Question

Let X ∼ N (0; σ2) and Y = | X |, where σ> 0. Obtain...

Let X ∼ N (0; σ2) and Y = | X |, where σ> 0. Obtain the density function probability of the Y random variable

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

Homework Answers

Answer #1

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
Let X ∼ N(μ,σ2). Let Y = aX for some constant a. Find the joint moment...
Let X ∼ N(μ,σ2). Let Y = aX for some constant a. Find the joint moment generating function of (X, Y ).
Consider the joint density function f (x, y) = 1 if 0<= x<= 1; 0<=y<= 1....
Consider the joint density function f (x, y) = 1 if 0<= x<= 1; 0<=y<= 1. [0 elsewhere] a) Obtain the probability density function of the v.a Z, where Z = X^2. b) Obtain the probability density function of v.a W, where W = X*Y^2. c) Obtain the joint density function of Z and W, that is, g (Z, W)
Let X and Y be a random variables with the joint probability density function fX,Y (x,...
Let X and Y be a random variables with the joint probability density function fX,Y (x, y) = { e −x−y , 0 < x, y < ∞ 0, otherwise } . a. Let W = max(X, Y ) Compute the probability density function of W. b. Let U = min(X, Y ) Compute the probability density function of U. c. Compute the probability density function of X + Y .
Let X be a random variable with probability density function fX (x) = I (0, 1)...
Let X be a random variable with probability density function fX (x) = I (0, 1) (x). Determine the probability density function of Y = 3X + 1 and the density function of probability of Z = - log (X).
Suppose that X1,..Xn are iid N(0,σ2) where σ>0 is the unknown parameter. with preassigned α in...
Suppose that X1,..Xn are iid N(0,σ2) where σ>0 is the unknown parameter. with preassigned α in (0,1), derive a level α LR test for the null hypothesis H0: σ2 = σ02 against H1: σ2/=σ02 in the implementable form. (Hint: When is the function g(u) = ue1-u, u > 0 increasing? When is it decreasing? Is your test one-sided or two-sided?)
Let X be a random variable with probability density function f(x) = {3/10x(3-x) if 0<=x<=2 .........{0...
Let X be a random variable with probability density function f(x) = {3/10x(3-x) if 0<=x<=2 .........{0 otherwise a) Find the standard deviation of X to four decimal places. b) Find the mean of X to four decimal places. c) Let y=x2 find the probability density function fy of Y.
Let X be a gamma random variable with parameters α > 0 and β > 0....
Let X be a gamma random variable with parameters α > 0 and β > 0. Find the probability density function of the random variable Y = 3X − 1 with its support.
Let X be the mean of a random sample of size n from a N(θ, σ2)...
Let X be the mean of a random sample of size n from a N(θ, σ2) distribution, −∞ < θ < ∞, σ2 > 0. Assume that σ2 is known. Show that X 2 − σ2 n is an unbiased estimator of θ2 and find its efficiency.
Let random variable X ∼ U(0, 1). Let Y = a + bX, where a and...
Let random variable X ∼ U(0, 1). Let Y = a + bX, where a and b are constants. (a) Find the distribution of Y . (b) Find the mean and variance of Y . (c) Find a and b so that Y ∼ U(−1, 1). (d) Explain how to find a function (transformation), r(), so that W = r(X) has an exponential distribution with pdf f(w) = e^ −w, w > 0.
1. Let fX(x;μ,σ2) denote the probability density function of a normally distributed variable X with mean...
1. Let fX(x;μ,σ2) denote the probability density function of a normally distributed variable X with mean μ and variance σ2. a. What value of x maximizes this function? b. What is the maximum value of fX(x;μ,σ2)?
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT