Q1 Let X and Y be independent exponential random variables with rates A and u respectively where X> u. Let c > 0. Q1(i.) Using conditioning arguments, show that the probability density function of X +Y is given by fx+y(t) de-de ut t > 0. Q1(ii.) Show that the conditional density of X, given that X+Y = c is (A - 4)e-(A-w)z 1- e-(A-4)e fx,x+Y (a|c) = 0 < x < c. Q1(iii.) Use part (i) to find E[X|X +Y = c] Q1(iv.) Using the relationship c = E[X+Y|X+Y = c] = E[X[X+Y = c] + E[Y[X+Y = c], deduce the value of EY|X+Y = c].
Q1 Let X and Y be independent exponential random variables with rates A and u respectively where X> u. Let c > 0. Q1(i.) Using conditioning arguments, show that the probability density function of X +Y is given by fx+y(t) de-de ut t > 0. Q1(ii.) Show that the conditional density of X, given that X+Y = c is (A - 4)e-(A-w)z 1- e-(A-4)e fx,x+Y (a|c) = 0 < x < c. Q1(iii.) Use part (i) to find E[X|X +Y = c] Q1(iv.) Using the relationship c = E[X+Y|X+Y = c] = E[X[X+Y = c] + E[Y[X+Y = c], deduce the value of EY|X+Y = c].
Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.1: Measures Of Center
Problem 9PPS
Related questions
Question
Expert Solution
This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
This is a popular solution!
Trending now
This is a popular solution!
Step by step
Solved in 3 steps
Similar questions
Recommended textbooks for you
Glencoe Algebra 1, Student Edition, 9780079039897…
Algebra
ISBN:
9780079039897
Author:
Carter
Publisher:
McGraw Hill
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage
College Algebra (MindTap Course List)
Algebra
ISBN:
9781305652231
Author:
R. David Gustafson, Jeff Hughes
Publisher:
Cengage Learning
Glencoe Algebra 1, Student Edition, 9780079039897…
Algebra
ISBN:
9780079039897
Author:
Carter
Publisher:
McGraw Hill
Algebra & Trigonometry with Analytic Geometry
Algebra
ISBN:
9781133382119
Author:
Swokowski
Publisher:
Cengage
College Algebra (MindTap Course List)
Algebra
ISBN:
9781305652231
Author:
R. David Gustafson, Jeff Hughes
Publisher:
Cengage Learning
Functions and Change: A Modeling Approach to Coll…
Algebra
ISBN:
9781337111348
Author:
Bruce Crauder, Benny Evans, Alan Noell
Publisher:
Cengage Learning