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14.2 Exercise 9

Avg difficulty 2.5

(See Exercise 18 from " Problems On Random Vectors and Joint Distributions", Exercise 28 from "Problems on Mathematical Expectation", and Exercise 28 from "Problems on Variance, Covariance, Linear Regression"). fXY(t,u)=323(t+2u)f_{X Y} \left(t , u\right) = \frac{3}{23} \left(t + 2 u\right) for 0≤t≤20 \leq t \leq 2, 0≤u≤max{2-t,t}0 \leq u \leq \max \left\{2 - t , t\right\}.

The regression line of Y on X is u=1.0561t-0.2603u = 1 . 0561 t - 0 . 2603.

f X ( t ) = I [ 0 , 1 ] ( t ) 6 23 ( 2 - t ) + I ( 1 , 2 ] ( t ) 6 23 t 2 f_{X} \left(t\right) = I_{\left[0 , 1\right]} \left(t\right) \frac{6}{23} \left(2 - t\right) + I_{\left(1 , 2\right]} \left(t\right) \frac{6}{23} t^{2}

Pfeiffer, Applied Probability, 14.2 Problems on Conditional Expectation, Regression, exercise 9

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