Suppose the sample space Ω consists of the four points
w1, w2, w3, w4,
and the associated probabilities over the events are given by
Define the random variable X1 by
X1 (w1) = 1,
X1 (w2) = 1,
X1 (w3) = 4,
X1 (w4) = 5,
and the random variable X2 by
X1 (w1) = 1,
X2 (w2) = 1,
X2 (w3) = 1,
X2 (w4) = 5,
(a) Find the probability distribution of X1, that is, PX1(i).
(b) Find E(X1).
(c) Find the probability distribution of the random variable X1 X2, that is, PX1+ X2(i).
(d) Find E(X1 + X2) and E(X2).
(e) Find FX1X2(b1, b2).
(f) Compute the correlation coefficient between X1 and X2.
(g) Compute E [2X1 – 3X2].

  • CreatedSeptember 22, 2015
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