In: Statistics and Probability
Let ?1 and ?2 be two independent random variables with uniform
distribution on [0, 1].
1. Write down the joint cumulative distribution function and joint
probability
density function of ?1 + ?2 and ?1?2.
2. Write down the covariance between ?1 + ?2 and ?1?2.
3. Let ? be the largest magnitude (absolute value) of a root of the
equation
?^2 − ?1? + ?2 = 0. Let ? be the random event that says that
the
equation ?^2 −?1? +?2 = 0 has no real roots. Find the conditional
c.d.f.
of ? when ? is false,