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Random variable

(20) Z X+Y is a random variable equal to the sum of two continuous random variables X and Y. X has a uniform density from (-1

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Answer #1

(а)

(1) F2) (-152) (12) 2- C-10) (-1,0) P(Z <)=P (X+Y2P (Yz-x) = 2+) ()IKz 3 P (2z)=P(XY-)=P (Y<z-X) =2-4-2 4- 4-2 CDF of Z:- 1z<Let Var (x) Var ( (X= COYY YU(1) xu(-11 E(x)= S Sxdz 1--13 2 E(x) Var (X)E(x) -[E(x]2 E ()- E(Y)= jeaz = 1-(-1) dx 2 - ) ay=y

(b)

In this case , r리 Var (z) - Var (X+Y) = Vor (x) Vor (Y)+2 cov(x, Y) COV 든= 와지x7 +동 +두 -

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