Unformatted text preview: ( y ) . Find the density function of X + Y . Hint: Find the distribution function ±rst. 4. (2 points) Let X and Y be two independent random variables with distribution functions F and G respectively. Find the distribution functions of max { X, Y } and min { X, Y } . 5. (2 points) Let the joint density function of X and Y be given by f ( x, y ) = 8 xyI (0 ,y ) ( xI (0 , 1) ( y ) . Are the random variables independent? Determine if E [ XY ] = E [ X ] E [ Y ]. 1...
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This note was uploaded on 02/26/2012 for the course STATISTICS 420 taught by Professor Wierman during the Fall '11 term at Johns Hopkins.
 Fall '11
 Wierman
 Probability

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