Z(t)= X sint+Y cost, t≥0 Let the random process where X and Y are two independent and equally distributed random variables (a) If X and Y obey the standard normal distribution, Z(t) is proved to be a Gaussian process, and the two-dimensional probability density of Z(t) is given. (b) If X and Y obey the standard normal distribution, is Z(t) a strictly stationary process? And give a justification or reason.
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- A random variable x follows continuous uniform distribution on the interval [18,38]. Find the variance V ar (X). Answer should be with 2 decimal places.Let X be a continuous random variable with PDF 3 x > 1 x4 fx(x) = otherwise Find the mean and variance of x.Let X and Y are two random variables with p.d.f as F(x,y) = 3x^2y+3xy^2,0 < x< 1,0 < y < 1. (i) Find conditional density of X given Y. (ii) Find the mean, mode and standard deviation of r.v Y. (iii) Correlation between X and Y. (iv) Check that X and Y are independent or not?
- distributions of both Y1 and Yn are uniform and continuousDevelop a random variate generator for a random variable X with the pdf if 0Let X and Y be two continuous random variables with joint probability density (3x function given by: f(x.y)%= 0sysxFind the minimum mean square error forecast Y(1), forecast error e, (1) and Varfe, (1)1 for the following modes. Y, = 0.8Y, +e,. Y, = 3+21+e,.Let X,Y be i.i.d. random variables from U(0,1) distribution. (a) Give the joint distribution of X+Y and X-Y. Are they independent? Justify your answer. (b) Give the marginal distributions of X + Y and X - Y. (c) Compute E(X2 - Y).Let X be a continuous random variable with PDF f(x) = ²/(2-x) for-1 ≤x≤c and f(x) = 0 otherwise. (a) Explaining your work, find the value of the constant c. (b) What is P(X > 1)? (c) Calculate the expectation of X. (d) Calculate the variance of X.Let xyz be the random quantities of three standard normal distributions, corr(X,Y) = 0.3, corr(X,Z) = 0.4, corr(Y,Z)=0. They form a ternary normal distribution, find The maximum value of the variance of this normal distributionLet X and Y have the joint pdf f(x,y)= x+y , 0<=x<=1, 0<=y<=1. Calculate the mean(x) mean (y) variance (x) variance(y)If the random variable X follows the uniform distribution U= (0,1) What is the distribution of the random variable Y= -2lnX. Show its limits.SEE MORE QUESTIONSRecommended textbooks for youCalculus For The Life SciencesCalculusISBN:9780321964038Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.Publisher:Pearson Addison Wesley,Calculus For The Life SciencesCalculusISBN:9780321964038Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.Publisher:Pearson Addison Wesley,