Link : AMR12H
Category : Maths, probability and expectation
Solution : If f(x) is the Random Distribution Function of a random variable X and g(x) is the RDF of RV Y then
RDF of min(X,Y) is f(x)*g(x)
RDF of max(X,Y) is f(x)+g(x)-f(x)*g(x)
Then the expected value of the expression formed is integral over [0,1]
Code:
Category : Maths, probability and expectation
Solution : If f(x) is the Random Distribution Function of a random variable X and g(x) is the RDF of RV Y then
RDF of min(X,Y) is f(x)*g(x)
RDF of max(X,Y) is f(x)+g(x)-f(x)*g(x)
Then the expected value of the expression formed is integral over [0,1]
Code:
No comments:
Post a Comment