If a random variable X follows the process below, dX; = -kX,dt + odWt, W is a standard Brownian motion. What are the expectation and variance of Xt+dt?

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Q: what is E[XY]?

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Q: (a) Suppose that X1,..., X, are independent Laplace random variables, and let Y, = X1 + ……+ Xn. Find…

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Q: (a) Let Y be a random variable distributed as X. Determine E(VY) in terms of r.

A: Hi! Thank you for the question, As per the honor code, we are allowed to answer one question at a…

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Q: If X is a Poisson random variable with parameter 2, then O a. f(x,A) = . -, x = 0,1,2,... Ob. E(X)…

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