X1 and X2 are indep N(0,1) random variables. Y1=(X1+X2)/2 and Y2={(X1-X2)^2}/2. let 1. find the mgf of Y2 2. find the jpdf of Y1 and Y2. 3. find the marginal pdf of Y1 and Y2.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter11: Topics From Analytic Geometry
Section11.4: Plane Curves And Parametric Equations
Problem 44E
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X1 and X2 are indep N(0,1) random variables.
Y1=(X1+X2)/2 and Y2={(X1-X2)^2}/2.
let
1. find the mgf of Y2
2. find the jpdf of Y1 and Y2.
3. find the marginal pdf of Y1 and Y2.
Transcribed Image Text:X1 and X2 are indep N(0,1) random variables. Y1=(X1+X2)/2 and Y2={(X1-X2)^2}/2. let 1. find the mgf of Y2 2. find the jpdf of Y1 and Y2. 3. find the marginal pdf of Y1 and Y2.
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