Homework5 - ST561 Fall 2010 Homework 5 Due Monday Nov 1th...

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ST561 Fall 2010 Homework 5 Due: Monday, Nov. 1th, 2010 1. Suppose X 1 and X 2 are independent N (0 , 1) random variables. Find P ( X 2 1 + X 2 2 1) . 2. Textbook Page 164, 3.4.2. 3. Textbook Page 167, 3.5.12. 4. Textbook Page 168, 3.5.13. 5. Let X 1 and X 2 be independent random variables with means μ 1 , μ 2 and variances
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Unformatted text preview: σ 2 1 , σ 2 2 respectively. Find an expression for the correlation of X 1 and X 2 in terms of these means and variances. 6. Let X 1 and X 2 have joint p.d.f. e-x 2 on 0 < x 1 < x 2 < ∞ . Find the correlation coefficient of X 1 and X 2 . 1...
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  • Fall '08
  • Staff
  • Variance, Probability theory, probability density function, Cumulative distribution function, textbook page

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