Question

Assume that X and Y are independent random variables, each having an exponential density with parameter...

Assume that X and Y are independent random variables, each having an
exponential density with parameter λ. Let Z = |X - Y|. What is the density of Z?

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

Homework Answers

Answer #1

Note: When Transformation is not one to one, then mod(Jacobian) or ||J|| is multiplied by 2

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
If X and Y are independent exponential random variables, each having parameter λ  =  4, find...
If X and Y are independent exponential random variables, each having parameter λ  =  4, find the joint density function of U  =  X + Y  and  V  =  e 3X. The required joint density function is of the form fU,V (u, v)  =  { g(u, v) u  >  h(v), v  >  a 0 otherwise (a) Enter the function g(u, v) into the answer box below. (b) Enter the function h(v) into the answer box below. (c) Enter the value...
If X and Y are independent exponential random variables, each having parameter λ  =  5, find...
If X and Y are independent exponential random variables, each having parameter λ  =  5, find the joint density function of U  =  X + Y  and  V  =  e 6X. The required joint density function is of the form fU,V (u, v)  =  { g(u, v) u  >  h(v), v  >  a 0 otherwise (a) Enter the function g(u, v) into the answer box below. (b) Enter the function h(v) into the answer box below. (c) Enter the value...
If X and Y are independent exponential random variables, each having parameter λ  =  4, find...
If X and Y are independent exponential random variables, each having parameter λ  =  4, find the joint density function of U  =  X + Y  and  V  =  e 9X. The required joint density function is of the form fU,V (u, v)  =  { g(u, v) u  >  h(v), v  >  a 0 otherwise (a) Enter the function g(u, v) into the answer box below. (b) Enter the function h(v) into the answer box below. (c) Enter the value...
Let X and Y be independent random variables following Poisson distributions, each with parameter λ =...
Let X and Y be independent random variables following Poisson distributions, each with parameter λ = 1. Show that the distribution of Z = X + Y is Poisson with parameter λ = 2. using convolution formula
Let X and Y be independent exponential random variables with respective parameters 2 and 3. a)....
Let X and Y be independent exponential random variables with respective parameters 2 and 3. a). Find the cdf and density of Z = X/Y . b). Compute P(X < Y ). c). Find the cdf and density of W = min{X,Y }.
STAT 180 Let X and Y be independent exponential random variables with mean equals to 4....
STAT 180 Let X and Y be independent exponential random variables with mean equals to 4. 1) What is the covariance between XY and X. 2) Let Z = max ( X, Y). Find the Probability Density Function (PDF) of Z. 3) Use the answer in part 2 to compute the E(Z).
Let X and Y be independent exponential random variables with respective rates ? and ? Is...
Let X and Y be independent exponential random variables with respective rates ? and ? Is max(X, Y ) an exponential random variable?
In Example 6.33 we found the distribution of the sum of two i.i.d. exponential variables with...
In Example 6.33 we found the distribution of the sum of two i.i.d. exponential variables with parameter λ. Call the sum X. Let Y be a third independent exponential variable with parameter λ. Use the convolution formula 6.8 to find the sum of three independent exponential random variables by finding the distribution of X + Y.
Let X and Y be independent and identically distributed with an exponential distribution with parameter 1,...
Let X and Y be independent and identically distributed with an exponential distribution with parameter 1, Exp(1). (a) Find the p.d.f. of Z = Y/X. (b) Find the p.d.f. of Z = X − Y .
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...
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT