TOPIC:Normal distribution.
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R code please
Problem 3 Use a simulation to verify that when X~N(0,1), Z N(0,1)Y X3+ 10X +Z, we have Var(X+Y) Var(X)+Var(Y)+2Cov(X, Y) and Var(X-Y Var(X)Var(Y)-2Cov(X, Y). (Generate at least 50000 samples.)
3) Suppose X~N(0,1) and Y~N(2,4), they are independent, then is incorrect. 6 X-Y N(-2,5) D Var(X) < Var(Y) SupposeX-N(Aof) and Y-N(H2,σ ), they arc indcpcndcnt, thcn in the following statementss incorrect 4) 5) Suppose X~NCHiof) and Y~NCHz,σ ), they are independent, if PCIX-Hik 1) > PCIY _ μ2I 1), then ( ) is correct.
X N(0,1) and Z 3X2 + 1, what is the PDF of Z'?
Suppose 2 ~ N(0,1). True or False: P(Z = 0) = 1/V27.
For a martingale sZ, n 2 1), let X,- Z, - Z,-, i 2 1, where Zo0 Show that Var(Z)-Σ Var(X) 1-1
Question 2. Suppose (X.,X) . FXY, for i = 1, , n. We collect sample data for n-100, obtain sz-2 and Sy-1, and would like to test H0 : Var(x)-Var(y) versus HA : Var(z) Var(y). (a) Using the F test, what is the observed statistic? (b) Derive the null distribution and write out the p-value.
Question 2. Suppose (X.,X) . FXY, for i = 1, , n. We collect sample data for n-100, obtain sz-2 and Sy-1, and would like...
X,Y, and Z are random variables.
Var(X) = 2, Var(Y) = 1, Var(Z) = 5, Cov(X,Y) = 3, Cov(X, Z) = -2, Cov(Y,Z) = 7. Determine Var(3X – 2Y - 2+10)
81.59% is the right of what z-score on N(0,1)?
4. Let Z ~ N(0,1) be a standard normal variable. Calculate the probability (a) P(1 <Z < 2). (b) P(-0.25 < < < 0.8). (c) P(Z = 0). (d) P(Z > -1).
Let's assume Z is uniformly distributed on (0,1). Also suppose that the conditional distribution of Z given that Y = y is uniform (0,y). Fine E(z) and Var(z) and explain why.