4.2. Let (X, Y) be a random variable with the following density:fx,x(x, y) = {15x²y00< x < y < 1,otherwise.1. Express E(YX) in terms of X.2. Express Var(XY) in terms of Y.

Answered: fx,y(x,y) = { . Express E(YX) in terms…

Calculus For The Life Sciences

2nd Edition

ISBN:9780321964038

Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Chapter13: Probability And Calculus

Section13.CR: Chapter 13 Review

Problem 3CR

See similar textbooks

Similar questions

Q2: (b) Let X₁, X2, X3 be uncorrelated random variables, having the same variance o². Consider the linear transformations Y₁ = X₁ + X₂, X2 + X3. Find the correlations of Y₁, Y; i, Y₂ = X₁ + X3 and Y3 for i + j. =
Let Xand Y be two continuous random variables with joint probability density [3x function given by: f(x.y)%D 0sysxsl elsewhere with E(X) = ECX)- EC) - EC*)= ;and E(XY) = 10 3 E(Y*) = - and E(XY) =; %3D Then the value of the variance of 2X+Y is: O 3/80 O 91/320 43/320 7/20
Let X and Y be independent random variables with means x,y and variances o, oy. Find an expression for the correlation of XY and Y in terms of these means and variances.
Let Y be a continuous random variable with √ ½ (2 f(y) = = Find the mean (u) and variance (o²) of Y. (2−y), 0≤ y ≤ 2 elsewhere.
X and Y are two independent random variables with fy (x) eX-u (x) and fy (V) = e. u (y). Find the mean of the random variable Z= X - Y for X> Y for. X< Y
EX7.8) Let Y be a random variable having a uniform normal distribution such that Y U(2,5) 2 Find the variance of random variable Y.
N(0, o?) is For the simple linear model Y = a + BX + €, where the error variable e ~ independent of X, use the law of total variance to show that Var(Y) = 3² Var(X)+o².
Let fix) = 2x, 0
Let X and Y be independent random variables distributed as N(-1, 1) and N(1, 1), respectively. Find the mean and variance of U = 2X - 3Y. . Find the mean and variance of V = XY.
Let X1, X2, and.X3 be independent and normally distributed random variables with E(X1) 4, E(X2) = 3, E(X3) = 2, Var(X1) = 1, Var(X2) = 5, Var(X3) = 2. Let Y = 2X1 + X2 – 3X3. Find 2. the distribution of Y.
(b)Let X be a random variable with p.d.f, f(x)=c x=1,2,3,., zero elsewhere. Find the constant c.
(b) Let X₁, X₂, X3 be uncorrelated random variables, having the same variance ². Consider the linear transformations Y₁ = X₁ + X₂, Y₂ = X₁ + X3 and Y3 = X₂ + X3 . Find the correlations of Yi, Y; for i #j. (5 marks)

SEE MORE QUESTIONS

Recommended textbooks for you

Calculus For The Life Sciences

Calculus

ISBN:

9780321964038

Author:

GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:

Pearson Addison Wesley,

Algebra & Trigonometry with Analytic Geometry

Algebra

ISBN:

9781133382119

Author:

Swokowski

Publisher:

Cengage

Calculus For The Life Sciences

Calculus

ISBN:

9780321964038

Author:

GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.

Publisher:

Pearson Addison Wesley,

Algebra & Trigonometry with Analytic Geometry

Algebra

ISBN:

9781133382119

Author:

Swokowski

Publisher:

Cengage

SEE MORE TEXTBOOKS

fx,y(x,y) = { . Express E(YX) in terms of X. . Express Var (X|Y) in terms of Y. 15x²y 0 0