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Tutorial 2

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Chan Sze Yuen
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13 views5 pages

Tutorial 2

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Uploaded by

Chan Sze Yuen
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF or read online on Scribd
Tutriab 2 ; a Ql. Suppse, tHe pf of wv. X is fevozex > | oexel , Find EX ant Vor X. ; , g t Solution ; EX= [laefyeothe = fol ex? olx pe! =f Sue Vir X= EX?= EX)* , , EX: [lef codee Six fcbibeeg (Oe le tabled Flas, Wer X? 3 ~ Ue be [Link] X onl 7 oe ‘lepers stole normal ranolom Wels. Show tat ep Is 0 Canly lion ©. Goncider ty THrunsformoction: 212 X/AX+T) | Zo> x47 then X 22,22 Te Bu-B) ©. (otelote, her Trcohion- Je [2 z, Se SEL [2 ba ®. The jet probebility olensity fanctin d X wel Tis dar Ou = f, wo Fry Re bopes) r AlkBW4ABA =H CBee, of Hy sralpenstont ) i Se ep [te thu, g(r dee = |g B ovl- Bost -retnyJober = 2/2 ool-g3([Link])] di cs Jo" opl- 3 (zi -3.t Plz “oe gear ol auat-ead)] 1 eT TT wm (z?-[Link]) ane ene BEAR] 1B cay tas, Q3. let X+Nw.o. THMCY,O°) . Suppse X omol T me. dependent Fink He olensity of 2=X47, Fae PBS) POT 8) = FIP te poly bjt He dlensity of 2 we pool t dbffuention if with repect tr 3. (= ob fz@) a . ”) We LGC fo geal The. Ee YO, 2-79 oly ony 7 | | sagt He pr it He Sane, X ons Tove nleptirt, WF bovonecs Fate SM davofyte-9 Thus . er this question : . {a0 fo ape BAERS et we] “eo (- “E62 ) “ZN Gey 20) THM 4.2. We. Let XovWip.a?). Te ACP. 7") be dulpordent riowmal yorvlom variebles Than We vawlom variable ExT Ins 0 WYAY, O41) detebaten by $3.4. The suns crcl obfterencs of alepensten’ normal tonoom variables ome. sreleperdlont hey mal ondbm yarable. is Tue vepambless, ft the mean of X anol Tg ty 4 Vor X = Ver T. Lemma 4.27. Lee (XT) be a bivariate, Tondom vecby with gorrt pif ov pnt {&y- Then X aol simone rondo variables { nol only a there, exist {mretions ym anol, hiay such Hd for ory FER aml PER Popo = fohyy cermin manent a espe SI a f the rv. X is N(u,07), 0? > 0, then the r.v. V = (X —y)?/o? = Z7 is x7(1). Proof: Because V = Z?, where Z = (X — 1)/o is N(0,1), the distribution function F(v) of V is, for v > 0, F(v) = P(Z? 0, =f eae = 2 [% Leer Fw) = [ae de = 2 [ Jax® ‘dz. if we change the variable of integration by writing z = Vy, then, since D,(2) = 1/(2V), we have Fo) = [ ae Of course, F(v) = 0, when v < 0. Hence the [Link]. f(v) = F"(v) of the * eWdy, O0.

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