3. The following equations are incorrect since the r.h.s. is unfinished. Please add whatever is appropriate to the r.h.s. so that the equations hold. Assume that (X, Y) have joint p.d.f. fx,y (s, t). (a) (b) 1 = fx,y (s, t) Fx,y(u, v) = fx,y (s, t) fx(s) = fx,y (s, t)

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter3: Functions And Graphs
Section3.3: Lines
Problem 70E
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3. The following equations are incorrect since the r.h.s. is unfinished. Please
add whatever is appropriate to the r.h.s. so that the equations hold. Assume
that (X, Y) have joint p.d.f. fx,y (s, t).
(a)
(b)
(c)
(d)
(e)
1 = fx,y (s, t)
Fx,y(u, v) = fx,y (s, t)
fx(s) = fx,y (s, t)
E[X] = fx(s)
E[g(X,Y)] = fx,y(s, t)
Transcribed Image Text:3. The following equations are incorrect since the r.h.s. is unfinished. Please add whatever is appropriate to the r.h.s. so that the equations hold. Assume that (X, Y) have joint p.d.f. fx,y (s, t). (a) (b) (c) (d) (e) 1 = fx,y (s, t) Fx,y(u, v) = fx,y (s, t) fx(s) = fx,y (s, t) E[X] = fx(s) E[g(X,Y)] = fx,y(s, t)
(f)
(h)
(i)
(j)
fy(t) = fx,y (s, t)
fx|Y=t(s) = fx,y (s, t)
E[X | Y = t] = fx\Y=t(S)
E[X² | Y = t] = fx\Y=t(S)
E[E[X | Y]] = E[X | Y = t]
(In the above, you should be thinking of E[X | Y] as a function of Y
and applying LOTUS. BTW, E[E[X | Y]] = E[X].)
Transcribed Image Text:(f) (h) (i) (j) fy(t) = fx,y (s, t) fx|Y=t(s) = fx,y (s, t) E[X | Y = t] = fx\Y=t(S) E[X² | Y = t] = fx\Y=t(S) E[E[X | Y]] = E[X | Y = t] (In the above, you should be thinking of E[X | Y] as a function of Y and applying LOTUS. BTW, E[E[X | Y]] = E[X].)
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