The joint PDF of the random variables X and Y is defined as f(x, y) = 25e: 00 = 0, otherwise (i) (ii) Find the marginal PDFs and X and Y What is the covariance of X and Y?

Q: Let X = b(8,) find E(5+6x) and distribution function.

A: 3) From the given information, X≈b(8, 14) E(X)=8*14=2 Consider, E5+6x=5+6E(X)…

Q: C1. Let X be a continuous random variable with PDF f(x) = (2-x) for -1 ≤x≤c and f(x) = 0 otherwise.…

A: Note: According to Bartleby guidelines expert solve only one question and maximum three subpart of…

Q: Find the PSD of a stationary random process for which Auto correlation is RYx (t) 6 e- alt|

A:

Q: Let X be a random variable with pdf f(x) = kx*,-1 <x< 1. Find E (X).

A:

Q: X is a discrete uniform (1,3) random variable. When X=x, Y is discrete uniform (1,x). (a) Find…

A: We are given here that:P(X = 1) = P(X = 2) = P(X = 3) = 1/3 as X is a discrete uniform distribution…

Q: The random variables X,Y have variance Var(X)=36 and Var(Y)=1 and their correlation is Cor(X,Y)=−34.…

A: Formula used Var ( X+Y) = Var(X)+Var(Y)+2Cov(X,Y)

Q: If X is a Poisson variable such that P(X= 2) = 9P(X = 4) + 90P(X=6), find the mean and variance of…

A: Let X be the random variable from Poisson distribution  with P(X=2) = 9P(X=4) + 90P(X=6)  Then,  We…

Q: (i) the maximum value of p.d.f. (ii) expectation of X, E(X) (iii) variance of X.

A:

Q: X and Y are two independent random variables with fx (x) = e - u (x) and fy (V) = e. u (y). Find the…

A: Given : fXx = e-x ·uxfYy = e-y ·uyz = x-y

Q: Let X and Y be identically distributed with mean 4 and variance 25.(a) If X and Y are uncorrelated,…

A: a) If X and Y are uncorrelated then Cov(X,Y)=0, given V(X)=V(Y)=25 Answer(a): 50

Q: Let x be a continuous random variable with PDF 3 x > 1 x4 fx (x) otherwise Find the mean and…

A: Given PDF is fX(x) = 3x4,x ≥ 10,otherwise

Q: Let I be an indicator variable with p(I) = {p , I=1 } {1-p , I=0}. Show that the variance of I is…

A: The mean is calculated as follows: EI=∑I×PI=1×p+0×1-p=p

Q: Let the joint pdf for the continuous random variables X and Y be: f(x,y) = { 6x2 ; 0 0.8 | X =…

A: (i) To find P(X=0.6, Y=0.6), you need to calculate the probability that both X and Y equal 0.6.…

Q: Suppose that the random change in value of a financial asset is X over the first day and Y over the…

A: The variance of X+Y is calculated asVarX+Y=VarX+VarY-2CovX,Y

Q: Suppose X and Y are two random variables with covariance Cov(X, Y) = 3 and Var(X) = 16. Find the…

A: The correlation coefficient between two random variables X and Y is defined as:  ρ(X, Y) = Cov(X, Y)…

Q: (1) Let X b(16, find E(4-3x) and distribution function.

A:

Q: If x and y are independent random variable with E(xy)= 20 then the correlation coefficient is

A:

Q: (47) Let X b(8, -) find E(5+6x) and distribution function.

A:

Q: 7. Let X be a continuous random variable with pdf f(x)=√ 0<x< 9. (a) Find c. (b) Find the mean and…

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Q: Let X ~ U[0,1] and Y = -βln(1-X). What is the distribution of Y? Justify.

A: Solution

Q: An investor has found that company1 have an expected return on E(X) = 4% and variance for the return…

A: Given: Company 1 expected return EX=0.04 Company 1 variance for return VX=0.49 Company 2 expected…

Q: Find the value of Var(X − 2Y + 7).

A: It is given that Var(X)=6, Var(Y)=3  and ρ(X, Y)=-14.

Q: Let Y be a random variable with pdf f(y)= (1/18)(y^3−1) for 1 2.5). (b) Calculate the variance of Y…

A: Solution

Q: For the simple linear model Y = a + BX + €, where the error variable e ~ independent of X, use the…

A:

Q: The random variables X,Y have variance Var(X)=36 and Var(Y)=1 and their correlation is…

A:

Q: If X is a random variable with pdf f(x) = 2x − 2 where x = (1, 2), find the variance of Y = 2X - 3.

A:

Q: Let the random variable X be defined on the support set (1,2) with pdf fX(x) = (4/15)x3, Find the…

A: The given pdf is shown below:

Q: Q5 Find the variance for the PDF px(x) = e-«/2, x > 0.

A: Given, Now,

Q: Let X and Y have the joint pdf f(x,y)= x+y , 0<=x<=1, 0<=y<=1.  Calculate the mean(x)

A: Hello! As you have posted more than 3 sub parts, we are answering the first 3 sub-parts.  In case…

Q: Let f(x, y) = x + y for 0 < x < 1 and 0 < y < 1 The Conditional Variance of Y when X = ; is

A: From the given information, the joint density function for X  and Y is,

Q: (a) Find the marginal distribution of X and the marginal distribution of Y. (b) Find the expectation…

A: As per the Bartleby guildlines we have to find solve first three subparts and rest can be…

Q: Example: Suppose that X = (X1, X2) has a bivariate Normal distribution with mean (120, 80) and…

A: First, let determine aTX by using aT=1-1 and X=X1X2. aTX=1-1·X1X2=X1-X2 Observing, covariance matrix…