Question

A and B are two independent Bernoulli Ber(0.1) random variables. Define Random variables C=A+B and D=|A-B|....

A and B are two independent Bernoulli Ber(0.1) random variables. Define Random variables C=A+B and D=|A-B|. What is P(C≤1, D ≤1)?

Math   Statistics-And-Probability   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

Note-if there is any understanding problem regarding this please feel free to ask via comment box..thank you

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
X1,X2, . . . is a sequence of iid Bernoulli (1/2) random variables. Consider the random...
X1,X2, . . . is a sequence of iid Bernoulli (1/2) random variables. Consider the random sequence Y_n = X_1 +· · ·+X_n. (a) What is limn→∞ P[|Y_2n − n| ≤ (n/2)^1/2? (b) What does the weak law of large numbers say about Y2n? Could I get a little clarification with this problem?
You are performing 5 independent Bernoulli trials with p = 0.1 and q = 0.9. Calculate...
You are performing 5 independent Bernoulli trials with p = 0.1 and q = 0.9. Calculate the probability of the stated outcome. Check your answer using technology. (Round your answer to five decimal places.) At least three successes P(X ≥ 3) =
Problem 0.1 Suppose X and Y are two independent exponential random variables with respective densities given...
Problem 0.1 Suppose X and Y are two independent exponential random variables with respective densities given by(λ,θ>0) f(x) =λe^(−xλ) for x>0 and g(y) =θe^(−yθ) for y>0. (a) Show that Pr(X<Y) =∫f(x){1−G(x)}dx {x=0, infinity] where G(x) is the cdf of Y, evaluated at x [that is,G(x) =P(Y≤x)]. (b) Using the result from part (a), show that P(X<Y) =λ/(θ+λ). (c) You install two light bulbs at the same time, a 60 watt bulb and a 100 watt bulb. The lifetime of the...
Let X ∼ Poisson(µ1) and Y ∼ Poisson(µ2) be two independent random variables. Define Z =...
Let X ∼ Poisson(µ1) and Y ∼ Poisson(µ2) be two independent random variables. Define Z = X +Y . Show that X | Z = n ∼ Binomial( n, µ1 / (µ1 + µ2))
Show that if two binomial random variables X ∼ Bin(a,p) and Y ∼ Bin(b,p) are independent,...
Show that if two binomial random variables X ∼ Bin(a,p) and Y ∼ Bin(b,p) are independent, then X + Y ∼ Bin(a + b, p), using the technique of moment generating function.
Let a and b be two independent normal random variables E(a) = -2 , V (a)...
Let a and b be two independent normal random variables E(a) = -2 , V (a) = 4 , E(b)= 3, V(b) = 9. (1) E(3a – 2b) = (b) Var (3a – 2b) = (c) Prob(-15 < 3a – 2b < -12) =
Let X be a Poisson random variable with parameter λ and Y an independent Bernoulli random...
Let X be a Poisson random variable with parameter λ and Y an independent Bernoulli random variable with parameter p. Find the probability mass function of X + Y .
a. Suppose X and Y are independent Poisson random variables, each with expected value 2. Define...
a. Suppose X and Y are independent Poisson random variables, each with expected value 2. Define Z=X+Y. Find P(Z?3). b. Consider a Poisson random variable X with parameter ?=5.3, and its probability mass function, pX(x). Where does pX(x) have its peak value?
Let P(A) = 0.1, P(B) = 0.2, P(C) = 0.3 and P(D) = 0.4; A, B,...
Let P(A) = 0.1, P(B) = 0.2, P(C) = 0.3 and P(D) = 0.4; A, B, C, D – independent events. Compute P{(A∪B)∩ (Cc ∪ Dc }. Step by step solution.
1 point) Let A, B, and C be independent random variables, uniformly distributed over [0,5], [0,15],...
1 point) Let A, B, and C be independent random variables, uniformly distributed over [0,5], [0,15], and [0,2] respectively. What is the probability that both roots of the equation Ax2+Bx+C=0 are real?
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT