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Suppose Xi and Yi are all independent (i=1,2,3), where the three Xi are iid and follow...

Suppose Xi and Yi are all independent (i=1,2,3), where the three Xi are iid and follow an Exponential distribution with rate r, while the three Yi are also iid but follow a Normal(µ, σ2) distribution. (a) Write down the joint pdf for the random vector (X1,X2,X3,Y1,Y2,Y3). (b) Find the expected value of the product X1 Y1, i.e., E(X1 Y1), and find Cov(X2, X3).

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orchestra answered 2 years ago
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