Back to 14.2 Problems on Conditional Expectation, Regression

14.2 Exercise 8

Avg difficulty 2.5

(See Exercise 17 from " Problems On Random Vectors and Joint Distributions", Exercise 27 from "Problems on Mathematical Expectation", and Exercise 27 from "Problems on Variance, Covariance, Linear Regression"). fXY(t,u)=2411tuf_{X Y} \left(t , u\right) = \frac{24}{11} t u for 0≤t≤20 \leq t \leq 2, 0≤u≤min{1,2-t}0 \leq u \leq \min \left\{1 , 2 - t\right\}.

The regression line of Y on X is u=(-124t+368)/431u = \left(- 124 t + 368\right) / 431

f X ( t ) = I [ 0 , 1 ] ( t ) 12 11 t + I ( 1 , 2 ] ( t ) 12 11 t ( 2 - t ) 2 f_{X} \left(t\right) = I_{\left[0 , 1\right]} \left(t\right) \frac{12}{11} t + I_{\left(1 , 2\right]} \left(t\right) \frac{12}{11} t \left(2 - t\right)^{2}

Pfeiffer, Applied Probability, 14.2 Problems on Conditional Expectation, Regression, exercise 8

AI Tutor

Adapted from Applied Probability © 2009 Paul E. Pfeiffer. Licensed under CC BY 3.0. Source: Applied Probability. Imported at revision d7a0420.