(a) The continuous random variables X and Y are distributed uniformly on (0, 1) and exponentially with mean 1, respectively. X and Y are independent. (i) Use the convolution formula to show that the random variable Z = X +Y has probability density function (pdf) 0, = (2)zf (e - 1) e-, z>1., 1-e-², 0

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
Problem 60CR
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please send solution for part a I amd ii
Question 4
(a) The continuous random variables X and Y are distributed uniformly on (0, 1)
and exponentially with mean 1, respectively. X and Y are independent.
(i) Use the convolution formula to show that the random variable Z = X +Y
has probability density function (pdf)
= (2)25
(e - 1) e-, z> 1.
1-e=²,
0 <z<%;
(ii) Show that fz(z) is a valid pdf.
(iii) Let Fz(z) be the cumulative distribution function (cdf) of Z. Show that
z<0;
0,
z+e-1,
Fz(2)
0<z<1;
%3D
e(1- e) +1, z> 1.
and hence find the median of Z.
(b) The random variable X has pdf
S 6x (1-2), 0 < x < 1;
otherwise.
fx (x) =
Determine the pdf of Y = X/(1 X).
(c) The random variable X has pdf
Transcribed Image Text:Question 4 (a) The continuous random variables X and Y are distributed uniformly on (0, 1) and exponentially with mean 1, respectively. X and Y are independent. (i) Use the convolution formula to show that the random variable Z = X +Y has probability density function (pdf) = (2)25 (e - 1) e-, z> 1. 1-e=², 0 <z<%; (ii) Show that fz(z) is a valid pdf. (iii) Let Fz(z) be the cumulative distribution function (cdf) of Z. Show that z<0; 0, z+e-1, Fz(2) 0<z<1; %3D e(1- e) +1, z> 1. and hence find the median of Z. (b) The random variable X has pdf S 6x (1-2), 0 < x < 1; otherwise. fx (x) = Determine the pdf of Y = X/(1 X). (c) The random variable X has pdf
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