Let f(x₁, x₂) = 21x1x₂, 1 < x₁ < x₂ < 1, zero elsewhere, be the joint PDF of X₁ and 2 $2 2 (a) Find the conditional mean and variance of X₁, given X₂ = x₂, 0 < x₂ < 1. (b) Find the PDF of Y = E(X₁ | x₂). (c) Determine E(Y) and Var(Y) and compare these to E(X₁) and Var(x₂), respectively.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter4: Polynomial And Rational Functions
Section4.6: Variation
Problem 2E
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23
Let f(x₁, x₂) = 21x²x², 1 < x < x₂ < 1, zero elsewhere, be the joint PDF of X and X₂.
2'
2
1
(a) Find the conditional mean and variance of X₁, given X₂ = x₂, 0 < x₂ < 1.
X
1'
2
(b) Find the PDF of Y = E(X₂1x₂).
(c) Determine E(Y) and Var(Y) and compare these to E(X₁) and Var(x₁), respectively.
Transcribed Image Text:23 Let f(x₁, x₂) = 21x²x², 1 < x < x₂ < 1, zero elsewhere, be the joint PDF of X and X₂. 2' 2 1 (a) Find the conditional mean and variance of X₁, given X₂ = x₂, 0 < x₂ < 1. X 1' 2 (b) Find the PDF of Y = E(X₂1x₂). (c) Determine E(Y) and Var(Y) and compare these to E(X₁) and Var(x₁), respectively.
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