Problem 2) If X is an Erlang (n, à) random variable with parameter 2 - 1/3 and expected value E[X]-15, find the following: a) What is the value of the parameter n? b) What is the PDF of X? c) What is Var[X]? Problem 3) If Y is an Erlang (n-2,-2) random variable, find the following:
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- 2. Y1, Y2, ..., Yn are i.i.d. exponential random variables with E{Yi} = 1/θ. Find thedistribution of Y =1 nPiYi.X is an exponential random variable with parameter λ = 4 Calculate P {X ≤ 3X1 and X2 are independent random variables such that Xi has PDF fXi(x)={λiexp(−λix) when x≥0, 0 otherwise}. What is P[X2<X1]?
- If Y is an exponential random variable with parameters beta then mean = E(Y) =beta and variance squaared = V(Y) = beta squared. Show proof of thisa data managment company records a large amount of data. Historically, there are 1.5 errors per 100 pages of data. Let x be the random variable representing the number of errors in 100 pages. i) if X has a poisson distributiuon, write down value of its paramaters ii) what is the probability that there are three errors in a randomly selected 100 pages? ii) what is the probability that there are three or more errors in a randomly selected 200 pages?Consider a real random variable X with zero mean and variance σ2X . Suppose that wecannot directly observe X, but instead we can observe Yt := X + Wt, t ∈ [0, T ], where T > 0 and{Wt : t ∈ R} is a WSS process with zero mean and correlation function RW , uncorrelated with X.Further suppose that we use the following linear estimator to estimate X based on {Yt : t ∈ [0, T ]}:ˆXT =Z T0h(T − θ)Yθ dθ,i.e., we pass the process {Yt} through a causal LTI filter with impulse response h and sample theoutput at time T . We wish to design h to minimize the mean-squared error of the estimate.a. Use the orthogonality principle to write down a necessary and sufficient condition for theoptimal h. (The condition involves h, T , X, {Yt : t ∈ [0, T ]}, ˆXT , etc.)b. Use part a to derive a condition involving the optimal h that has the following form: for allτ ∈ [0, T ],a =Z T0h(θ)(b + c(τ − θ)) dθ,where a and b are constants and c is some function. (You must find a, b, and c in terms ofthe information…