Suppose that X₁, X₂, X, are mutually independent random variables with the respective moment generating functions, Mx, (t) = et², Mx, (t) = e²t+3², and Mx, (t) = (-)². . 1-20 a) Calculate the probability that X₂ is between 2 and 4, P(2
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- Suppose that X₁, X2, X3 are mutually independent random variables with the respective moment = (-1) ². generating functions, Mx, (t) = et², Mx₂ (t) = ²t + 3t², and Mx, (t) = (Suppose that X₁, X2, X3 are mutually independent random variables with the respective moment 2 generating functions, Mx, (t) = e²²², Mx₂ (t) = ²t + 3t², and Mx, (t) = (-¹) ². -2t. c) Find the mean and variance of the statistic Y, if i)_Y = Σ=1X;. ii) Y = 4X₁² X3Suppose that Z₁, Z2, ..., Zn are statistically independent random variables. Define Y as the sum of squares of these random variables: n Y=)Z (n>2) i=1 (a) Express the moment generating function My(t) of the random variable Y in terms of moment generating functions involving the random variables Z, i = 1, ..., .., n. (b) Determine My(t) for the special case that Z₁ ~ N(0, 1). (c) For the above special case, calculate E[Y] by using the moment generating function.
- Suppose that X₁, X₂, X3 are mutually independent random variables with the respective moment 2 generating functions, Mx, (t) = e²¹², Mx₂ (t) = e²t + 3t², and Mx₂(t) = (¹₂) ². 1-2t, c) Find the mean and variance of the statistic Y, if i) Y = Σ=1 X. ii) Y = 2 4X₁² X3Suppose that X₁, X₂, X3 are mutually independent random variables with the respective moment generating functions, Mx, (t) = e²²², Mx₂ (t) = e²t + 3t², and Mx₂(t) = (-¹)². State with parameter(s) the probability distribution of Y = X₁ + X₂.Suppose that X₁, X2, X3 are mutually independent random variables with the respective moment generating functions, Mx, (t) = et², Mx, (t) = ²t + 3t², and Mx, (t) = (-)². a) Calculate the probability that X₂ is between 2 and 4, P(2Suppose that X₁, X₂, X3 are mutually independent random variables with the respective moment generating functions, Mx, (t) = e²²², Mx₂ (t) = e²t + 3t², and Mx₂(t) = (-¹)². a) Calculate the probability that X₂ is between 2 and 4, P(2 < X₂ < 4).2. Let U1, U2,... be independent random variables, each with continuous distribution that is uniform in the interval [-3, 3]. Let S, = U ++ Un. (a) Compute the moment generating function of U1. (b) Compute the moment generating function of S,. (c) Determine E(S) and E(S) (by any method).