6.80 Let Y₁, Y₂,..., Y, be independent random variables, each with a beta distribution, with a = B = 2. Find a the probability distribution function of Y(n) = max(Y₁, Y2, ..., Yn). b the density function of y(n). CE(Y(n)) when n = 2.
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- YOUR TURN 1 Repeat Example 1 for the probability density function f(t)=83x3 on [1,2]. EXAMPLE 1 Expected Value and Variance Find the expected value and variance of the random variable x with probability density function defined by f(x)=(3/26)x2on[1,3].If X,, X2, ..., Xn are independent random variables having exponential distributions with the same п parameter 0. (а) Find the probability density of the random variable Y = X1 + X2 + …+ Xn. ... (b) Identify the distribution of Y, and what are its parameters?Normal distribution. The moment generating function of a random variable U is M(t) = (1 - 8t)^-7. Find: i)Probability density function, ii)Mean, iii)Variance of U.
- (47) Let X z b(8,-) find E(5+6x) and distribution function.If X is a random variable with probability density function 32 f(x) = A* for x = 0, 1, 2, 3, 4 and 5, the var(X)4. A continuous random Variable X has probability Density function defined by f(x) = 5-5x; 0<=x<=1, =0 otherwise, find the mean and the variance of the distribution.
- 8. Let the probability density of the random variable ({, n) be f(x, y) = { ke-(2x+7y) x>0 y>o elsewhere Find (1) the constant k; (2) the distribution function of (§, n);Let the random variable X have the density function is given by (cx, Os xs5, f(x) = (o, elsewhere. 1) The value of the constant C=; 2) The expected value of X is E(X)=; 3) The expected value of X2 is E(x2) 4) The variance of X is given by Var (X) =0? =.Suppose X is a random variable taking values in the interval [0,2] with probability density function f(x) = 1-x/2. What is the variance of X?
- 6. Let Yi and Y2 be independent exponential random variables, both with mean 0>0. Let U = - and V = Y, +Y,. Using a change of variable technique, %3D Y, +Y; (a) find the probability density function of U. (b) find the probability density function of V.36. QUESTION: Let X have the density f(x) = 2x if 0 < r <1 and f(x) = 0 otherwise. Show that X has the mean 2/3 and the variance 1/18. Find the mean and the variance of the random variable Y = -2X + 3.Q.3 The probability density function for a continuous random variable X is fx(x) = }" (a+ bx2; 0 < x< 1, 0; %3D e.w. (i) Find constants a and b if E (X) = 0.6 (ii) Find cumulative distribution function (cdf), moment generating function. (iii) Using mgf, find ß, and ß2 and comment on it. (iv) Sketch pdf and cdf. %3D