ACTSC 445/845, Spring 2023 Assignment 2
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ACTSC 445/845, Spring 2023
Assignment 2
1. [15pts] Suppose the bivariate random vector Z = (X, Y)T has the discrete distribution p(x,y) given in the following table
(a) [6pts] Find the marginal distribution functions for X and Y.
(b) [3pts] Show if X and Y are independent.
(c) [6pts] Compute the covariance matrix for Z.
2. [15pts] Suppose X = (U1 , U2 , U3 )T , where U1 , U2 , U3 are independent and identically distributed uniform random variables on [0, 1]. Let
(a) [3pts] Determine E[Y].
(b) [5pts] Calculate cov(Y ).
(c) [7pts] Calculate the characteristic function for Y evaluated at (1, 1)T .
3. [5pts] Let X and Y have joint probability density function:
f(x,y) = 4xy, 0 < x < 1, 0 < y < 1.
Are X and Y are independent? Please show your work.
4. [10pts] Let Y = (Y0 , Y1 , Y2 ,..., Yd )T ∼ td+1(ν,0, Id+1) for some ν > 0. Define a deterministic vector μ = (µ1 ,µ2 ,...,µd )T . For a random vector X = (X1 ,..., Xd )T , suppose
for i = 1, 2,...,d,
Xi = µi + Y0 + Yi.
Calculate the covariance matrix for X .
2023-07-24