In Exercise 5.8, we established that is a valid joint

Chapter 5, Problem 105E

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QUESTION:

In Exercise 5.8, we established that

                        \(f\left(y_{1}, y_{2}\right)=\left\{\begin{array}{ll}

4 y_{1} y_{2}, & 0 \leq y_{1} \leq 1,0 \leq y_{2} \leq 1, \\

0, & \text { elsewhere }

\end{array}\right.

\)

is a valid joint probability density function. In Exercise , we established that \(Y_{1}\) and \(Y_{2}\) are independent; in Exercise , we determined that \(E\left(Y_{1}-Y_{2}\right)=0\) and found the value for \(V\left(Y_{1}\right)\). Find \(V\left(Y_{1}-Y_{2}\right)\).

Equation Transcription:

Text Transcription:

f(y_1,y2)={_0,    elsewhere ^4y_1y_2,  0</=y_1</=1,0</=y_2</=1,

Y_1

Y_2

E(Y_1-Y_2)=0

V(Y_1)

V(Y_1-Y_2)

Questions & Answers

QUESTION:

In Exercise 5.8, we established that

                        \(f\left(y_{1}, y_{2}\right)=\left\{\begin{array}{ll}

4 y_{1} y_{2}, & 0 \leq y_{1} \leq 1,0 \leq y_{2} \leq 1, \\

0, & \text { elsewhere }

\end{array}\right.

\)

is a valid joint probability density function. In Exercise , we established that \(Y_{1}\) and \(Y_{2}\) are independent; in Exercise , we determined that \(E\left(Y_{1}-Y_{2}\right)=0\) and found the value for \(V\left(Y_{1}\right)\). Find \(V\left(Y_{1}-Y_{2}\right)\).

Equation Transcription:

Text Transcription:

f(y_1,y2)={_0,    elsewhere ^4y_1y_2,  0</=y_1</=1,0</=y_2</=1,

Y_1

Y_2

E(Y_1-Y_2)=0

V(Y_1)

V(Y_1-Y_2)

ANSWER:

Solution:

Step 1 of 2:

       Given the joint probability density function is

                 

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