Question

1. A and b are not correlated, treat as separate problems a) The random variable X...

1. A and b are not correlated, treat as separate problems

a) The random variable X has uniform continuous distribution on the interval [0, 10]. Find the distribution of Y = X3 and P(Y > 50).

b) The random variables X and Y are jointly bivariate normal with parameters µX = 0, σX = 1, µY = 0, σY = 2 and ρ = 0.9.

i) Find P(Y > 0)

ii) Find P(Y > 0|X = 1)

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
Exercise 10.45. Suppose that the joint distribution of X,Y is bivariate normal with parameters σX,σY,ρ,µX,µY as...
Exercise 10.45. Suppose that the joint distribution of X,Y is bivariate normal with parameters σX,σY,ρ,µX,µY as described in Section 8.5. (a) Compute the conditional probability density of X given Y =y. (b) Find E[X|Y].
Let X and Y have a bivariate normal distribution with parameters μX = 0, σX =...
Let X and Y have a bivariate normal distribution with parameters μX = 0, σX = 3; μY = 8, σY = 5; ρ = 0.6. Find the following probabilities. P(-6 < X < 6) P(6 < Y < 14 | X = 2)
Let X and Y have a bivariate normal distribution with parameters μX = 0, σX =...
Let X and Y have a bivariate normal distribution with parameters μX = 0, σX = 3; μY = 8, σY = 5; ρ = 0.6. Find the following probabilities. (A) P(-6 < X < 6) (B) P(6 < Y < 14 | X = 2)
. [10] Profit in thousands from a project is determined by the equation Profit = 2X...
. [10] Profit in thousands from a project is determined by the equation Profit = 2X + 3Y where X and Y are random variables that can be modeled by a normal distribution. For this problem µx is 20, µy is 30, σx is 2 and σy is 3. Find the mean and standard deviation of Profit in thousands.
Given a random variable X following normal distribution with mean of -3 and standard deviation of...
Given a random variable X following normal distribution with mean of -3 and standard deviation of 4. Then random variable Y=0.4X+5 is also normal. (1)Find the distribution of Y, i.e. μy,σy (2)Find the probabilities P(−4<X<0),P(−1<Y<0) (3)Find the probabilities(let n size =8) P(−4<X¯<0),P(3<Y¯<4) (4)Find the 53th percentile of the distribution of X
a) Suppose that X is a uniform continuous random variable where 0 < x < 5....
a) Suppose that X is a uniform continuous random variable where 0 < x < 5. Find the pdf f(x) and use it to find P(2 < x < 3.5). b) Suppose that Y has an exponential distribution with mean 20. Find the pdf f(y) and use it to compute P(18 < Y < 23). c) Let X be a beta random variable a = 2 and b = 3. Find P(0.25 < X < 0.50)
Problems 9 and 10 refer to the discrete random variables X and Y whose joint distribution...
Problems 9 and 10 refer to the discrete random variables X and Y whose joint distribution is given in the following table. Y=-1 Y=0 Y=1 X=1 1/4 1/8 0    X=2 1/16 1/16 1/8 X=3 1/16 1/16 1/4 P9: Compute the marginal distributions of X and Y, and use these to compute E(X), E(Y), Var(X), and Var(Y). P10: Compute Cov(X, Y) and the correlation ρ for the random variables X and Y. Are X and Y independent?
Consider the following bivariate distribution p(x, y) of two discrete random variables X and Y. Y\X...
Consider the following bivariate distribution p(x, y) of two discrete random variables X and Y. Y\X -2 -1 0 1 2 0 0.01 0.02 0.03 0.10 0.10 1 0.05 0.10 0.05 0.07 0.20 2 0.10 0.05 0.03 0.05 0.04 a) Compute the marginal distributions p(x) and p(y) b) The conditional distributions P(X = x | Y = 1) c) Are these random variables independent? d) Find E[XY] e) Find Cov(X, Y) and Corr(X, Y)
Calculate the quantity of interest please. a) Let X,Y be jointly continuous random variables generated as...
Calculate the quantity of interest please. a) Let X,Y be jointly continuous random variables generated as follows: Select X = x as a uniform random variable on [0,1]. Then, select Y as a Gaussian random variable with mean x and variance 1. Compute E[Y ]. b) Let X,Y be jointly Gaussian, with mean E[X] = E[Y ] = 0, variances V ar[X] = 1,V ar[Y ] = 1 and covariance Cov[X,Y ] = 0.4. Compute E[(X + 2Y )2].
Let X and Y be independent random variables with means EX = 10 and EY =...
Let X and Y be independent random variables with means EX = 10 and EY = 5 and standard deviations σX = 2 and σY = 1. Find the second moment E(X + Y + 1)2
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT