Given two independent uniform random variables U1 and U2 both
with parameters [0,1],
1) Calculate the probability that 0.3 <= X + Y <= 0.8
2) Calculate the PDF of X+Y
3) Calculate the PDF of X-Y
Let ? and ? be two independent uniform random
variables such that
?∼????(0,1) and
?∼????(0,1).
A) Using the convolution formula, find the pdf
??(?) of the random variable
?=?+?, and graph it.
B) What is the moment generating function of ??
1) Let U1, U2, ... be independent random variables, each
uniformly distributed over the interval (0, 1]. These random
variables represent successive bigs on an asset that you are trying
to sell, and that you must sell by time = t, when the asset becomes
worthless. As a strategy, you adopt a secret number \Theta and you
will accept the first offer that's greater than \Theta . The offers
arrive according to a Poisson process with rate \lambda = 1....
Problem 1 Let X1, X2, . . . , Xn be independent Uniform(0,1)
random variables. (
a) Compute the cdf of Y := min(X1, . . . , Xn).
(b) Use (a) to compute the pdf of Y .
(c) Find E(Y ).
Suppose A and B are independent uniform random variables on
[0,1]. What is the joint PDF of (R,S)? Prove that R and S are are
independent standard normal random variables.
R = sqrt(-2logA)*cos(2piB)
S = sqrt(-2logA)*sin(2piB)
Suppose A and B are independent uniform random variables on
[0,1]. What is the joint PDF of (R,S)? Prove that R and S are are
independent standard normal random variables.
R = sqrt(-2logA)*cos(2piB)
S = sqrt(-2logA)*sin(2piB)
Let X,,X, and X, be independent uniform random
variables on [0,1] Write Y = X, +X, and Z = X+ X. a.) Compute
E[X,X,X,. (5 points) b.) Compute Var(X). (5 points) c.) Compute and
draw a graph of the density function fr. (15 points)
1. Assume that X and Y are two independent discrete random
variables and that X~N(0,1) and Y~N(µ,σ2).
a. Derive E(X3) and deduce that E[((Y-µ)/σ)3]
= 0
b. Derive P(X > 1.65). With µ = 0.5 and σ2 = 4.0,
find z such that P(((Y-µ)/σ) ≤ z) = 0.95. Does z depend on µ and/or
σ? Why