Question
Consider (Y 1 , Y 2 ,Y 3 ) be identical independent distributed random variables with Y i ----Type II Pareto (0, b i, a)
Consider (Y1,Y2,Y3) be identical independent distributed random variables with Yi ----Type II Pareto (0, bi, a) for i=1,2,3; and S = Y1+ Y2+ Y3
(i) Find what conditions (about b1; b2; b3 and a) for it to holds that Cov[Y1,Y2 | S=s] ≤ 0 for any s
(ii) E[ Y1 | Y2=y2; S=s] decreases in y2 for any s
Step by Step Solution
3.41 Rating (148 Votes )
There are 3 Steps involved in it
Step: 1
i Find that conclitions for it to holds that cou 4 4 S5 for any S 0 Since ...
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
Authors: Roy D. Yates, David J. Goodman
3rd edition
1118324560, 978-1118324561
