Let X and Y be continuous random variables with joint density function f ( x , y ) = { x 5 + c y 0 < x < 1 , 1 < y < 5 0 otherwise where c is a constant. a. What is the value of c? b. Are X and Y independent? c. Find P { X + Y > 3 } .
Let X and Y be continuous random variables with joint density function f ( x , y ) = { x 5 + c y 0 < x < 1 , 1 < y < 5 0 otherwise where c is a constant. a. What is the value of c? b. Are X and Y independent? c. Find P { X + Y > 3 } .
Solution Summary: The author explains that the value of c is 120. Whether X and Y are independent or not.
Let X and Y be continuous random variables with joint density function
f
(
x
,
y
)
=
{
x
5
+
c
y
0
<
x
<
1
,
1
<
y
<
5
0
otherwise
where c is a constant.
a. What is the value of c?
b. Are X and Y independent?
c. Find
P
{
X
+
Y
>
3
}
.
Expression, rule, or law that gives the relationship between an independent variable and dependent variable. Some important types of functions are injective function, surjective function, polynomial function, and inverse function.
5 of 5
(i) Let a discrete sample space be given by
Ω = {ω1, 2, 3, 4},
Total marks 12
and let a probability measure P on be given by
P(w1) 0.2, P(w2) = 0.2, P(w3) = 0.5, P(w4) = 0.1.
=
Consider the random variables X1, X2 → R defined by
X₁(w3) = 1, X₁(4) = 1,
X₁(w₁) = 1, X₁(w2) = 2,
X2(w1) = 2, X2(w2) = 2, X2(W3) = 1, X2(w4) = 2.
Find the joint distribution of X1, X2.
(ii)
[4 Marks]
Let Y, Z be random variables on a probability space (N, F, P).
Let the random vector (Y, Z) take on values in the set [0,1] × [0,2] and let the
joint distribution of Y, Z on [0,1] × [0,2] be given by
1
dPy,z(y, z)
(y²z + y²²) dy dz.
Find the distribution Py of the random variable Y.
[8 Marks]
Total marks 16
5.
Let (,,P) be a probability space and let X : → R be a random
variable whose probability density function is given by f(x) = }}|x|e¯|×| for
x Є R.
(i)
(ii)
Find the characteristic function of the random variable X.
[8 Marks]
Using the result of (i), calculate the first two moments of the
random variable X, i.e., E(X") for n = 1, 2.
(iii) What is the variance of X?
[6 Marks]
[2 Marks]
Total marks 16
5.
Let (N,F,P) be a probability space and let X : N → R be a
random variable such that the probability density function is given by
f(x)=ex for x € R.
(i)
Find the characteristic function of the random variable X.
[8 Marks]
(ii) Using the result of (i), calculate the first two moments of
the random variable X, i.e., E(X") for n = 1,2.
(iii)
What is the variance of X.
[6 Marks]
[2 Marks]
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