a) Find the nth moment of X, about the origin. b) Let Y = 3X₁ + X₂. Find the second moment about the origin of variance. c) Let Z = aX₁ + 6X2, and W = aX₁ - bX₂. Determine the condition that Z and W are uncorrelated. d) When the condition you for d in gotified on Wand 7 olgo inde

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter2: Equations And Inequalities
Section2.4: Complex Numbers
Problem 59E
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Let random variables X₁ and X₂ be uncorrelated and each
distributed according to
2x
fx(x) = {
0 ≤ x ≤T,
otherwise
a) Find the nth moment of X; about the origin.
b) Let Y
=
3X₁ + X₂. Find the second moment about the origin of Y, then find its
variance.
c) Let Z
=
aX₁ + 6X₂, and W = aX₁ — bX2. Determine the condition on a and b such
that Z and W are uncorrelated.
d) When the condition you found is satisfied, are W and Z also independent? Justify
fully.
Transcribed Image Text:Let random variables X₁ and X₂ be uncorrelated and each distributed according to 2x fx(x) = { 0 ≤ x ≤T, otherwise a) Find the nth moment of X; about the origin. b) Let Y = 3X₁ + X₂. Find the second moment about the origin of Y, then find its variance. c) Let Z = aX₁ + 6X₂, and W = aX₁ — bX2. Determine the condition on a and b such that Z and W are uncorrelated. d) When the condition you found is satisfied, are W and Z also independent? Justify fully.
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