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11.3 Exercise 24

Avg difficulty 2.5

(See Exercise 14 from "Problems On Random Vectors and Joint Distributions"). fXY(t,u)=4ue-2tf_{X Y} \left(t , u\right) = 4 u e^{- 2 t} for 0≤t,0≤u≤10 \leq t , 0 \leq u \leq 1.

f X ( t ) = 2 e - 2 t , 0 ≤ t , f Y ( u ) = 2 u , 0 ≤ u ≤ 1 f_{X} \left(t\right) = 2 e^{- 2 t} , 0 \leq t , f_{Y} \left(u\right) = 2 u , 0 \leq u \leq 1

Pfeiffer, Applied Probability, 11.3 Problems on Mathematical Expectation, exercise 24

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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.