(a) Let X and Y be two independent random variables. Suppose that we know Var (2X- Y) 6 and Var(X+2Y) = 9. Find Var(X) and Var(Y). (b) Let X1 and X2 be independent exponential random variables with rates μ₁ and 2. Find the conditional density of X₁ given that X₁+X2=t.

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(a) Let X and Y be two independent random variables. Suppose that we know Var (2X-
Y) 6 and Var(X+2Y) = 9. Find Var(X) and Var(Y).
(b) Let X1 and X2 be independent exponential random variables with rates μ₁ and 2.
Find the conditional density of X₁ given that X₁+X2=t.
Transcribed Image Text:(a) Let X and Y be two independent random variables. Suppose that we know Var (2X- Y) 6 and Var(X+2Y) = 9. Find Var(X) and Var(Y). (b) Let X1 and X2 be independent exponential random variables with rates μ₁ and 2. Find the conditional density of X₁ given that X₁+X2=t.
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