Consider (Y 1 , Y 2 ,Y 3 ) be identical independent distributed random variables with Y i Type II Pareto (0, b i, a) for i 1,2,3 and S Y 1 Y 2 Y 3 (i) Find what conditions (about b 1 b 2 b 3 and a) for it to holds that Cov Y 1 ,Y 2 S s 0 for any s (ii) E Y 1 Y 2 y 2 S s decreases in y 2 for any s ...

i Find that conclitions for it to holds that cou 4 4 S5 for any S 0 Since ...

Consider (Y 1 , Y 2 ,Y 3 ) be identical independent distributed random variables with Y

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Consider (Y_1^,Y₂,Y₃) be identical independent distributed random variables with Y_i ----Type II Pareto (0, b_i, a) for i=1,2,3; and S = Y₁+ Y₂+ Y₃

(i) Find what conditions (about b₁; b₂; b₃ and a) for it to holds that Cov[Y₁,Y₂ | S=s] ≤ 0 for any s

(ii) E[ Y₁ | Y₂=y₂; S=s] decreases in y₂ for any s

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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

ISBN: 978-1118324561

3rd edition

Authors: Roy D. Yates, David J. Goodman

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Consider (Y 1 , Y 2 ,Y 3 ) be identical independent distributed random variables with Y

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Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers

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