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Unformatted text preview: X and Y with means and variances being ( m X ,σ 2 X ) and ( m Y ,σ 2 Y ) respectively. We further assume that X and Y are independent. 1. Find out the value of E ( XY ) in terms of ( m X ,σ 2 X ) and ( m Y ,σ 2 Y ). 2. Let Z = X + Y . Find out the values of E ( Z ) and E ( Z 2 ). 3. Find out the value of Var( Z ). Question 7: [Intermediate/Exam Level] Problem 5.71. Question 8: [Basic] Problem 5.76(a). Question 9: [Intermediate/Exam Level] Problem 5.80(a,b,d). Also ﬁnd E ( Y ) and E ( h ( X )) where h ( x ) = E ( Y | X = x ). Question 10: [Basic] Problem 5.111. Question 11: [Basic] Problem 5.112....
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This note was uploaded on 05/02/2009 for the course ECE 302 taught by Professor Gelfand during the Spring '08 term at Purdue.
- Spring '08