Question

In: Statistics and Probability

2) X and Y have the following joint probability density function: n=4, X=2, Y=1, Z=3 Find:...

2) X and Y have the following joint probability density function:

n=4, X=2, Y=1, Z=3

Find:

a)Marginal distribution of X and Y.

b)Mean of X and Y.

c)E(XY).

d)Covariance of X and Y and comment on it.

e)Correlation coefficient between X and Y. And comment.

2) X and Y have the following joint probability density function:

{((5y^3)/(96x^2)) 2<x<5, 0<y<4
       
    0      Elsewhere}


Find:
a) Marginal distribution of X and Y
b) Mean of X and Y
c) E(XY)
d) Covariance of X and Y and comment on it.
e) Correlation coefficient between X and Y. And comment.

Solutions

Expert Solution


Related Solutions

Suppose that X and Y have the following joint probability density function. f (x, y) =...
Suppose that X and Y have the following joint probability density function. f (x, y) = (3/394)*y, 0 < x < 8, y > 0, x − 3 < y < x + 3 (a)   Find E(XY). (b)   Find the covariance between X and Y.
4. The joint density function of (X, Y ) is f(x,y)=2(x+y), 0≤y≤x≤1 . Find the correlation...
4. The joint density function of (X, Y ) is f(x,y)=2(x+y), 0≤y≤x≤1 . Find the correlation coefficient ρX,Y . 5. The height of female students in KU follows a normal distribution with mean 165.3 cm and s.d. 7.3cm. The height of male students in KU follows a normal distribution with mean 175.2 cm and s.d. 9.2cm. What is the probability that a random female student is taller than a male student in KU?
The joint density function for random variables X, Y, and Z is f(x, y, z)= Cxyz  if...
The joint density function for random variables X, Y, and Z is f(x, y, z)= Cxyz  if 0 ≤ x ≤ 1, 0 ≤ y ≤ 2, 0 ≤ z ≤ 2, and f(x, y, z) = 0 otherwise. (a) Find the value of the constant C. (b) Find P(X ≤ 1, Y ≤ 1, Z ≤ 1). (c) Find P(X + Y + Z ≤ 1).
Let X and Y have the following joint density function f(x,y)=k(1-y) , 0≤x≤y≤1. Find the value...
Let X and Y have the following joint density function f(x,y)=k(1-y) , 0≤x≤y≤1. Find the value of k that makes this a probability density function. Compute the probability that P(X≤3/4, Y≥1/2). Find E(X). Find E(X|Y=y).
Suppose that the joint probability density function of ˜ (X, Y) is given by:´ f X,Y...
Suppose that the joint probability density function of ˜ (X, Y) is given by:´ f X,Y (x,y) = 4x/y3 I(0.1)(x), I (1, ∞)(y). Calculate a) P(1/2 < X < 3/4, 0 < Y ≤ 1/3). b) P(Y > 5). c) P(Y > X).
Given the joint probability density function f(x ,y )=k (xy+ 1) for 0<x <1--and--0<y<1 , find...
Given the joint probability density function f(x ,y )=k (xy+ 1) for 0<x <1--and--0<y<1 , find the correlation--ROW p (X,Y) .
If the joint probability density function of the random variables X and Y is given by...
If the joint probability density function of the random variables X and Y is given by f(x, y) = (1/4)(x + 2y) for 0 < x < 2, 0 < y < 1, 0 elsewhere (a) Find the conditional density of Y given X = x, and use it to evaluate P (X + Y/2 ≥ 1 | X = 1/2) (b) Find the conditional mean and the conditional variance of Y given X = 1/2 (c) Find the variance...
Consider a continuous random vector (Y, X) with joint probability density function f(x, y) = 1...
Consider a continuous random vector (Y, X) with joint probability density function f(x, y) = 1                            for 0 < x < 1, x < y < x + 1. What is the marginal density of X and Y? Use this to compute Var(X) and Var(Y) Compute the expectation E[XY] Use the previous results to compute the correlation Corr (Y, X) Compute the third moment of Y, i.e., E[Y3]
Consider a continuous random vector (Y, X) with joint probability density function f(x, y) = 1...
Consider a continuous random vector (Y, X) with joint probability density function f(x, y) = 1 for 0 < x < 1, x < y < x + 1. A. What is the marginal density of X and Y ? Use this to compute Var(X) and Var(Y). B. Compute the expectation E[XY] C. Use the previous results to compute the correlation Corr(Y, X). D. Compute the third moment of Y , i.e., E[Y3].
Determine the correlation for the following joint probability distribution: x 2 4 2 4 y 3...
Determine the correlation for the following joint probability distribution: x 2 4 2 4 y 3 4 5 6 fx,y(x,y) 1/8 1/4 1/2 1/8 a. Correlation = 0.6387 b. Correlation = 0.0377 c. Correlation = 0.3737 d. Correlation = 0.8023
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT