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Assume two random variables X and Y satisfy the following joint PDF, fXY (x, y) =...

Assume two random variables X and Y satisfy the following joint PDF, fXY (x, y) = { 2, x + y ≤ 1 x, y ≥ 0,

0, otherwise.}

(a) Find the values of E[X + Y ] and E[X − Y ].

(b) Derive g(s) = E[X − Y |X + Y = s] for any given s.

(c) Derive h(t) = E[X + Y |X − Y = t] for any given t.

Math   Statistics-And-Probability   
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