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Classwork - Joint Probability Density Function

The document presents a problem involving two continuous random variables X and Y with a specified joint probability density function. It includes several tasks such as finding the value of A, calculating probabilities, constructing marginal density functions, assessing independence, determining conditional probabilities, and computing expectation, variance, covariance, and correlation. Each part of the problem requires applying principles of probability and statistics to analyze the relationship between the variables.

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0% found this document useful (0 votes)
5 views1 page

Classwork - Joint Probability Density Function

The document presents a problem involving two continuous random variables X and Y with a specified joint probability density function. It includes several tasks such as finding the value of A, calculating probabilities, constructing marginal density functions, assessing independence, determining conditional probabilities, and computing expectation, variance, covariance, and correlation. Each part of the problem requires applying principles of probability and statistics to analyze the relationship between the variables.

Uploaded by

dhruba.saha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Question: Suppose that two continuous random variables X and Y have a joint

probability density function


f(x, y) = A(x − 3)y -2≤x≤3 4≤y≤6
a) What is the value of A?
b) What is P(0≤x≤1 and 4≤y≤5)?
c) Construct the marginal probability density functions.
d) Are the random variables X and Y independent?
e) If Y = 5, what is the conditional probability density function of X?
f) What are the expectation and variance of the random variable X and Y.
g) What is the covariance of X and Y
h) What is the correlation between X and Y

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