Suppose X and Y are independent, exponentially distributed random variables with rate parameter λ, λ > 0. Find the joint PDF of U and V , where U = X + Y, V = X/
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- Let X be a (continuous) uniform random variable on the interval [0,1] and Y be an exponential random variable with parameter lambda. Let X and Y be independent. What is the PDF of Z = X + Y.Let X1, X2,... , Xn be independent Exp(A) random variables. Let Y = X(1)min{X1, X2, ... , Xn}. Show that Y follows Exp(nA) dis- tribution. Hint: Find the pdf of YQ4) The probability mass function of Y is f(y) = y/6 for y=1,2,3,4. Find the variance of Y.
- Suppose Y1 and Y2 are random variables with joint pdf (6(1 — у2), 0, 0 < y1 < y2 fv, otherwise Y1 Let U1 and U2 = Y,. Use the transformation technique to show that U, follows a uniform Y2 distribution from 0 to 1.Assume that X and Y are independent random variables where X has a pdf given by fx(x) = 2aI(0,1)(x) and Y has a pdf given by fy(y) = 2(1– y)I(0,1)(y). Find the distribution of X + Y.Let Y be a continuous random variable where the pdf of Y is f(y) = 30y* (1 – y), 0< y < 1, and 0 elsewhere. .Find variance of Y 1/25 O 5/196 1/20 O 1/48 2/63 O
- 3. Let X and Y be two continuous random variables with joint PDF of + 0A random variable X has a pdf f(x) = { kex, x<0 0 , otherwise } Determine the value of k, and find V(x).Suppose that the random variables X, Y, Z have multivariate PDFfXYZ(x, y, z) = (x + y)e−z for 0 < x < 1, 0 < y < 1, and z > 0. Find (a) fXY(x, y), (b) fYZ(y, z), (c) fZ(z)SEE MORE QUESTIONS
