
5. Suppose X ~ Exponential (9)Use the method of transformation (See Math 332 text) derive the...
Suppose X is an exponential random variable with PDF, fx(x) exp(-x)u(x). Find a transformation, Y g(X) so that the new random variable Y has a Cauchy PDF given 1/π . Hint: Use the results of Exercise 4.44. ) Suppose a random variable has some PDF given by ). Find a function g(x) such that Y g(x) is a uniform random variable over the interval (0, 1). Next, suppose that X is a uniform random variable. Find a function g(x) such...
Need help on number 3. Please use method of
transformation. Explain if possible.
(2)Suppose that X and X2 have joint pdf f(x1, x2) = 2 ,0<x1<x2 < 1, and zero otherwise. Compute the pdf of the random variable Y = (3)Let X-Exp(1) and Y-Exp(1). X and Y are independent. a. Find the pdf of A=(X+Y) and B=(x-7). b. Are A and B independent? C. Find the marginal of A and B
4. Suppose that X and X2 have joint PDF 0 otherwise (a) Use the transformation technique to find the joint PDF of y, and where x,/x, and Y, = X2 (b) Using your answer to part (a), find and identify the distribution of Y.
9. Let X have an exponential distribution with A 1 (see Question 5), and let Y log(X). Find the probability density function of Y. Where is the density non-zero? Note that in this course, log refers to the log base e, or natural log, often symbolized In. The distribution of Y is called the (standard) Gumbel, or extreme value distribution.
5. (11 pts) Use the Distribution Function Method on this
problem: The random variable Y has an exponential distribution with
parameter β. Let ?? = √??. Find the pdf of U. Note: U has a Weibull
distribution. You will see the Weibull distribution many times in
this course
5. (11 pts) Use the Distribution Function Method on this problem: The random variable Y has an exponential distribution with parameter B. Let U-VY. Find the pdf of U. Note: Uhas a...
f(y) = ky^2, 0<=y<=2 f(y) = 0, otherwise C(Y) = 20Y^2 - 5 Use an appropriate transformation method to derive the PDF for C(Y). Use this density to find the interval around the mean that would occur 75% of the time. This means that the remaining 25% probability is equally distributed beyond the lower and upper bounds of this interval.
5. Suppose that X and X2 are independent random variables each having PDF: each having PDF: : otherwise (a) Use the transformation technique to find the joint PDF of Yi and Yo where Y -X and ½ = Xi +Xg. (b) Using your answer to part (a), and the fact that find and identify the distribution of Y
(4 marks) Derive the inverse Lorentz transformation for the partial deriva- tives, u a cat (5) (6) a ar a ду a дz a at a ar' a ay a az! a 7 at' (7) u (8) ar' Hint: you need to use the chain rule. (2 marks) Write down analogous expression to equations (5)-(8), assuming a Galilean transformation: x' = x -ut, y = y, z = z and t' = t.
5. (20 pts) Function of RV Let Ry X-Exponential(1),i.e.,the CDF is Fx (x) = (1 - )u(x). IEX = 9(x) = -2x + 1, find the CDF Fy (y) and the PDF fy(y).
Derive the inverse Lorentz transformation for the partial deriva- tives, (5 и д с2 Әt! (5) (6) а дх а ду а дz а Әt д 7 Әr? ә ay' а дz! а 7 де? (7) ә - (8) Әr! Hint: you need to use the chain rule. Write down analogous expression to equations (5)-(8), assuming a Galilean transformation: x = x – ut, y' = y, z' = z and t = t.