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Q1 Let (X₁, X₂) be jointly continuous with joint probability density function " f(x1, x₂) = x1 0

Q1 Let (X₁, X₂) be jointly continuous with joint probability density function " f(x1, x₂) = x1 0

A First Course in Probability (10th Edition)
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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solve parts 4, 5, 6 please 

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Q1 Let (X₁, X₂) be jointly continuous with joint probability density function " f(x1, x₂) = x1 0< x₂ < x₁ <1, otherwise. Q1(i.) Sketch(Shade) the support of (X₁, X₂). Q1(ii.) Find the marginal density function of X₁. Q1(iii.) Find the marginal density function of X₂. Q1(iv.) Find E[X₁]. Q1(v.) Find E[X₂]. Q1(vi.) Find the conditional density of X₂ given X₁ = x₁, i.e., ƒx₂|X₁ (x2|x1). Q1(vii.) Find the conditional expectation of X₂ given X₁ = x₁, i.e. E[X2|X₁ = x1]. Q1(viii.) What is E[X₂|X₁]? Using the property of conditional expectation, verify that E[X₂] is the same as the one obtained in part Q1(v.). Q1(ix.) Using the joint density directly, find E[X₂] and verify that it is the same as obtained Q1(v.) and Q1 (viii.). Q1(x.) Using the joint density directly, find EX₁ - X₂]. Q1(xi.) Using the joint density directly, find E[X₁ X₂], and the Cov(X₁, X₂).
Transcribed Image Text:Q1 Let (X₁, X₂) be jointly continuous with joint probability density function " f(x1, x₂) = x1 0< x₂ < x₁ <1, otherwise. Q1(i.) Sketch(Shade) the support of (X₁, X₂). Q1(ii.) Find the marginal density function of X₁. Q1(iii.) Find the marginal density function of X₂. Q1(iv.) Find E[X₁]. Q1(v.) Find E[X₂]. Q1(vi.) Find the conditional density of X₂ given X₁ = x₁, i.e., ƒx₂|X₁ (x2|x1). Q1(vii.) Find the conditional expectation of X₂ given X₁ = x₁, i.e. E[X2|X₁ = x1]. Q1(viii.) What is E[X₂|X₁]? Using the property of conditional expectation, verify that E[X₂] is the same as the one obtained in part Q1(v.). Q1(ix.) Using the joint density directly, find E[X₂] and verify that it is the same as obtained Q1(v.) and Q1 (viii.). Q1(x.) Using the joint density directly, find EX₁ - X₂]. Q1(xi.) Using the joint density directly, find E[X₁ X₂], and the Cov(X₁, X₂).
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