Let f(x, y) = (2/ 2 )e (x+y) / , 0 < x < y < ,

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Let f(x, y) = (2/θ2)e−(x+y), 0 < x < y < ∞, zero elsewhere, be the joint pdf of the random variables X and Y .
(a) Show that the mean and the variance of Y are, respectively, 3θ/2 and 5θ2/4.
(b) Show that E(Y |x) = x+θ. In accordance with the theory, the expected value of X + θ is that of Y , namely, 3θ/2, and the variance of X + θ is less than that of Y . Show that the variance of X + θ is in fact θ2/4.

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Related Book For  answer-question

Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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