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- X is an exponential random variable with λ =1 and Y is a uniform random variable defined on (0, 2). If X and Y are independent, find the PDF of Z = X-Y2Find the moment-generating function of the contin-uous random variable X whose probability density is given by f(x) =1 for 0 < x < 10 elsewhere and use it to find μ1,μ2, and σ2.If Y is a continuous, uniformly distributed random variable over the interval(4,10), then the value of the PDF between 4 and 10 is?
- Use the moment generating function technique to solve. Let X1, . . . , Xn be independent random variables, such that Xi ∼ Exponential(θ), for i =1, . . . , n. Find the distribution of Y = X1 + · · · + Xn.Let X be a discrete random variable with probability mass function P(X= x) =p(1 −p)^x ; x= 0,1,2,.... Here p∈[0,1]. Calculate the moment generating function (MGF) of X, the mean, and variance of this distribution (using the MGF).Consider two independent random variables X1 andX2 having the same Cauchy distributionf(x) = 1π(1 + x2)for − q < x < qFind the probability density of Y1 = X1 + X2 by usingTheorem 1 to determine the joint probability density ofX1 and Y1 and then integrating out x1. Also, identify thedistribution of Y1.
- Consider a random variable Y with PDF Pr(Y=k)=pq^(k-1),k=1,2,3,4,5....compute for E(2Y)For any continuous random variables X, Y , Z and any constants a, b, show the following from the definition of the covariance:Let the joint pdf for the continuous random variables X and Y be: f(x,y) = { 4xy; 0<x<1, 0<y<1 0; elsewhere } What is the joint CDF of X and Y?
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