Random variables X1,..., Xn are IID with N(1,0²), Y1,., Yn2 are IID with N(µy,o²), and X;'s and Y;'s are independent. Let's define the following random variables: X1+...+ Xn Y1 + ...+Yn2 E, (X¡ – X)² E, (Yi – Ý)² Ý = %3D n2 nị – 1 n2 – 1 (1) Give the PDF of X.

MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Problem 1P
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5. Random variables X1,..., Xnı are IID with N(µr,0²), Y1,.., Yn2 are IID with N(µy,o²), and X;'s
and Y;'s are independent. Let's define the following random variables:
X1+...+ Xnị
Y1 +...+Yn2
E, (X; – X)²
n1 – 1
n2 – 1
n2
(1) Give the PDF of X.
(2) Find the PDF of (n1 – 1) S2 + (n2 – 1) S.
Transcribed Image Text:5. Random variables X1,..., Xnı are IID with N(µr,0²), Y1,.., Yn2 are IID with N(µy,o²), and X;'s and Y;'s are independent. Let's define the following random variables: X1+...+ Xnị Y1 +...+Yn2 E, (X; – X)² n1 – 1 n2 – 1 n2 (1) Give the PDF of X. (2) Find the PDF of (n1 – 1) S2 + (n2 – 1) S.
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