Q2 Let (X₁, X₂) be jointly continuous with joint probability density function e-(²₁+²2), x₁ > 0, x₂ > 0 0 otherwise. f(x1, x2) = = Q2 (i.) Sketch(Shade) the support of (X1, X₂). Q2(ii.) Are X₁ and X₂ independent random variables? Justify your answer. Identify the random v X₂. 02(iii.) Let Y₁ = X₁ + X₂. Find the distribution of Y₁ using the distribution function method. i.e.

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Q2 Let (X1, X₂) be jointly continuous with joint probability density function
e-(x1+x2),
0
f(x1, x₂) =
x₁ > 0, x₂ > 0
otherwise.
Q2 (i.) Sketch(Shade) the support of (X₁, X₂).
Q2 (ii.) Are X₁ and X₂ independent random variables? Justify your answer. Identify the random variables X₁ and
X₂.
Q2 (iii.) Let Y₁ = X₁ + X₂. Find the distribution of Y₁ using the distribution function method, i.e., find an
expression for Fy, (y) = P(Y₁ ≤ y) = P(X₁ + X₂ ≤ y) using the joint probability density function (Hint: sketch
or shade the region ₁ + x₂ ≤ y) and then find the probability density function of Y₁, i.e., fy, (y).
1
=
Q2 (iv.) Let Mx, (t) = Mx₂ (t)
(1 t), for t < 1. Find the moment generating function of Y₁, and using the
moment generating function of Y₁, find E[Y₁].
Q2(v.) Let Y₂ = X₁ — X₂, and Mx₁ (t) = Mx₂(t) = (1 t). Find the moment generating function of Y2, and
using the moment generating function of Y₂, find E[Y₂].
Q2 (vi.) Using the bivariate transformation method, find the joint distribution of Y₁ = X₁ + X₂ and
Y₂ = X₁ X₂. Sketch the support of (X₁, X₂) and (Y1, Y₂) side by side and clearly state the support for
(Y₁, Y₂).
Q2 (vii.) Find the marginal density of Y₁ = X₁ + X₂ and verify that it is the same density function obtained in part
Q2 (iii.).
Q2 (viii.) Find the marginal density of Y₂ = X₁ - X₂.
Transcribed Image Text:Q2 Let (X1, X₂) be jointly continuous with joint probability density function e-(x1+x2), 0 f(x1, x₂) = x₁ > 0, x₂ > 0 otherwise. Q2 (i.) Sketch(Shade) the support of (X₁, X₂). Q2 (ii.) Are X₁ and X₂ independent random variables? Justify your answer. Identify the random variables X₁ and X₂. Q2 (iii.) Let Y₁ = X₁ + X₂. Find the distribution of Y₁ using the distribution function method, i.e., find an expression for Fy, (y) = P(Y₁ ≤ y) = P(X₁ + X₂ ≤ y) using the joint probability density function (Hint: sketch or shade the region ₁ + x₂ ≤ y) and then find the probability density function of Y₁, i.e., fy, (y). 1 = Q2 (iv.) Let Mx, (t) = Mx₂ (t) (1 t), for t < 1. Find the moment generating function of Y₁, and using the moment generating function of Y₁, find E[Y₁]. Q2(v.) Let Y₂ = X₁ — X₂, and Mx₁ (t) = Mx₂(t) = (1 t). Find the moment generating function of Y2, and using the moment generating function of Y₂, find E[Y₂]. Q2 (vi.) Using the bivariate transformation method, find the joint distribution of Y₁ = X₁ + X₂ and Y₂ = X₁ X₂. Sketch the support of (X₁, X₂) and (Y1, Y₂) side by side and clearly state the support for (Y₁, Y₂). Q2 (vii.) Find the marginal density of Y₁ = X₁ + X₂ and verify that it is the same density function obtained in part Q2 (iii.). Q2 (viii.) Find the marginal density of Y₂ = X₁ - X₂.
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