(a) Let Y1 , Y2 , · · · , Yn be independent and identically distributed random variables. Show if Y1 < Y2 is independent of the event Y1 < Y3. (b) Let  Y1 , Y2 , · · · , Y∞ be dependent random variables

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(a) Let Y1 , Y2 , · · · , Yn be independent and identically distributed random variables. Show if Y1 < Y2 is independent of the event Y1 < Y3.
(b) Let  Y1 , Y2 , · · · , Y be dependent random variables with following probability density function;

Yn+1 =3Yn with probability 1/3
Yn+1 =Yn/3 with probability 2/3

for n ∈ [0, ∞) where Y0 = 1. Compute E[Y1] and E[Y2].

(a) Let Y1, Y2, .. , Yn be independent and identically distributed random variables. Show if Y1 < Y2
is independent of the event Y1 < Y3.
(b) Let Y1,Y2, · .. ,Y» be dependent random variables with following probability density function;
3Y, with probability
with probability
Yn+1 =
for n € [0, 00) where Y, = 1. Compute E[Y¡] and E[Y2].
Transcribed Image Text:(a) Let Y1, Y2, .. , Yn be independent and identically distributed random variables. Show if Y1 < Y2 is independent of the event Y1 < Y3. (b) Let Y1,Y2, · .. ,Y» be dependent random variables with following probability density function; 3Y, with probability with probability Yn+1 = for n € [0, 00) where Y, = 1. Compute E[Y¡] and E[Y2].
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