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

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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
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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