



Q 3. The joint density of Yı, Y2 is given by e-4342 p(y1, y2) = -...
Let Yı, Y, have the joint density S 2, 0 < y2 <yi <1 f(y1, y2) = 0, elsewhere. Use the method of transformation to derive the joint density function for U1 = Y/Y2,U2 = Y2, and then derive the marginal density of U1.
Let Y1, Y2 have the joint density f(y1,y2) = 4y1y2 for 0 ≤ y1,y2 ≤ 1 = 0 otherwise (a) (8 pts) Calculate Cov(Y1, Y2). (b) (3 pts) Are Y1 and Y2 are independent? Prove your answer rigorously. (c) (6 pts) Find the conditional mean E(Y2|Y1 = 1). 3
2. Suppose that Y and Y2 are continuous random variables with the joint probability density function (joint pdf) a) Find k so that this is a proper joint pdf. b) Find the joint cumulative distribution function (joint cdf), FV1,y2)-POİ уг). Be y, sure it is completely specified! c) Find P(, 0.5% 0.25). d) Find P (n 292). e) Find EDY/ . f) Find the marginal distributions fiv,) and f2(/2). g) Find EM] and E[y]. h) Find the covariance between Y1...
Let Y1 and Y2 have the joint probability density function given by f(y1, y2) = ( 1, 0 ≤ y1 ≤ 1, 0 ≤ y2 ≤ 1 0, elsewhere.) (a) Show that Y1 and Y2 are independent. (b) What is the covariance Cov(Y1, Y2)?
2. Let the random variables Y1 and Y, have joint density Ayſy22 - y2) 0<yi <1, 0 < y2 < 2 f(y1, y2) = { otherwise Stom.vn) = { isiml2 –») 05451,05 ms one a independent, amits your respon a) Are Y1 and Y2 independent? Justify your response. b) Find P(Y1Y2 < 0.5). on the
5.3.([1] 5.5) The joint density of Y and Y2 is given by 0 < y2 < y1 <1 else f(y1.92) = {3 a) Find F (33) = P[Y; <z, Y s. b) Find P[Y2 = ").
Let Y1 have the joint probability density function given by and Y2 k(1 y2), 0 s y1 y2 1, lo, = elsewhere. (a) Find the value of k that makes this a probability density function k = (b) Find P 1 (Round your answer to four decimal places.)
Suppose that joint pdf for Y1 and Y2 can be modeled by f(y1, y2) = ( 1 0 ≤ y1 ≤ c, 0 ≤ y2 ≤ 1, 2y2 ≤ y1 0 elsewhere (a) Find the value of c to make this a legitimate joint probability distribution. (b) Find P(Y1 ≥ 3Y2). This is the probability the cleaning device reduces the amount of pollutant by one-third or more.
Consider two random variables with joint density fY1,Y2(y1,y2)
=(2(1−y2) 0 ≤ y1 ≤ c,0 ≤ y2 ≤ c 0 otherwise
(a) Find a value for c. (4 marks) (b) Derive the density function
of Z = Y1Y2. (10 marks)
. Consider two random variables with joint density fyiy(91, y2) = 2(1 - y2) 0<n<C,0<42 <c o otherwise (a) Find a value for c. (4 marks) (b) Derive the density function of Z=Y Y. (10 marks)
012) e yi 0, elsewhere. (a) Verify that the joint density function is valid. (2 points) (b) Find P(Y, < 2,Y2 > 1). (2 points) (c) Find the marginal density function for Y2. (2 points) (d) What is the conditional density function of Yi given that Y2-?2 points) (e) Find P(Y > 2|Y 1). (2 points)