Q 6.1. Suppose Z = (Z1, Z2, Z3) is a standard multi-variate Gaussian random variable i.e., for i≤ 3, Zi~ N(0, 1) are i.i.d. random variables. Each of the random variables, (a)–(d), on the left is equal in distribution to exactly one random variables, (1)–(4), on the right. Pair up according to "equal in distribution" and explain briefly your reasoning. (a) (X¹₂) =(√²) X₁ X₂ Z₁ Z₂ = Z₁ (b) (e) (x₂) - (3/✓/² ¹/√²) (21) (3/√2 √2 X₁ (¹)(x)=(1) (2) (33) X₂ (1) (39)=(-1) (2) (22₁) = (1/² √²/₂) (²₂) (2) 1////2) Z₁ 2 2 √2 (3) (x₂) = (1 ² 0 Z₂ 1 Z3 (4) (Y) = (²¹) (²) 1

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
icon
Related questions
Question
Q 6.1. Suppose Z = (Z₁, Z2, Z3) is a standard multi-variate Gaussian random variable i.e., for
i ≤ 3, Zi~ N(0, 1) are i.i.d. random variables.
Each of the random variables, (a)–(d), on the left is equal in distribution to exactly one
random variables, (1)–(4), on the right. Pair up according to "equal in distribution" and explain
briefly your reasoning.
X₁
(a)
X₂
(b) (x₂) - (2)
(c) (x²) - (¹/1² 1/√²) (2₁)
(3/√2
=
√2
=
(V2)
Z₁
(d) (x) - (1) (²)
X2
Y₁
(9)-(-) (2)
(1=1)
Y₂
(1)
Y₁
(²) (4) - (1/²
(3)
(1/√√2
1/√2-1/√2)
(x₁) = (²₁ ² ✓/³²) (3)
2 2 √2
1
Z3
Y₁
→ ()-())
(4)
=
Y₂
1/2) (2)
1)
(2)
Transcribed Image Text:Q 6.1. Suppose Z = (Z₁, Z2, Z3) is a standard multi-variate Gaussian random variable i.e., for i ≤ 3, Zi~ N(0, 1) are i.i.d. random variables. Each of the random variables, (a)–(d), on the left is equal in distribution to exactly one random variables, (1)–(4), on the right. Pair up according to "equal in distribution" and explain briefly your reasoning. X₁ (a) X₂ (b) (x₂) - (2) (c) (x²) - (¹/1² 1/√²) (2₁) (3/√2 = √2 = (V2) Z₁ (d) (x) - (1) (²) X2 Y₁ (9)-(-) (2) (1=1) Y₂ (1) Y₁ (²) (4) - (1/² (3) (1/√√2 1/√2-1/√2) (x₁) = (²₁ ² ✓/³²) (3) 2 2 √2 1 Z3 Y₁ → ()-()) (4) = Y₂ 1/2) (2) 1) (2)
Expert Solution
steps

Step by step

Solved in 3 steps with 46 images

Blurred answer
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
Probability
ISBN:
9780134753119
Author:
Sheldon Ross
Publisher:
PEARSON
A First Course in Probability
A First Course in Probability
Probability
ISBN:
9780321794772
Author:
Sheldon Ross
Publisher:
PEARSON