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    8 views9 pages

    Work Shet RV

    Uploaded by

    mesfin snow

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
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    Some Theorems on Expectation Theorem 3-1 If cis any constant, then E(cX) = cE(X) Theorem 3-2 If X and Y are any random variables, then E(X + Y) = E(X) + E(Y) Theorem 3-3 If X and Y are independent random variables, then E(XY) = E(X)E(Y) Generalizations of these theorems are easily made. Some Theorems on Variance Theorem 3-4 o? = EL(X — w)?] = EOP) — pe 1X2) — [EOOP where w = E(X). Theorem 3-5 Mfc is any constant, Var(eX) = c2 Var(X) Theorem 3-6 The quantity E[(X — a)?] is a minimum when a = pe = E(X). Theorem 3-7 If X and Y are independent random variables, Var(X + ¥) = Var(X) + Var) or jay = OF + OF Var(X = ¥) = Var(X) + Var) or oy = OF + OF Theorem 3-14 Oxy = E(XY) — E(X)E(Y) = E(XY) ~ wxmy Theorem 3-15 If X and ¥ are independent random variables, then oxy = Cov(X, ¥) = 0 Theorem 3-16 Var(X + ¥) = Var(X) + Var(¥) + 2Cov(X, ¥) or Opry = OF + OF + yy Theorem 3-17 loyy| < oxy The joint density function of two continuous random variables X and Y is fle) {e O 2), (e) P(X > 3), (f) POX + ¥ > 4), (g) the joint distribution func tion, (h) whether X and ¥ are independent. (a) The total probability is given by Qe yydedy = mc + fa =f e100 + ae ~ ave For this to equal 1, we must have e = 1/210. (b) The marginal distribution function for X is [ [Mita 1 xe FQ) = POS 9) = _ Sle vydudo Odudy=0 y<0 eet agp EA ge, Aff Bintan = PE ox yes bey . [J Peet aae=1 yes (©) The marginal density function for X is, from part (b), (av + 5/84 2<0<6 fies) = Ary = {@ cence ‘The marginal density function for Y is, from part (b), a ey + 16y/les 0 3) = an, jag tt * Deledy (f) PIX + ¥ > 4) [[renacas where St is the shaded region of Fig. 2-20, Although this can be found, itis easier to use the fact that POE Y> 4) =1- POH YS 4) - [J vdedy where St’ is the cross-hatched region of Fig. 2-20. We have PX+Y< 4) Thus PU + ¥> 4) = 33/35. y » c9) Fig. 220, Fig. 221, (g) The joint distribution function is Pay spa savsy=[/ In the wv plane (Fig. 2-21) the region of integration isthe intersection of the quarter plane u =x, » = yand the rectangle 2

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