None 2) Let X,X, be two independent random variables such that X, n(0,1), X,-z (n). Thedistribution of Y- Xis:a) t(1)b) F(n,1)c) z'(3)d) F(1,n)

Name: None 2) Let X,X, be two independent random variables such that X, n(0,
Uploaded: 2024-03-20T07:06:41.000Z
Channel: Bartleby
Description: None 2) Let X,X, be two independent random variables such that X, n(0,1), X,-z (n). Thedistribution of Y- Xis:a) t(1)b) F(n,1)c) z'(3)d) F(1,n)

Answered: Image /qna-images/answer/8dde4b7f-25cd-489e-ae7d-f71be8b35e92.jpg

Answered: 2) Let X, X, be two independent random…

Math

Probability

2) Let X, X, be two independent random variables such that X, - n(0,1), X,-z(n). The X2 distribution of Y - X, is: alt1)

Algebra & Trigonometry with Analytic Geometry

13th Edition

ISBN:9781133382119

Author:Swokowski

Publisher:Swokowski

Chapter10: Sequences, Series, And Probability

Section10.8: Probability

Problem 21E

See similar textbooks

Similar questions

Suppose X and Y are independent random variables with E(X) =2, E(Y)=3,V(X)=4,V(Y)=16. Finda)E(5X-Y) b)V(5X-Y) c)COV(3X+Y,Y) d)COV(X,5X-Y)
Let X and Y are 2 independent random variables N (0,1) Questions: how to find E(X), E(Y), E(X^2), E(Y^2)? Thank you
Q/ Let V=X+ Y and U=X - Y are random variables, then the condition which make the covariance C(U,V)=0 is a) Var(x)=Var(y) b) U and V are independent
Suppose X is random variable whose p.d.f. is f2)=(2x-x²), 0, OSxs2 Suppose X is random variable whose p.d.f. is f(x)={4 elsewhere Find the mode , if it exists.
Let X ~ N(0, 2) and Y ~ covariances Cov(X,Y) and Cov(Y, X +Y). Exp(A = 3) be two uncorrelated random variables. Find the
3.) Find P (X > Y) where X and Y are independent random variables that satisfy X~ N (2,1) and Y~ N (6,3)
Let JO, J1,..., J4 independent random variables according to the Ber (r;) law, where i = 0, 1,..., 4, respectively. We define the random variables Xi = min {JO + Ji, 1}, for i = 1, 2, 3, (a) Find the law of Xi , for each i = 1, 2, 3, 4. (b) Find the law of (X1, X2, X3, X4).
Q1. Suppose that X and Y arejoirtly continuDus random variable for 0
For a discrete random variable X, find Var(X) if* Var (5 - 2X) = 12 a)2 b)1 c)3 d)6
The 4-dimensional random vector X has PDF fX(x)={1 when 0≤xi≤1, i=1,2,3,4 and 0 otherwise}. Are the for components of X independent random variables?
2. Let Y,,., Y, be independent random variables such that Y, (Yı., Yp)" and 0 = (0,.,0p)". Let = 0(Y) = (0,(Y),... , @p(Y))" be an estimator of 0, and let g(Y) = (g(Y),... , gp(Y))" = – Y. Denote by || - || the Euclidean norm, ||Y° = Y} + .. + Y. N(8), 1). Write Y = %3D Suppose that D(Y) = @g(Y)/ay, exists. Then it is known that %3D R(Ô(Y)} = +2 D(Y) + É19(Y)² =1 is an unbiased estimator of the risk of 0, under squared error loss L(0, ê) = ||0 – e|P. [You are not required to show this]. %3D (i) The James-Stein estimator is 6.s(Y) = (1 – )Y. _P-2y ||Y? Show that an unbiased estimator of the risk of d Js(Y) is Řlójs(Y)) = p – (p - 2) /||YII°. Deduce that Y is inadmissible as an estimator of 0. Is ô js(Y) admissible? Justify your answer.
4. For two independent random variables such that X sin N(0, 4), Y ~ U[0, 4], Var(2X +3Y) = Var(2X - 3Y) =_