(a) Given two independent uniform random variables X, Y in the interval (−1, 1), find E |X − Y |.
(b) Let X, Y be as in (a). Find the support and density of the random variable Z = |X − Y |.
(c) From (b), compute the mean of Z and check whether you get the same answer as in (a)
a)
f(x,y) = 1
= 1/3
b)
c)
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