows a mixture of two Gaussians if and only if
X = ZX1 + (1 – Z) X2
where Z - Ber (7), X1 ~ N (µ1, 0}), X, ~ N (H2, 03) and Z is independent of X1 and X2.
Assume that 41 = 0, µ2 = 1 and of = o = 1 and 7 = 1/4.
%3D
Note that r here is not the constant 3.14...
What is the expected value of X?
E[X] =
What is the variance of X?
Var (X) =
For the above computations, do you have to assume that X1 is independent of X2?
Yes
No
Moment Generating Function of a Mixture
1 punto posible (calificable)
What is the value of the moment generating function Mx (t) =E [e*t] for t = –1?
Мx (€) %3D](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fe15453fb-1de5-464b-9a34-b3b5fea09124%2F68640c2b-9deb-4a94-a7cb-622c2450a772%2F39t1ic_processed.png&w=3840&q=75)
Transcribed Image Text:Mean and Variance of a Mixture
Recall that X follows a mixture of two Gaussians if and only if
X = ZX1 + (1 – Z) X2
where Z - Ber (7), X1 ~ N (µ1, 0}), X, ~ N (H2, 03) and Z is independent of X1 and X2.
Assume that 41 = 0, µ2 = 1 and of = o = 1 and 7 = 1/4.
%3D
Note that r here is not the constant 3.14...
What is the expected value of X?
E[X] =
What is the variance of X?
Var (X) =
For the above computations, do you have to assume that X1 is independent of X2?
Yes
No
Moment Generating Function of a Mixture
1 punto posible (calificable)
What is the value of the moment generating function Mx (t) =E [e*t] for t = –1?
Мx (€) %3D
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