Suppose that Y is a normal random variable with mean μ and variance σ 2 , and suppose also that the conditional distribution of X, given that Y = y , is normal with mean y and variance 1. a. Argue that the joint distribution of X, Y is the same as that of Y + Z , Y when Z is a standard normal random variable that is independent of Y. b. Use the result of part (a) to argue that X, Y has a bivariate normal distribution . c. Find E [ X ] , var ( X ) , and C o r r ( X , Y ) . d. Find E [ Y | X = x ] . e. What is the conditional distribution of Y given that X = x ?
Suppose that Y is a normal random variable with mean μ and variance σ 2 , and suppose also that the conditional distribution of X, given that Y = y , is normal with mean y and variance 1. a. Argue that the joint distribution of X, Y is the same as that of Y + Z , Y when Z is a standard normal random variable that is independent of Y. b. Use the result of part (a) to argue that X, Y has a bivariate normal distribution . c. Find E [ X ] , var ( X ) , and C o r r ( X , Y ) . d. Find E [ Y | X = x ] . e. What is the conditional distribution of Y given that X = x ?
Solution Summary: The author explains how the joint distribution of mathrmX,mây of the given random variable is calculated.
Suppose that Y is a normal random variable with mean
μ
and variance
σ
2
, and suppose also that the conditional distribution of X, given that
Y
=
y
, is normal with mean y and variance 1.
a. Argue that the joint distribution of X, Y is the same as that of
Y
+
Z
, Y when Z is a standard normal random variable that is independent of Y.
b. Use the result of part (a) to argue that X, Y has a bivariate normal distribution.
c. Find
E
[
X
]
,
var
(
X
)
, and
C
o
r
r
(
X
,
Y
)
.
d. Find
E
[
Y
|
X
=
x
]
.
e. What is the conditional distribution of Y given that
X
=
x
?
Features Features Normal distribution is characterized by two parameters, mean (µ) and standard deviation (σ). When graphed, the mean represents the center of the bell curve and the graph is perfectly symmetric about the center. The mean, median, and mode are all equal for a normal distribution. The standard deviation measures the data's spread from the center. The higher the standard deviation, the more the data is spread out and the flatter the bell curve looks. Variance is another commonly used measure of the spread of the distribution and is equal to the square of the standard deviation.
13. If X has the distribution function
F(x)
=
0
1
12
for x < -1
for -1x < 1
for 1x <3
2
3
for 3≤x≤5
4
1
for x≥5
find
(a) P(X ≤3); (b) P(X = 3);
(c) P(X < 3);
(d) P(X≥1); (e) P(-0.4
Please solve the following Statistics and Probability Problem (show all work) :
The probability that a patient recovers from a rare blood disease is 0.4 and 10 people are known to havecontracted this disease. Let X denote the random variable which denotes the number of patient who survivefrom the disease.1. Plot the probability mass function (pmf) of X.2. Plot the cumulative distribution function (cdf) of X.3. What is the probability that at least 8 survive, i.e., P {X ≥ 8}?4. What is the probability that 3 to 8 survive, i.e., P {3 ≤ X ≤ 8}?
Please solve the following Probability and Statistics problem (show all work and double check solution is correct):
Suppose that a die is rolled twice. What are the possible values that the following random variables can take1. the maximum value to appear in the two rolls;2. the value of the first roll minus the value of the second roll?3. Calculate the probabilities associated with the above two random variables?
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