Chapter 6: Q.6.21 (page 272)
Let and let it equal 0 otherwise.
(a) Show that is a joint probability density function.
(b) Find .
(c) Find .
Short Answer
a. Theis a joint probability density function.
b. The value ofis .
c. The value ofis .
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Chapter 6: Q.6.21 (page 272)
Let and let it equal 0 otherwise.
(a) Show that is a joint probability density function.
(b) Find .
(c) Find .
a. Theis a joint probability density function.
b. The value ofis .
c. The value ofis .
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The random variables have joint density function and equal to otherwise.
(a) Are independent?
(b) Find
(c) Find
(d) Find .
(e) Find
If X and Y are jointly continuous with joint density function fX,Y(x, y), show that X + Y is continuous with density function
If X and Y are independent random variables both uniformly distributed over , find the joint density function of .
Suppose that n points are independently chosen at random on the circumference of a circle, and we want the probability that they all lie in some semicircle. That is, we want the probability that there is a line passing through the center of the circle such that all the points are on one side of that line, as shown in the following diagram:

Let P1, ... ,Pn denote the n points. Let A denote the event that all the points are contained in some semicircle, and let Ai be the event that all the points lie in the semicircle beginning at the point Pi and going clockwise for 180â—¦, i = 1, ... , n.
(a) Express A in terms of the Ai.
(b) Are the Ai mutually exclusive?
(c) Find P(A).
Suppose that W, the amount of moisture in the air on a given day, is a gamma random variable with parameters (t, β). That is, its density is f(w) = βe−βw(βw)t−1/(t), w > 0. Suppose also that given that W = w, the number of accidents during that day—call it N—has a Poisson distribution with mean w. Show that the conditional distribution of W given that N = n is the gamma distribution with parameters (t + n, β + 1)
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