Unformatted text preview: , y 2 ) dy 2 dy 1 for all∞ < l 1 ≤ u 1 < ∞ and∞ < l 2 ≤ u 2 < ∞ . (You may use the result obtained in class if it is helpful.) 5. (5) Suppose ξ ∼ N (1 , 4). Let K . = { , 1 , 2 . . . } . Suppose { w k } k ∈K is an IID sequence of random variables with w k ∼ N (0 , 2) for all k ∈ K . Suppose ξ k +1 = 0 . 5 ξ k + w k for all k ∈ K . What is the distribution of ξ 1 ? ξ 2 ? ξ 4 ? Obtain update formulas for parameters describing the distribution of ξ k +1 in terms of the parameters describing the distribution of ξ k . 1...
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 Spring '10
 Mceneaney,W
 Standard Deviation, Variance, Probability distribution, Probability theory, probability density function, Cumulative distribution function

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