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- 1) Let x be a uniform random variable in the interval (0, 1). Calculate the density function of probability of the random variable y where y = − ln x.The joint density function of random variables X and Y is f(x, y). Find the mean and variance of the conditional density of X at Y = 2. 0 0 elsewhere (2xe f(x,y) = {2xe μx|2 = 0312Sk(x + 4y) ,0 < x < 2, 0 < y < 1 Let f(x,y) = {K** ,otherwise be the joint probability density of X and Y. iv. Find the correlation coefficient of X and Y. V. Find the variance of Z = 6X + 8Y + 10.
- 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.Exercise 20. Let X1 and X2 be iid U(0,1) random variables. Find the joint probability density function of Y1 = X1+ X2 and Y2 = X2 – X1.Let X be a random variable that follows U (0, 2). Define another random variable Y such that Y = – In X. What is the cumulative distribution function of Y? What is the probability density function of Y?
- Two continuous random variables Y₁ and Y₂ has the joint density function if y₁ > 0, Y2 > 0, Y1 +Y2 < 2; { otherwise. f(y₁, y2) = y2, Y2 0. a) Are Y₁ and Y2 independent? Verify your answer. b) Find the conditional pdf f(y2|y₁). c) Find Cov(Y1; Y2).Let X and Y be two random variables with joint density function f(x,y) = (3 − x + 2y) / 60, for 1 < x < 3, 0 < y < 5. Is P(X > 2, Y < 3) equal to P(X > 2) × P(Y < 3)?Exercise 19. Let X and Y be two random variables with joint probability density function given by fx,y (x, y) = 2e¬(atu) I10,2] (y)/10,00) (Y). Find the joint probability density function of X and X +Y.



