Question

Let X and Y be independent and normally distributed random variables with waiting values E (X)...

Let X and Y be independent and normally distributed random variables with waiting values E (X) = 3, E (Y) = 4 and variances V (X) = 2 and V (Y) = 3.
a) Determine the expected value and variance for 2X-Y
Waiting value µ = Variance σ2 = σ 2 =

b) Determine the expected value and variance for ln (1 + X 2)

c) Determine the expected value and variance for X / Y

Homework Answers

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Let X and Y be independent and identically distributed random variables with mean μ and variance...
Let X and Y be independent and identically distributed random variables with mean μ and variance σ2. Find the following: a) E[(X + 2)2] b) Var(3X + 4) c) E[(X - Y)2] d) Cov{(X + Y), (X - Y)}
Problem 3. Let Y1, Y2, and Y3 be independent, identically distributed random variables from a population...
Problem 3. Let Y1, Y2, and Y3 be independent, identically distributed random variables from a population with mean µ = 12 and variance σ 2 = 192. Let Y¯ = 1/3 (Y1 + Y2 + Y3) denote the average of these three random variables. A. What is the expected value of Y¯, i.e., E(Y¯ ) =? Is Y¯ an unbiased estimator of µ? B. What is the variance of Y¯, i.e, V ar(Y¯ ) =? C. Consider a different estimator...
Let X and Y be jointly distributed random variables with means, E(X) = 1, E(Y) =...
Let X and Y be jointly distributed random variables with means, E(X) = 1, E(Y) = 0, variances, Var(X) = 4, Var(Y ) = 5, and covariance, Cov(X, Y ) = 2. Let U = 3X-Y +2 and W = 2X + Y . Obtain the following expectations: A.) Var(U): B.) Var(W): C. Cov(U,W): ans should be 29, 29, 21 but I need help showing how to solve.
7. Let X and Y be two independent and identically distributed random variables with expected value...
7. Let X and Y be two independent and identically distributed random variables with expected value 1 and variance 2.56. (i) Find a non-trivial upper bound for P(| X + Y -2 | >= 1) (ii) Now suppose that X and Y are independent and identically distributed N(1;2.56) random variables. What is P(|X+Y=2| >= 1) exactly? Briefly, state your reasoning. (iii) Why is the upper bound you obtained in Part (i) so different from the exact probability you obtained in...
Let X1, X2 be two normal random variables each with population mean µ and population variance...
Let X1, X2 be two normal random variables each with population mean µ and population variance σ2. Let σ12 denote the covariance between X1 and X2 and let ¯ X denote the sample mean of X1 and X2. (a) List the condition that needs to be satisfied in order for ¯ X to be an unbiased estimate of µ. (b) [3] As carefully as you can, without skipping steps, show that both X1 and ¯ X are unbiased estimators of...
The expected values, variances and standard Deviatiations for two random variables X and Y are given...
The expected values, variances and standard Deviatiations for two random variables X and Y are given in the following table Variable expected value variance standard deviation X 20 9 3 Y 35 25 5 Find the expected value and standard deviation of the following combinations of the variable X and Y. Round to nearest whole number. E(X+10) =  , StDev(X+10) = E(2X) =  , StDev(2X) = E(3X-2) =  , StDev(3X-2) = E(3X +4Y) =  , StDev(3X+4Y) = E(X-2Y) =  , StDev(X-2Y) =
The sum of independent normally distributed random variables is normally distributed with mean equal to the...
The sum of independent normally distributed random variables is normally distributed with mean equal to the sum of the individual means and variance equal to the sum of the individual variances. If X is the sum of three independent normally distributed random variables with respective means 100, 150, and 200 and respective standard deviations 15, 20, and 25, the probability that X is between 420 and 460 is closest to which of the following?
3) Four statistically independent random variables, X, Y, Z, W have means of 2, -1, 1,...
3) Four statistically independent random variables, X, Y, Z, W have means of 2, -1, 1, -2 respectively, variances of X and Z are 9 and 25 respectively, mean-square values of Y and W are 5 and 20 respectively. Define random variable V as: V = 2X - Y + 3Z - 2W, find the mean-square value of V (with minimum math).
Let X be exponentially distributed with paramter 2, and let Y be exponentially distributed with parameter...
Let X be exponentially distributed with paramter 2, and let Y be exponentially distributed with parameter 4. Suppose X and Y are independent. (a) Let Z = Y/X. Determine the cdf and pdf of Z. (b) Define two random variables V and W by V = X + Y, W = X −Y Determine the joint pdf of V and W, and sketch the region in the vw-plane on which the joint pdf is nonzero
Let X and Y be two independent random variables with μX =E(X)=2,σX =SD(X)=1,μY =2,σY =SD(Y)=3. Find...
Let X and Y be two independent random variables with μX =E(X)=2,σX =SD(X)=1,μY =2,σY =SD(Y)=3. Find the mean and variance of (i) 3X (ii) 6Y (iii) X − Y
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT