FM5002-HW9-4.11.12

G is x p measurable h is yp measurable i is ey x p

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Unformatted text preview: artition P of X. f. Fin d the partition Q of Y . g. Is X P − measurable? h. Is YP − measurable? i. Is E[Y| X] P − measurable? j. Fin d Cov[X, Y. 3 if 0 Ω 0.2 5 if 0.2 Ω 1 a. X Ω 6 5 4 Out[7]= 3 2 1 0.0 0.2 1 2 1 2 b. Y Ω 0 .5 0.4 0.6 0.8 1.0 if 0 Ω 0.1 if 0.15 Ω 0.2 if 0.2 Ω 0.6 if 0.6 Ω 1 0.2 0.4 0.6 0.8 1.0 1 .0 Out[8]= 1 .5 2 .0 2 .5 3 .0 This is in dependen t of X, sin ce P X 3 Y c. E X Y EX Y EX Y 1 2 4 3 Out[9]= 2 1 0.2 0.4 0.1 0.1 if 0 Ω 0.1 or 0.2 Ω 0.6 if 0.1 Ω 0.2 or 0.6 Ω 1 5 0.0...
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This note was uploaded on 01/19/2014 for the course MATH 5002 taught by Professor Adams during the Spring '08 term at Minnesota.

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