Q1 Let X1 and X2 be independent exponential random variables with identical parameter A.Q1(i.) Find the distribution of Z = max(X1, X2).Q1 (ii.) Find the distribution of Y = min(X1, X2).Q1(iii.) Calculate E[Y].Q1(iv.) Calculate E[Z].Q1(v.) Using the relation Z = X1+X2 – Y, Calculate E[Z] and verify that it agrees with the calculation done inpart (iv.)

Answered: Image /qna-images/answer/d3b83469-5d88-4e28-8283-7e15d00d0747.jpg

Answered: Q1(i.) Find the distribution of Z =…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

See similar textbooks

Similar questions

LetX1,X2,...,Xn be a sequence of independent and identically distributed random variables having the Exponential(λ) distribution,λ >0, fXi(x) ={λe−λx, x >0 0, otherwise Define the random variable Y=X1+X2+···+Xn. Find E(Y),Var(Y)and the moment generating function ofY.
LetX1,X2,...,Xn be a sequence of independent and identically distributed random variables having the Exponential(λ) distribution,λ >0, fXi(x) ={λe−λx, x >0 0, otherwise (a) Show that the moment generating function mX(s) :=E(esX) =λ/(λ−s) for s< λ;
Let X1,X2,... be a sequence of identically distributed random variables with E|X1|<∞ and let Yn = n−1max1≤i≤n|Xi|. Show that limnE(Yn) = 0
Let X and Y be random variables, and a and b be constants. ???? a) Show that Cov [aX,bY] = abCov [X,Y] . b) Show that if a > 0 and b > 0, then the correlation coefficient between aX and bY is the same as the correlation coefficient between X and Y . c) Is the correlation coefficient between X and Y unaffected by changes in the units of X and Y ?
X1 and X2 are two discrete random variables, while the X1 random variable takes the values x1 = 1, x1 = 2 and x1 = 3, while the X2 random variable takes the values x2 = 10, x2 = 20 and x2 = 30. The combined probability mass function of the random variables X1 and X2 (pX1, X2 (x1, x2)) is given in the table below a) Find the marginal probability mass function (pX1 (X1)) of the random variable X1.b) Find the marginal probability mass function (pX2 (X2)) of the random variable X2.c) Find the expected value of the random variable X1.d) Find the expected value of the random variable X2.e) Find the variance of the random variable X1.f) Find the variance of the random variable X2.g) pX1 | X2 (x1 | x2 = 10) Find the mass function of the given conditional probability.h) pX2 | X1 (x2 | x1 = 2) Find the mass function of the given conditional probability.i) Are the random variables X1 and X2 independent? Show it. The combined probability mass function of the random variables X1 and X2 is below
ASAP!Random variables! K=1/22000... where k is constant of given function of x and y.
Let X1, X2, ..., Xn be a sequence of independent and identically distributedrandom variables having the Exponential(λ) distribution, λ > 0,fXi(x) = λe−λx , x > 00 , otherwise(a) Show that the moment generating function mX(s) := E(e^sX) = λ/λ−s for s < λ;(b) Using (a) find the expected value E(Xi) and the variance Var(Xi).(c) Define the random variable Y = X1 + X2 +· · ·+ Xn. Find E(Y ), Var(Y ) and the moment generating function of Y .(d) Consider a random variable X having Gamma(α, λ) distribution,fX(x) = (λαxα-1/Γ(α)) e−λx , x > 00 , otherwiseShow that the moment generating function of the random variable X is mX(s) =λα 1/(λ−s)α for s < λ, where Γ(α) isΓ(α) = (integral from 0 to inifity ) xα−1e−xdx.(e) What is the probability distribution of Y given in (c)? Explain youranswer.
Find E(R) and V (R) for a random variable R whose moment-generating function ismR(t) = e2t(1-3t2)-1
Let X and Y be random variables, and a and b be constants. a) Prove that Cov(aX, bY) = ab Cov(X,Y). b) Prove that if a > 0 and b > 0, then ρaX,bY = ρX,Y. Conclude that the correlation coefficient is unaffected by changes in units.
13) Random variables X and Y have joint pdf fXY={4xy, 0≤x≤1, 0≤y≤1fXY={4xy, 0≤x≤1, 0≤y≤1 Find Correlation and Covariance
A stochastic process (SP) X(t) is given byX(t) = Asin(ωt + Φ)where A and Φ are independent random variables and Φ is uniformly distributed between 0 and 2π.a) Calculate mean E[X(t)]. b) Calculate the auto-correlation RX (t1,t2).c) Is X(t) wide sense stationary (WSS)? Justify your answer.Now consider that X(t) is a Gaussian SP with mean μX (t) = 0.5 and auto-correlation RX (t1,t2) =10e−14 |t1−t2|. Let Z = X(5) and W = X(9) be the two random variables.d) Calculate var(Z), var(W), and var(Z + W). e) Calculate cov(ZW).
3.7. Consider the performance function Y = 3x1-2x2 where Xi and X2 are both normally distributed random variables with Ax' = 16.6 0% 2.45 μΧ2 = 18.8 ơx.-2.83 The two variables are correlated, and the covariance is equal to 2.0. Determine the probability of failure if failure is defined as the state when Y 0 3.8. The resistance (or capacity) R of a member is to be modeled using R = R,MPF where Rn is the nominal value of the capacity determined using code procedures and M, P, and Fare random variables that account for various uncertainties in the capacity. If M, P, and F are all lognormal random variables, determine the mean and variance of R in terms of the means and variances of M, P, and F.

SEE MORE QUESTIONS

Recommended textbooks for you

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

MATLAB: An Introduction with Applications

Statistics

ISBN:

9781119256830

Author:

Amos Gilat

Publisher:

John Wiley & Sons Inc

Probability and Statistics for Engineering and th…

Statistics

ISBN:

9781305251809

Author:

Jay L. Devore

Publisher:

Cengage Learning

Statistics for The Behavioral Sciences (MindTap C…

Statistics

ISBN:

9781305504912

Author:

Frederick J Gravetter, Larry B. Wallnau

Publisher:

Cengage Learning

Elementary Statistics: Picturing the World (7th E…

Statistics

ISBN:

9780134683416

Author:

Ron Larson, Betsy Farber

Publisher:

PEARSON

The Basic Practice of Statistics

Statistics

ISBN:

9781319042578

Author:

David S. Moore, William I. Notz, Michael A. Fligner

Publisher:

W. H. Freeman

Introduction to the Practice of Statistics

Statistics

ISBN:

9781319013387

Author:

David S. Moore, George P. McCabe, Bruce A. Craig

Publisher:

W. H. Freeman

SEE MORE TEXTBOOKS

Q1(i.) Find the distribution of Z = max(X1, X2). Q1(ii.) Find the distribution of Y = min(X1, X2). Q1(iii.) Calculate E[Y]. Q1(iv.) Calculate E[Z]. Q1(v.) Using the relation Z = X1 + X2 – Y, Calculate E[Z] and verify that it agrees with the calculation d part (iv.)