Let Z N N(0,1), with CDF (I). The PDF of Z2 is the function g given by g(w) = cw/2 for w > 0 and g(w) = 0 for w

Answered Same DayDec 26, 2021

Answer To: Let Z N N(0,1), with CDF (I). The PDF of Z2 is the function g given by g(w) = cw/2 for w > 0 and...

David answered on Dec 26 2021

117 Votes

a) By using LOTUS ( Law of the unconscious statistician)
Based on the PDF (Probability Density Function) of Z
?(?4) = ∫ ?4?(?)??
∞
−∞
= ∫
?4
√2?
?−
?2
2 ??
∞
−∞

Based on the PDF of Z2
?(?4) = ?(?2) = ∫ ?2?(?)??
∞
0
= ∫
?4
√2?
?−
?
2 ??
∞
0

b) ?(?) = 0 ????? ?? ?ℎ?...

SOLUTION.PDF

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Let Z N N(0,1), with CDF (I). The PDF of Z2 is the function g given by g(w) = cw/2 for w > 0 and g(w) = 0 for w

Answer To: Let Z N N(0,1), with CDF (I). The PDF of Z2 is the function g given by g(w) = cw/2 for w > 0 and...

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