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Unformatted text preview: EL 630: Homework 7
1. X ∼ P(λ ); ( X is Poisson with parameter λ ), i.e.,
P(X = k ) = e − λ λk , k = 0,1,2, k! . Find E 1 . 1 + X 2. Let X and Y be jointly distributed with p.d.f
1 + xy ,  x < 1,  y < 1, f XY ( x, y ) = 4 0, otherwise . (a) Find f X ( x ), f Y ( y ). (b) Are X and Y independent? 3. Let X, Y have the joint p.d.f defined by
3 xy + (x 2 / 2 ) , 0 < x < 1, 0 < y < 2, f XY ( x, y ) = 4 otherwise. 0, [ (a) Find f Y ( y ). (b) Determine P(Y < 1  X < 1 / 2 ). 4. Let X, Y be jointly distributed with p.d.f
1 1 + xy (x 2 − y 2 ) ,  x ≤ 1,  y ≤ 1, f XY ( x, y ) = 4 otherwise. 0, [ (a) Compute the marginal p.d.fs of X and Y. (b) Are X and Y independent?
1 5. X and Y have the joint distribution
xy , x > 0, y > 0, FXY ( x, y ) = (1 + x )(1 + y ) otherwise. 0, Find the marginal p.d.fs of X and Y. Are X and Y independent? 6. X and Y are bivariate (jointly) Normal r.vs with joint p.d.f x2 xy y 2 1 1 2 − 2ρ f XY ( x, y ) = + 2 , − ∞ < x < ∞, − ∞ < y < ∞. exp − σ 1σ 2 σ 2 2πσ 1σ 2 (1 − ρ 2 )1 / 2 2(1 − ρ 2 ) σ 1 and  ρ < 1. Find f X ( x ) and f Y ( y ). Show all steps. (Hint: Use substitutions that were used in deriving Φ X (u ) for a Normal r.v in class). 2 ...
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This note was uploaded on 04/24/2011 for the course ECE 6303 taught by Professor Voltz during the Spring '11 term at NYU Poly.
 Spring '11
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