Suppose (X, Y) is bivariate normal with E(X) = 0 = E(Y), Var(X) ² = Var(Y) and a correlation coefficient of p = 0.4 between X and Y. (a) Find the distribution of %3D %3D %3D %3D (Y – pX)² 1- p2 | Q = X² + (b) Find E(Q).
Q: Given X= 4Y + 5 and Y = KX + 4 are the lines of %3D regression of X on Y and Y on X respectively. If…
A:
Q: 2. Define the process, t I VY(u)dW(u) + | Vudu Y(t) = What is the variance of Y (t)?
A: Solution Given Y(t)=∫0tY(u)dW (u)+∫0tuduwe need to find the Y(t)?
Q: 2- Suppose = {xt)dt . Find ES and d acconding the statistical characteristics of xt).
A: For a continuous random variable X, a probability density function is a function such that (1) f(x)…
Q: 3. If X and Y are jointly continuous random variables with joint PDF fx.y(, y)…
A:
Q: Assuming a logistic regression model ŷ = o(w"x) with o (z) = 1, %3D %3D corresponds to a linear…
A: *Answer:
Q: Let X1, ..., Xn be a random sample from the PDF 2x { 0 < x < 0 0 < x < 1 otherwise, 2(1-a) f(x | 0)…
A: We want to estimate θ, and check it is unbiased or not and also check it is consistent or not .
Q: 2. Suppose X has distribution function Fx(x) (1 - cos(x)) /2 0< <T and that Y = VX. What is the…
A: Solution
Q: Let E(X|Y = y) = 3y and var (X|Y = y) = 2, and let Y have the p. d. f. fv) = {e if y > 0 0 otherwise…
A: Given, E[X|Y=y] = 3yVar[X|Y=y] = 2 Find var(X) as follows Var(X) = Var(E[X|Y])…
Q: A stationary unity mean random process X (t) has the auto correlation function Rxx (T) = 1+e 21t.…
A:
Q: Prove that the mean and variance are obtainable from RX(t)= ln(MX(t)): MEAN=E(X)=Rx'(0),…
A:
Q: Aromatics Chloroalkanes Estersi 1.06 0.95 1.58 1.12 0.29 0.43 0.06 0.06 0.51 0.09 0.79 0.65 1.45…
A:
Q: 6. Find the equation of the normal line to the graph of g(x) = v2-x at x= -7 %3D
A: Definition used - The slope of a normal line…
Q: 6. Let the random variables X and Y have the joint PDF (15x'y 0<x<y<l f(x, y)3D otherwise a. Find…
A:
Q: Let Y1 and Y2 denote the length of life, in hundreds of hours, for components of A and B,…
A:
Q: 3. Given û=E(Y₁-B₁-B₂X)² derive the normal equations and eventually the estimation equations for B₁…
A: Differentiate the given quantity with respet to both coefficient respectively and equates to zero…
Q: 9-16. Given that the regression equations of Y on X and of X on Y are respectively Y = X and 4X - Y…
A: The solution is as follows,
Q: 9. Let Y1, Y2,..., Yn constitute a random sample from the pdf given by f (v) = (0 – y) for 0 sy sO.…
A: Given: The sample probability distribution function of Y1,Y2,......Yn is: f(y)=2θ2θ-y for 0≤y≤θ
Q: Given the auto correlation function for a stationary ergodic process with n. periodic components is…
A:
Q: 20. The lines of regression of y on x and x on y are, respectively, y= x+ 5 and 16x -9y 94. Find the…
A:
Q: The joint PDF of the random variables X and Y is defined as f(x, y) = 25e: 00 = 0, otherwise (i)…
A:
Q: 2 4 Find an equation of the normal line to the curve 3x¯y' – x°cos(ny) + 4x + 2 = 0 at the point…
A:
Q: 1. Let the random variable Y have pdf as f(y\A) = e®=e=t(e-1), y>0,1>0. Show that W = e – 1] ~ x²…
A:
Q: 13. Find the correlation coefficient between X and Y if the joint pdf of X and Y is given by
A:
Q: Find the maximum likelihood estimator for θ in the pdf f(y; θ) = 2y/(1 − θ^2), θ ≤ y ≤ 1.
A:
Q: In terms of a positive constant k, random variables X and Y have joint PDF [k+3x² -1/251<1/2, fx,y…
A:
Q: Aromatics Chloroalkanes Estersi 1.06 0.95 1.58 1.12 0.29 0.43 0.06 0.79 0.65 1.45 0.91 0.06 0.51…
A: Let, H0:There is no significant difference in the mean sorption rate for the three solvent…
Q: Find the correlation co-efficient between X and Y, which are jointly normally distributed with 1 1…
A:
Q: LetX1,X2,...,Xn be a sequence of independent and identically distributed random variables having the…
A: It is known that E(Xi) =1/λ and Var(Xi) =1/( λ2) EY=EX1+X2+...+Xn =EX1+...+EXn…
Q: 1. Let X be an RV with PDF - f(x) = {1 = |x| a. Find the mean of g(x) = 5x² - 1. b. Find the…
A:
Q: Given : Number of pairs of observation X and Y series = 8 X series Àrithmetic Average = 74.5 X…
A:
Q: The coefficient of correlation between X and Y is - and o = a, of = 4a, and %3D %3D ož = 114 where Z…
A: Given: Z=3X-4Y. The coefficient of correlation between X and Y is 13and σx2=a, σy2=4a,σz2=114
Q: A random process X(t) is applied to a system with impulse response: h(t) = te-btu(t) %3D where b > 0…
A:
Q: Consider again a random sample X1,..., Xn from the population distribution with density f (x; 0) =…
A:
Q: What is the equation of the normal line to y=x at x=1? а. y-1%3-1/2(х-1) b. y-1=2(x-1) с.…
A:
Q: 4. (1) The density function of X is (2x, f(x) = 0, (a) Find the mean E(3X+1); (b) Find the variance…
A:
Q: Example 25: Let X be a uniformly distributed random variable in the interval (- T, T). This…
A:
Q: Consider a random sample of size n drawn from a population with mean Hx and variance o. Show that:…
A:
Q: Q5 Find the variance for the PDF px(x) = e-«/2, x > 0.
A: Given, Now,
Q: The covariance of two perfectly correlated variables X and Y is 96. Determine ox and Oy if it is…
A:
Q: der a random sample X1, X2, ..., X, having the pdf, f(r; 0) 1<I<1, -1<0<1. Show that 0 = 5X is an…
A: Solution: From the given information,
Q: Q3/A/ Let X be a r.v with p.d.f f(x) = e-ll - co <x<0, then the value of variance of X is -
A: Given : X is a random variable with PDF fx=12e-x , -∞<x<∞ To find : Variance of X
Q: 7. For simple linear regression, we assume that Y = Bo + BIX +e, where e - N(0,0?) and X is fixed…
A:
Q: 8. For the RV X with PDF f(x) = = the mean and the variance of X. 2 X if 0 < x < 1, if 1 < x≤ 2,…
A:
Q: 1. If X,, X2, .X, forms a random sample of size n from a population with pdf f(x; 8,8) = 0 for x>0…
A:
Q: Example 2: In a tri variate distribution : 01 = 3;02 = 4;03 = 5;23 = 0.4; r31 = 0.6; %3D %3D %3D i2…
A:
Q: If Q = f (x, y) and considering increases in both variables, how is expressed the total differential…
A: Concept - By using chain rule of derivative
Q: a) Find the marginal pdf's of X1 and X2 b) Are X1 and X2 independent? Why or why not? c) Find P(X1 <…
A:
Q: Suppose X1, ..., Xn have been randomly sampled from a normal distribution with mean 0 and unknown…
A:
Q: If(x,,y; ).(x,, y; ),..(x,,y«) be a random sample taken from a logistic regression, then the…
A: It is given that (x1, y1), (x2, y2), (x3, y4) … (xn, yn) are the random sample that is taken from a…
Q: Find a point P(x, y) on the graph of the function f (x) = 3x² + 2x + 1, where the normal line to…
A:
Step by step
Solved in 2 steps
- The random variables X,Y have variance Var(X)=36 and Var(Y)=1 and their correlation is Cor(X,Y)=−3/4. Calculate Var(X+Y) with a full explanationThe slope of a regression line (y on x) is -0.24, we know that SDy=3.2 and SDx=4.0, then the correlation coefficient between the two variables is:A. 0.3B. -0.3C. 0.8D. -0.8An investor has found that company1 have an expected return on E(X) = 4% and variance for the return equal V(X) = 0.49. Company 2 has E(Y) = 6% and variance V(Y) = 0.64. The correlation between the companies return is ρ(X,Y) = 0.3. The investor wants to invest p (0<p<1) in company1 and (1-p) in company2. The combined investment have a return: R = pX + (1-p)Y. Let p=0.4 such that R= 0.4X +0.6Y. Find the Expectation and variance of R. how are these results in comparison with X and Y separatley?
- In a linear regression aialysis of 60 observations, the two lines of regression are 100 Y = 768 X– 3608 and 5X = 6Y + 24. (i) Find r. 5. (ii) Show that the ratio of the standard deviations of X to that of Y is 4The correlation coefficient between two variábles X and Y is r= 0.6. If Sx = 1.50, Sy = 2, X= 10 and Y = 20, find the regression lines of : () Yon X and (i) X on YThe regression lines between two variables x and y are given by 2x + 3y – 6 = 0 and 5x + 7y – 12 = 0. Find the value of y (the correlation coefficient) and the mean values of x and y.
- A set of n = 25 pairs of X and Y values has a correlation of r = -0.50 with SSX = 38 and SSY = 14. Find the standard error of estimate for the regression equation. What percentage of the variance in Y is accounted for by X?6. Find the equation of the normal line to the graph of the equation e+y = xy +5 %3D at the point (-2, 2). (Any form of the equation is acceptable.)Let I be an indicator variable with p(I) = {p , I=1 } {1-p , I=0}. Show that the variance of I is p(1-p)
- The variable X has a normal distribution with mean u = 100 and standard deviation o = 8. The variable Y has a normal distribution with mean u = 85 and standard deviation o = 6. Variables X and Y are independent. (a) Find the mean, u, and standard deviation, o, of the sum X + Y. = = (b) Find the mean, u, and standard deviation, a, of the difference X - Y. O =The flow rate y (m/min) in a device used for air-quality measurement depends on the pressure drop x (in. of water) across the device's filter. Suppose that for x values between 5 and 20, the two variables are related according to the simple linear regression model with true regression line y = -0.13 + 0.095x. n USE SALT (a) What is the expected change in flow rate associated with a 1 in. increase in pressure drop? (m3/min) Explain. O we expect the change in flow rate (x) to be the slope of the regression line. O we expect the change in flow rate (x) to be the y-intercept of the regression line. O We expect the change in flow rate (y) to be the slope of the regression line. O We expect the change in flow rate (y) to be the y-intercept of the regression line. (b) What change in flow rate can be expected when pressure drop decreases by 5 in.? (m³/min) (c) What is the expected flow rate for a pressure drop of 10 in.? A drop of 16 in.? 10 in. drop (m³/min) 16 in. drop | (m³/min) (d) Suppose…The flow rate y (m³/min) in a device used for air-quality measurement depends on the pressure drop x (in. of water) across the device's filter. Suppose that for x values between 5 and 20, the two variables are related according to the simple linear regression model with true regression line y = -0.14 + 0.095x. n USE SALT (a) What is the expected change in flow rate associated with a 1 in. increase in pressure drop? |(m³/min) Explain. We expect the change in flow rate (x) to be the y-intercept of the regression line. We expect the change in flow rate (x) to be the slope of the regression line. We expect the change in flow rate (y) to be the slope of the regression line. We expect the change in flow rate (y) to be the y-intercept of the regression line. (b) What change in flow rate can be expected when pressure drop decreases by 5 in.? | (m³/min) (c) What is the expected flow rate for a pressure drop of 10 in.? A drop of 17 in.? 10 in. drop (m³/min) 17 in. drop | (m3/min) (d) Suppose o =…