Question: please show your steps, and second Question needs little bit of R 3. Suppose that 6 ~ Unif(0,21r) and V N Exp(A : g). Dene
please show your steps, and second Question needs little bit of R

3. Suppose that 6 ~ Unif(0,21r) and V N Exp(A : g). Dene X1 = Woose and X2 = x/V sin 9. Let X = (X1,X2)T be a two-dimensional vector. (a) Find the distribution of the random vector X. (b) Find a scalar e such that Z = cX follows the standard bivariate normal distribution. (c) Find a lower triangular matrix A and a vector b such that b + AZ follows the bivariate normal distribution N015, E), Where 1 4 1 \"(sis-(19)- 4. Use the normal distribution N(2,1) as the trial distribution g(a:) to estimate the integral 5 p = / exp[0.5(:c 2)2 0.1I sin(2:c)|] d2: 0 by importance sampling. Generate 1000 samples to estimate fl and compute its standard deviation
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
