Question: please solve Consider the univariate random variables X and Y with a joint density fX,Y (x, y) = ke4x e 7y , 0 < x

please solve

Consider the univariate random variables X and Y with a joint density fX,Y (x, y) = ke4x e 7y , 0 < x < y < , 0, otherwise, where k > 0 is an unknown constant. (a) Evaluate k. (b) Write a simple R function for computing fX,Y (x, y). (c) Write down fY |X(y|x). Hence nd E(Y |X) and evaluate Var(E(Y |X)). (d) Find the covariance between X and Y . (e) Prove the law of total variance, i.e. Var(Y ) = E(Var(Y | X)) + Var(E(Y | X)).

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!