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).
Suppose that we have two random variables (Y,X) with joint
probability density function f(y,x). Consider the following
estimator of the intercept of the Best Linear Predictor:
A = ?̅ - B • ?̅ ,
where ?̅ is the sample mean of y, ?̅ is the sample mean of x, and B
is the sample covariance of Y and X divided by the sample variance
of X.
Identify the probability limit of A (if any). For each step in
your derivation,...
Suppose that the random variables, ξ, η have joint uniform
density f(x, y) = 2/9
in the triangular region bounded by the lines x = -1 , y - -1
and y = 1 - x.
a) Find the marginal densities f(x) =∫ 2/9 dy (limits, -1 to
1-x) and f(y) =∫ 2/9 dx
(limits -1 to 1-y). Also show that f(x) f(y) ≠ f(x, y) so that ξ
and η are not
independent.
b) Verify that μξ = ∫...
Suppose that Y1 and Y2 are random variables with joint pdf given
by f(y1,y2) = ky1y2 ; 0 < y1 <y2 <1,
where k is a constant equal to 8.
a) Find the conditional expected value and variance of Y1 given
Y2=y2.
b) Are Y1 and Y2 independent? Justify your answer.
c) Find the covariance and correlation between Y1 and Y2.
d) Find the expected value and variance of Y1+Y2.
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...
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).
. Let X and Y be a random variables with the joint probability
density function fX,Y (x, y) = { 1, 0 < x, y < 1 0, otherwise
} . a. Let W = max(X, Y ) Compute the probability density function
of W. b. Let U = min(X, Y ) Compute the probability density
function of U. c. Compute the probability density function of 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.
The joint probability density function for two random variables
X and Y is given as, fx,y (x, y) = (2/3)(1 + 2xy3 ), 0
< x < 1, 0 < y < 1
(a) Find the marginal probability density functions for X and Y
.
(b) Are X and Y independent? Justify your answer.
(c) Show that E[X] = 4/9 and E[Y ] = 7/15 .
(d) Calculate Cov(X, Y )