A random variable X hes continous distribution

given by
Problem1 a
density function

{
d X E I-4,0]
g(x) =

b (xlix) x e toil] / "here e.be/R

( 0 elsewhere

We know that PCXco)-to. Find a,b and Fitts.

Problem2 l e t Xp,X , independent continout random variables with densities f, andf , respectively. l e t Z-¥, show Thet
felt)= Idx, falxalfzltxd.la -[dx, f , h a l f, (txt) A
Problem 3 Let X . Y b e independent and here uniform distribution U l t o i l ) . Find a density function of Z- ¥

Problem 4 Assume Xi - N I M . . 072), - -

,
X n - N (Mn, En') . Show Thet (Xp..tl/n)nNCmtt.-tmn, 5,'t.-+ 5.2)

Problem5 Assume X. Y o u independent continous random variables with densities f× (x), fv.ly) respectively. Show
thet Z - x .Y her a density fztzl-Iafxlxlf.IE) ¥,d x
Problem 6 L e t (X,'ll b e 2-dim random variable with the density glxiytcxyllgoexeyeaylx.nl
¥ independent?
a ) find C ; b ) Celculete P L AY E D , c) Find density of ¥ ; d ) A r e X .Y independent; e ) Are end Y

Problem
7 Assume Knutt,"), Y-UK-9,471 and X.Y o u independent. Calculate P l x ' t Y' E t ) .

Problem 8 . independent exponential distributions with parameters

% , . . . Xu are and hence
%,--, 7 , respectively. Find
the distribution of Y - m a x (xx,-.,Xn)
Problems %,--, X u a n independent end here distributions X i n Pais ( t i ) Hi. Show thet (X, t-.tl/n)nPoisCXat-.t7n)

Problem 10 Assume X i s independent from itself. Prove that there is eek sit. PCX= c ) = ' t .