Question 3 [CLO1, C1, PLO 1] Let X be a discrete random variable with the following PMF 0.1 for k = 0 0.4 for k = 1 Px(k) = 0.3 for k = 2 0.2 for k = 3 otherwise a) Find EX. b) Find Var(X). c) If Y=(X – 2)², find EY
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- Let X be a Gaussian random variable (0,1). Let M = ln(5*X) be a derived random variable. What is E[M]?Question 3 A product is classified according to the number of defects it contains and the factory that produces it. Let X and Y be the random variables that represent the number of defects per unit (taking on possible values of 0, 1, 2, or 3) and the factory number (taking on possible values 1 or 2), respectively. The entries in the table represent the joint possibility mass function of a randomly chosen product.chapter 8 question 11 suppose a simple random sample size of size n= 15 is obtained from a population with u=61 and q=14. The population must be normally distributed the sampling distribution of xbar is normal with ux= 61 and q = 14 over the square root of 15. B. P(xbar less than 64.6 assuming the normal model. assuming the normal model, p(x greater than or equal to 63.2
- 2. Y1, Y2, ..., Yn are i.i.d. exponential random variables with E{Yi} = 1/θ. Find thedistribution of Y =1 nPiYi.Suppose X and Y are random variables with E[XY ] = 6, E[Y ] = 4 and E[X] = 5 Find Cov(X; Y )Suppose Xis a random variable with E(X) = 2, and E(X2) = 5. Compute the following quantities: a) Var(X) b) E(X−1)2 c) Var(−X−3) d) E(5X+ 4) PARTS A,B,C ARE ANSWERED ALREADY, JUST D PLEASE
- 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-Y2Your internal body temperature T in °F is a Gaussian (μ =98.6, σ = 0.4) random variable. In terms of the Φ function, find P[T > 100]. Does this model seem reasonable?Consider a random sample X1, … , Xn from the pdff (x; u) = .5(1 + (THETA)x) -1 <= x <= 1where -1 <= theta <= 1 (this distribution arises in particlephysics). Show that theta = 3X is an unbiased estimator oftheta. [Hint: First determine mu = E(X) = E(X).]
- Q2C. Considering the following MA(3) process: y_t = u_t − 0.7u_(t-1) − 0.2u_(t-2) + 0.4u_(t-3) Where u_t is a white noise process with variance equal to 1. What is the value epsilon_k = cov(y_t,y_(t-k)) for k = 0? Provide the correct answer along with the working steps and underlying assumptions used to calculate the value of epsilon_k = cov(y_t,y_(t-k)) for k = 0.If we let RX(t) = ln MX(t), show that R X(0) = μ and RX(0) = σ2. Also, use these results to find the mean and the variance of a random variable X having the moment-generating function MX(t) = e4(et−1)If X and Y are random variables and X is a geometric random variable where p = 0.1 then what is the probability mass function of Y = sin(X*pi) ?