Let X and Y be independent Exp(2) random variables. Define W = X + Y. a) Determine the correlation between X and W. The joint pdf of X and W is: f x,w(x, w) = 1^(2) e^(-1w) 7{O

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Let X and Y be independent Exp(2) random variables. Define W = X + Y.
a) Determine the correlation between X and W.
The joint pdf of X and W is: fx,w(x, w) = 1^(2) e^(-1w) I{O<x<w}
b) Find the conditional pdf of X|W = w. Name the distribution with this pdf
Transcribed Image Text:Let X and Y be independent Exp(2) random variables. Define W = X + Y. a) Determine the correlation between X and W. The joint pdf of X and W is: fx,w(x, w) = 1^(2) e^(-1w) I{O<x<w} b) Find the conditional pdf of X|W = w. Name the distribution with this pdf
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