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Functions of Random Variables Module 2 RSA Crash Notes

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Alamaara Kazi
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22 views

Functions of Random Variables Module 2 RSA Crash Notes

Uploaded by

Alamaara Kazi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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alAssmate

Date
Page

Functons of Random VarËable.

X|1. One Fundion with one Variable = FOO


(a)
2 One Fncon with TWo Variable Z-f
Two Functions with two Variable.p(u,v)-fo)

One Functon & One Variable


PyC)- fx ()
dy

One Euncion with two Varicble

2.
3=X/y
Joint
fzw (z w) =l l x y ()
IfX8y aye Independent
J-Jaobjarn fvy (o9) = fx()-y (9

dy
clPageAssMate
Date

Ex. 1)Tfxy aye two independent R:V then detem


k2nhere =Xy
Gol: : X8 y aye two independ ent random Varia

y(z,y)-fx).Py C9)
Rzw (z w) =I3|xy (z,)
Y)
Rzw (a, w)- IJ fx (z)· fy 9) Indep endent
Assume W= HXed

Write it into Small letters

W=
N3

W
P( ’ Joint density fun ctimt
clAsSMAte

P ()- Margfnat
f (x) dy ’ densi ty
fnction
Equatin 0becomes
( w) = w

Convert a

21f X&y aye two independepend ent Rv then


Pind z (z) where z x y
Rv
X y ave indep endent
sol:|ince, X3y
fxy (z, y) -fx (x) fy c9)
fzw(zw)= 3|fy(a,)

Asswne

nto Small \etters


U)2)
T-/x,9

1/)

= 1

eq? ) becomes
fzw (z, w) = 1 f (*). y(y).

z(2 - 1 x/z
lassmate
Date
Page

TX y ave two independent R-V. Find fzZ


wh eve X+Y
F Gince x ey are two indeperdent Rv
fxy (X, y) - fx ) fy (y)

fzw(, w) - 1J| x()fy (y)


O Assme
Conver t it into Small letters

W=y

7= K-y

OW

1 -1
Date
Page

eg becomes

fzw(z, w)- 1.fx 2).fy c9)


(a) -zw (z, w) dw
4

WO Functions WiHth Two RV

1Fuy (u v) = lJlfxy (Z 9)
T the joint pd? (a, y) 1S gi vern by
Fxy (z,y)=ery
Find prob. density fundion op (u)
where U=X V=X+Y Ave UV indepere

Fomla
fuy (u,v- |J| fxy (z,y)
Fxy (zy)=e-y yZ0

fuv (u, v) lteXy

V. V-uV.
classMate
Date
Page

J=/ y

-V) dV
- 1 - u

V-uV - (-uv) 1-u

13|-|V) =V
egh becomes
fuv (u,v) = 13) fru(z, y)
V.ey)
given Ve VZO, UZO.
Common.

ay (u, v) = Ve osW<1, Vzo


Dote
Page

vedv

-VeV-ev

-o-eT

)v(0 Puy(u,y)du
ve'du
- Ve du
1V

Pv()= Vev
ful) Fv (V) = 1. Vv
=Ve
- Puv (u,v), uvave Independa1
clssmAte
Date
Page

IFXSy ave two ín dependent exponen Ha


RV wth Commn on Parametey . Eind pdf of
U) wheve U-x4+yX V X-y. Also find

yz0.v
Xgy are independer

Fxy (z.y) -ß0Ry


= e.e
C)

Fxy (7 )= X e z y

fuv (U, v) -J| xy (2, )


)- IT|- .erCr)
fuv (u,
V= X-y
y=X-V
U + = 2X

2.
y= l+V 2V

2
Date
Page.
J= d(x, )

- 1
2

c-2
44 4
1--1
2 2

Now

)-uV<W
2.

i>felu-fuv(u, v)dv U-V 0.

U-VzO
=
dv. U-V

1.dV
2.

(v)
classMste
Date
Page

bfv(V)
b
Fuv (u, v) du

e
|V

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