搜狗做题网跪求英文统计学强人帮忙
来源：学生作业帮 编辑：搜狗做题网作业帮 分类：英语作业 时间：2024/06/22 23:22:58
跪求英文统计学强人帮忙
1.Var[X]=Var[Y],then the covariance of X and Y is at least -1?True/False?
2.If X and Y are independent and Z is such that P(X+Z=7)=1,then the covariance between X and Y+Z must be negative?True/False?
3.Give an example of a joint pdf f(x,y) for two continuous random variable X and Y for which the marginal distribution of X is uniform on the interval (0,1) and P(X= 0} is a Poisson process with rate T.
(a) Find the probability P(2N4 + N2 - N1 = 3) if T = 1.
(b) Find the conditional distribution and derive the conditional expectation and conditional variance of Nt given Nt-1=k for arbitrary t>1.(You may use the fact that the expected value and the variance of a Poisson(T) random variable are both equal to T)
注：其中的N4等的意思表示N下标4.
1.Var[X]=Var[Y],then the covariance of X and Y is at least -1?True/False?
2.If X and Y are independent and Z is such that P(X+Z=7)=1,then the covariance between X and Y+Z must be negative?True/False?
3.Give an example of a joint pdf f(x,y) for two continuous random variable X and Y for which the marginal distribution of X is uniform on the interval (0,1) and P(X= 0} is a Poisson process with rate T.
(a) Find the probability P(2N4 + N2 - N1 = 3) if T = 1.
(b) Find the conditional distribution and derive the conditional expectation and conditional variance of Nt given Nt-1=k for arbitrary t>1.(You may use the fact that the expected value and the variance of a Poisson(T) random variable are both equal to T)
注：其中的N4等的意思表示N下标4.
1.Var[X]=Var[Y],then the covariance of X and Y is at least -1?True/False?
2.If X and Y are independent and Z is such that P(X+Z=7)=1,then the covariance between X and Y+Z must be negative?True/False?
3.Give an example of a joint pdf f(x,y) for two continuous random variable X and Y for which the marginal distribution of X is uniform on the interval (0,1) and P(X= 0} is a Poisson process with rate T.
(a) Find the probability P(2N4 + N2 - N1 = 3) if T = 1.
(b) Find the conditional distribution and derive the conditional expectation and conditional variance of Nt given Nt-1=k for arbitrary t>1.(You may use the fact that the expected value and the variance of a Poisson(T) random variable are both equal to T)
2.If X and Y are independent and Z is such that P(X+Z=7)=1,then the covariance between X and Y+Z must be negative?True/False?
3.Give an example of a joint pdf f(x,y) for two continuous random variable X and Y for which the marginal distribution of X is uniform on the interval (0,1) and P(X= 0} is a Poisson process with rate T.
(a) Find the probability P(2N4 + N2 - N1 = 3) if T = 1.
(b) Find the conditional distribution and derive the conditional expectation and conditional variance of Nt given Nt-1=k for arbitrary t>1.(You may use the fact that the expected value and the variance of a Poisson(T) random variable are both equal to T)