A: Suppose two random variables X and Y are independent and identically distributed as standard normal....

A: Suppose two random variables X and Y are independent and identically distributed as standard normal. Specify the joint probability density function f(x, y) of X and Y.

Next, suppose two random variables X and Y are independent and identically distributed as Bernoulli with parameter 1 2 . Specify the joint probability mass function f(x, y) of X and Y.

B: Consider a time series realization X = [10, 15, 23, 20, 19] with a length of five-periods. Compute the first and second lags of X then the first and second differences of X.

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orchestra answered 1 year ago

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