random variables X, and Y, are correlated, with Corr(X₁, Y₁) € {1,...,n}. Finally, let X, Y and D be the averages of the = 0²/2. Var(D₂). 0 Hz Hy which uses the test statistic 2= √n². f and only if |Z| > 1.96. Show that P(type I error) = 5%.
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- Consider a random variable Y with PDF Pr(Y=k)=pq^(k-1),k=1,2,3,4,5....compute for E(2Y)Let Xi be arandom sample from U(0,1)prove that Xn’ convarges in probability to 0.50Let X1, . . . , Xn be independent random variables, such that Xi ∼ Exponential(θ), for i =1, . . . , n. Find the distribution of Y = X1 + · · · + Xn.
- Suppose X and Y are the random variables with joint PMF given by: X/Y 11.2 5.75 -3 0 0.07 -2 0.2 0.08 -1 0.1 0.1 0 0.15 0.1 1 0 0.2 a.) Compute E(X2)Suppose the joint PMF of random variables X and Y isP(X = x, Y = y) =3/14 , if (x, y) = (−1, 1)2/14 , if (x, y) ∈ {(0, 1),(−1, 0),(0, 0)}1/14 , if (x, y) ∈ {(1, 1),(1, 0),(−1, −1),(0, −1),(1, −1)}0, otherwise(a) Find the covariance of X and Y .(b) Find the correlation of X and Y .Let X be a random variable such that E(X2m) = (2m)!/(2mm!), m =1, 2, 3, . . . and E(X2m−1) = 0, m = 1, 2, 3, . . . . Find the mgf and the pdf of X.