8 Indication: Ex 9.19 of tertbook. Let X andY be two continuous random variables with joint density function 30 f(r, y) = -50z²-50y² +80zy %3D 77 1. Determine the marginal distributions of X and Y. 2. Find out Var(X), Var(Y) and correlation coefficient p p(X,Y) 3. Find the real value a so that Cov(X+aY, Y)=0. 4. Determine the density function of X +Y.
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- A Troublesome Snowball One winter afternoon, unbeknownst to his mom, a child bring a snowball into the house, lays it on the floor, and then goes to watch T.V. Let W=W(t) be the volume of dirty water that has soaked into the carpet t minutes after the snowball was deposited on the floor. Explain in practical terms what the limiting value of W represents, and tell what has happened physically when this limiting value is reached.For a certain psychiatric clinic suppose that the random variable X represents the total time (in minutes) that a typical patient spends in this clinic during a typical visit (where this total time is the sum of the waiting time and the treatment time), and that the random variable Y represents the waiting time (in minutes) that a typical patient spends in the waiting room before starting treatment with a psychiatrist. Further, suppose that X and Y can be assumed to follow the bivariate density function fXY(x,y)=λ2e−λx, 0<y<x, where λ > 0 is a known parameter value. (a) Find the marginal density fX(x) for the total amount of time spent at the clinic. (b) Find the conditional density for waiting time, given the total time. (c) Find P (Y > 20 | X = x), the probability a patient waits more than 20 minutes if their total clinic visit is x minutes. (Hint: you will need to consider two cases, if x < 20 and if x ≥ 20.)1)Let x and y be two continuous random variables whose function is the probability density joint is given by : a)Draw the relationship between the variables x and y on the Cartesian axes .b)Calculate the marginal pdfs px(X)and py(Y).c)Are the v.a.s x and y independent ?
- Consider the random variable X with PDFf(x) = e−x / (1 + e−x)2 , x ∈ R.Find the density function of Y = 1/ (1 + e−X)For random variables X and Y with joint density function f(x,y) = 6e^-2x-3y. (x,y > 0) and f(x,y) = 0 otherwise, find: Are X and Y independent? Give a reason for your answer.Here is another infectious disease model. Once a person becomes infected, the time X, in days, until the person becomes infectious (can pass on the disease) can be modeled as a Weibull random variable with density function f(x,α,β) = (α/βα)xα−1e−(x/β)α for 0 ≤ x ≤ ∞ and 0 otherwise with α = 3.7 and β = 7.1α is the shape parameter and β is the scale parameter. Hint: Solve this with the built-in R functions for the Weibull distribution (dweibull(),pweibull(), qweibull()) not f as defined above. Otherwise you may get intermediate values too large to use. For a) and b) the text (and notes) give formulas for the answers. You can calculate from these formulas. Note that these formulas use the gamma function. Γ(α) is the gamma function. In R, there is a built-in function gamma() which calculates this.d) What is the probability that X is larger than its expected value?e) What is the probability that X is > 2?
- Here is another infectious disease model. Once a person becomes infected, the time X, in days, until the person becomes infectious (can pass on the disease) can be modeled as a Weibull random variable with density function f(x,α,β) = (α/βα)xα−1e−(x/β)α for 0 ≤ x ≤ ∞ and 0 otherwise with α = 3.7 and β = 7.1α is the shape parameter and β is the scale parameter. Hint: Solve this with the built-in R functions for the Weibull distribution (dweibull(),pweibull(), qweibull()) not f as defined above. Otherwise you may get intermediate values too large to use. For a) and b) the text (and notes) give formulas for the answers. You can calculate from these formulas. Note that these formulas use the gamma function. Γ(α) is the gamma function. In R, there is a built-in function gamma() which calculates this.f) What is the probability that X is > 4?g) What is the probability that X > 4 given that X > 2?h) Calculate the 70th percentile of XA continuous random variable X that can assume values between x = 2 and x = 5 has a density function given by f(x) =2(1 + x)/27. Find: (a) P(X < 4); (b) P(3 ≤ X < 4).Let X denote 0.025 × the ambient air temperature (˚C) and let Y denote the time (min) that it takes for a diesel engine to warm up. Assume that (X, Y) has joint probability density function f(x,y) = cx (1 − x)(6 + 5x − 4y), for 0 < x < 1, 0 < y < 0.5. Find the conditional pdf of Y, given X = x. Compare this to the marginal pdf of Y. Are air temperature and engine warm-up time independent?
- Let X denote 0.025 × the ambient air temperature (˚C) and let Y denote the time (min) that it takes for a diesel engine to warm up. Assume that (X, Y) has joint probability density function f(x,y) = 1.6x (1 − x)(6 + 5x − 4y), for 0 < x < 1, 0 < y < 0.5. Find the conditional pdf of Y, given X = x. Compare this to the marginal pdf of Y. Are air temperature and engine warm-up time independent?1)Let x and y be two continuous random variables whose function is the probability density joint is given by:a)Find the conditional pdf of x given that y = Y,px|y(X|Y):b)Calculate E[x|y = Y], to 0<=Y<=1.c)Calculate Var [ x|y = Y], to 0 <= Y <= 1.The current in a certain circuit as measured by an ammeter is a continuous random variable X with the following density function, f(x) = 0.05x + 0.3 if 3 <= x <= 5, and 0 otherwise. (a) Calculate P(X ≤ 4). (b) Calculate P(3.5 ≤ X ≤ 4.5). (c) Calculate P(4.5 < X).