5.85 In Exercise 5.65, we considered random variables Y1 and Y, that, for –1 < a < 1, have joint density function given by [1 – a{(1 – 2e-y1)(1 – 2e¬y2)}]e-yi-92, 0< y1,0 < y2, f (y1, y2) = 0, elsewhere and established that the marginal distributions of Y, and Y2 are both exponential with mean 1. Find E(Y) and E(Y2). b V(Y) and V (Y2). c (Y\ – Y2). d E(Y¡Y2). e V(Y – Y2). Within what limits would you expect Y1 – Y2 to fall?

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter10: Sequences, Series, And Probability
Section10.8: Probability
Problem 31E
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5.85 In Exercise 5.65, we considered random variables Y1 and Y2 that, for –1 < a < l, have joint
density function given by
[1 – a{(1 – 2e-yı)(1 – 2e¬9½)}]e-yi¬y2, 0<yı,0 < y2,
f (y1, y2) =
0,
elsewhere
and established that the marginal distributions of Y1 and Y, are both exponential with mean 1.
Find
a E(Y1) and E(Y2).
b V(Y) and V (Y2).
c (Y1 – Y2).
d E(Y¡Y2).
e
V (Y – Y2). Within what limits would you expect Y, – Y2 to fall?
Transcribed Image Text:5.85 In Exercise 5.65, we considered random variables Y1 and Y2 that, for –1 < a < l, have joint density function given by [1 – a{(1 – 2e-yı)(1 – 2e¬9½)}]e-yi¬y2, 0<yı,0 < y2, f (y1, y2) = 0, elsewhere and established that the marginal distributions of Y1 and Y, are both exponential with mean 1. Find a E(Y1) and E(Y2). b V(Y) and V (Y2). c (Y1 – Y2). d E(Y¡Y2). e V (Y – Y2). Within what limits would you expect Y, – Y2 to fall?
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