Let X and Y be two independent N(0, 1) random variables, and U = X + Y.
Question:
Let X and Y be two independent N(0, 1) random variables, and U = X + Y.
a. Find the conditional PDF of U given X = x, fU|X(u|x).
b. Find the PDF of U, fU (u).
c. Find the conditional PDF of X given U = u, fX|U (x|u).
d. Find E[X|U = u], and V ar(X|U = u).
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a To find the conditional PDF of U given X x you can use the fact that the sum of two independent no...View the full answer
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
Question Posted:
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