1. Let X be the uniform distribution on [-1, 1] and let Y be the
uniform distribution on [-2,2].
a) what are the p.d.f.s of X and Y resp.?
b) compute the means of X, Y. Can you use symmetry?
c) compute the variance. Which variance is higher?
X is an independent standard uniform random variable X ∼
Uniform(0, 1)
Y is an independent standard uniform random variable Y ∼
Uniform(0, 1)
U = min(X, Y )
V = max(X, Y )
Find the correlation coefficient of V and U , ρ(U, V) =
Correlation(U, V).
Let X and Y be two independent samples of a standard uniform
distri- bution. Let Z be the closest integer to X/Y (i.e. the value
that we get by rounding X/Y ). Is Z more likely to be even or odd?
(hint: draw the sample space over X and Y and identify the regions
where Z is even or odd. Work out when Z = 0, when Z = 1, and so
forth)
Let ?1, ?2, ?3 be 3 independent random variables with uniform
distribution on [0, 1]. Let ?? be the ?-th smallest among {?1, ?2,
?3}. Find the variance of ?2, and the covariance between the median
?2 and the sample mean ? = 1 3 (?1 + ?2 + ?3).
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
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?...
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 which
says that the equation ?...