Problem 6.1 (Video 4.1 - 4.7, Lecture Problem) Let X be Uniform[1, 2]. Let Y given X = x be Exponential(x); that is, fy|x(y|x) = xexy, y ≥ 0 and 0, y < 0. (a) Find the expected value of Y. (Hint: see HW 5, problem 5.4e). (It is OK to leave your answer as an integral.) (b) Find the conditional expected value E[Y|X = x] of Y given X = x. (This should be in closed form.) (c) Using E[Y] = E[E[Y|X]] find the expected value of Y. (This should be in closed form.) (d) Solve for E[XY].
Problem 6.1 (Video 4.1 - 4.7, Lecture Problem) Let X be Uniform[1, 2]. Let Y given X = x be Exponential(x); that is, fy|x(y|x) = xexy, y ≥ 0 and 0, y < 0. (a) Find the expected value of Y. (Hint: see HW 5, problem 5.4e). (It is OK to leave your answer as an integral.) (b) Find the conditional expected value E[Y|X = x] of Y given X = x. (This should be in closed form.) (c) Using E[Y] = E[E[Y|X]] find the expected value of Y. (This should be in closed form.) (d) Solve for E[XY].
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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