Let X and Y be two independent N(0, 1) random variables, and U = X + Y.

Question:

a. Find the conditional PDF of U given X = x, f_U|X(u|x).

b. Find the PDF of U, f_U (u).

c. Find the conditional PDF of X given U = u, f_X|U (x|u).

d. Find E[X|U = u], and V ar(X|U = u).

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Introduction To Probability Statistics And Random Processes

ISBN: 9780990637202

1st Edition

Authors: Hossein Pishro-Nik

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Question Posted: Oct 27, 2023 03:13 AM

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Let X and Y be two independent N(0, 1) random variables, and U = X + Y.

Question:

Step by Step Answer:

a To find the conditional PDF of U given X x you can use the fact that the sum of two independent no...View the full answer

Introduction To Probability Statistics And Random Processes

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