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Unformatted text preview: ables. Dene U = max { X 1 , X 2 } and V = max { X 3 , X 4 } . Find (a) the PDF of U and V and (b) use convolution rule to nd the PDF of U + V . 4. [5 + 5 = 10 pts] Suppose X, Y have joint density f X,Y ( x, y ) = 25 e5 y , x y < . Find (a) the transform for Z = X + 2 Y and (b) use it to nd var ( Z ). 5. [5 + 5 = 10 pts] Let X and Y be independent with common marginal PDF f ( t ) = 5 e5 t , t . Find (a) the PDF of 3 X + 2 Y using convolution rule and (b) use that to nd its variance. 1...
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This homework help was uploaded on 02/20/2009 for the course ORIE 3500 taught by Professor Weber during the Fall '08 term at Cornell University (Engineering School).
 Fall '08
 WEBER

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