Show that there exist a random vector ((U, V)) such that (U) and (V) are one-dimensional Gaussian
Question:
Show that there exist a random vector \((U, V)\) such that \(U\) and \(V\) are one-dimensional Gaussian random variables but \((U, V)\) is not Gaussian.
Try \(f(u, v)=g(u) g(v)(1-\sin u \sin v)\) where \(g(u)=(2 \pi)^{-1 / 2} e^{-u^{2} / 2}\).
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 100% (QA)
Answered By
Keziah Thiga
I am a self motivated financial professional knowledgeable in; preparation of financial reports, reconciling and managing accounts, maintaining cash flows, budgets, among other financial reports. I possess strong analytical skills with high attention to detail and accuracy. I am able to act quickly and effectively when dealing with challenging situations. I have the ability to form positive relationships with colleagues and I believe that team work is great key to performance. I always deliver quality, detailed, original (0% plagirism), well-researched and critically analyzed papers.
4.90+
1504+ Reviews
2897+ Question Solved
Related Book For
Brownian Motion A Guide To Random Processes And Stochastic Calculus De Gruyter Textbook
ISBN: 9783110741254
3rd Edition
Authors: René L. Schilling, Björn Böttcher
Question Posted:
Students also viewed these Business questions
-
QUIZ... Let D be a poset and let f : D D be a monotone function. (i) Give the definition of the least pre-fixed point, fix (f), of f. Show that fix (f) is a fixed point of f. [5 marks] (ii) Show that...
-
can someone solve this Modern workstations typically have memory systems that incorporate two or three levels of caching. Explain why they are designed like this. [4 marks] In order to investigate...
-
"internet radios" for streaming audio, and personal video recorders and players. Describe design and evaluation processes that could be used by a start-up company to improve the usability of such...
-
Sulfur trioxide reacts with water to form sulfuric acid, a major contributor to acid rain. One origin of SO 3 is the combustion of sulfur, which is present in small quantities in coal, according to...
-
Most of the glare from nonmetallic surfaces is polarized, with the axis of polarization parallel to the axis of the reflecting surface. Would you expect the polarization axis of Polaroid sunglasses...
-
The lamp fixture has weight W and is suspended from two springs, each having unstretched length L and stiffness k. Determine the angle θ for equilibrium. Units Used: kN = 103 N Given: W = 10 lb...
-
Mr. Tam is the front man for the Asian American dance-rock band The Slants. Mr. Tam named his band The Slants to reclaim and take ownership of Asian stereotypes. The band draws inspiration for its...
-
Presented below are the captions of Nikos Companys balance sheet. (a) Current assets. (b) Investments. (c) Property, plant, and equipment. (d) Intangible assets . (e) Other assets. (f) Current...
-
Give the steps required to use the Oracle Enterprise Manager to monitor the performance of the Oracle Database and identify any potential performance bottlenecks.
-
Let \(G \sim \mathrm{N}(m, C)\) be a \(d\)-dimensional Gaussian random vector and \(A \in \mathbb{R}^{d \times d}\). Show that \(A G \sim \mathrm{N}\left(A m, A C A^{\top}ight)\).
-
Let \((\Omega, \mathscr{A}, \mathbb{P})\) be a probability space. The completion \(\left(\Omega, \mathscr{A}^{\prime}, \mathbb{P}^{\prime}ight)\) is the smallest extension such that...
-
Lightstone Equipment Ltd. wanted to expand into New Brunswick and was impressed by the provincial governments grant program for new industry. Once it was sure that it would qualify for the grant...
-
Suppose a consumer chooses between Salads(s) and piazza(z). Show GRAPHICALLY and explain that if Z is an inferior good, when the price of Z changes the law of demand implies that the substitution...
-
You wish to deposit a sum of money now into an account that earns 8% to pay for the next 5 years of out-of-state tuition in order to obtain a combined bachelors and masters degree. The annual...
-
The Bible tells us the poor will always be with us; is this declaration inevitable or can we solve the problem of poverty through a proper strategic approach? Is it inevitable that some countries are...
-
Discuss the kinds of economic, social, and political changes that have taken place in eastern European countries since 1990.
-
Give one real-life example of a monopoly (or near-monopoly) in any economy, and explain what market-entry barriers make it a monopoly.
-
The cable OA exerts force F on point O. If the length of the cable is L, what are the coordinates (x, y, z) of point A? Given: F = (40 60 70) L = 3 m A(x, y, z)
-
Place a tick in the appropriate grid to identify the balance that would be brought down in each of the following named accounts, in the books of Rizwy Mohamed: (a) In the Cash account: if Rizwy...
-
Hickory, dickory, dock, The mouse ran up the clock. The clock struck one, The mouse ran down, Hickory, dickory, dock. Suppose a word is chosen at random from this famous nursery rhyme. Write the...
-
(a) Which distribution below would you call symmetric, and which skewed? (b)Rigorously speaking, the distribution of a discrete r.v. X is said to be symmetric if for a number s called a center of...
-
You draw two cards from a deck. If they are of different color, you win nothing. If both are black, you win $5. If both are red, you win $10, and additional $15 if the two cards are a red ace and...
-
Your client has just been audited by the irs and an agreement has been reached with the irs agent regarding the proposed adjustments. What form will the irs agent prepare and give to your client and...
-
what would be Amber's nominal payback, discounted payback, net present value, and the internal rate of return?
-
An auditor conducts substantive testing on an account balance which is split into three strata. The projected errors from each stratum are $1,017, $(612), and $2,222. What is the total projected...
Study smarter with the SolutionInn App