E[X] and E[Y] and variances VAR[X] and VAR[Y]. (to be used below in CORR(X,Y)) Using part b, Can you state the conditional expectation E
E[X] and E[Y] and variances VAR[X] and VAR[Y]. (to be used below in CORR(X,Y)) Using part b, Can you state the conditional expectation E
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.
Chapter2: Exponential, Logarithmic, And Trigonometric Functions
Section2.CR: Chapter 2 Review
Problem 111CR: Respiratory Rate Researchers have found that the 95 th percentile the value at which 95% of the data...
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The joint continuous distribution of random variables X and Y is given by
f X,Y(x,y) = l2exp[-lx] for 0 < y < x < ∞ for some parameter l >0.
= l2exp[-lx] * I[ 0 < y < x < ∞ ]
- Are X and Y independent? Explain.
- Identify the marginal distributions of X and Y by type and parameter values.
Now assume that l = 3 to do the numeric computations in parts c and d.
- Using your findings in part b. you can simply state the means E[X] and E[Y] and variances VAR[X] and VAR[Y]. (to be used below in CORR(X,Y))
- Using part b, Can you state the conditional expectation E[Y | X =x] for all possible values x of X?
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