5. (8 pts) X is a random variable with pdf f(x) = {} [Ae-Ax x>0 o/w 0 and let Y = 1 - X/2. Find the pdf of Y with the support of g(y).
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- Let 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)Let f(x, y) = x + y for 0 < x < 1 and 0 < y < 1 The Conditional Variance of Y when X = ; isSuppose that the random change in value of a financial asset is X over the first day and Y over the second. Suppose also that Var(X) =18 and Var(Y) = 26 In this case, the total change in the value over these two days is given by X +Y. Do you have enough information to compute Var(X +Y)? If so, compute this value. If not, explain what additional information you need to do so.
- Varza) (16) Let X =U(3) find x) and distribution function.the random variable Y is such that : E(2Y+3)=6 and Var(2-3Y)=11 find E(Y^2)A random variable Y has a uniform distribution over the interval (8,, e,). Derive the variance of Y. Find E(Y)? in terms of (e,, e,). E(Y)? = Find E(Y) in terms of (e,, e,). E(Y) = Find V(Y) in terms of (8,, e,). V(Y) =