Subba 2.6 Zed Let X.%,¥5, dan X4 be Cour independent random variables , each with pag £(x) = 2 (i-x)*, 02X41, O elcowhere le Y is the wininum of these pour vanatbles, pind the ede and re ple of Y. : Hil © PIV > y= POG 7y¥, tata) aw : -Misal Y= win (%6,%., ¥, Xa) . Karena WX; memililé distribugs yany soma waka Sama, yokni = Jann? de g(o= Pew) =f FOAM =) Bt 3 pee = t= (iex)* 04x41, 0 (aimya ° gungs: distebust bumulati¢aya 73 Selonutnya , ako dicai FOK dan FEP dort Y Fy @) =e (yey) = I-P(y>y) p(y 2y) > P Lin (4 ,%., ¥5,%) > Y] = PLR 7Y, 79% 7Y KY) = p(x >y) POwry) POG 2y) POM ry) > roves P(x zy) (IHPOsewl[t- POE) (- Fy, a = (- Q- be wy" Ptxry) = (-y)” ee. Fel) =POveyd = eer) =[1-G-w , oey sty eteinye fy (y) = Shr > 4,0- ci-y) a ont (ey) = =\t2Q-y)" 04 Y415 0, lainnya, FREY ¥ " © Dipindai dengan CamScannerLek M(k.#r,£5) We che ge og the random variables XK, Xz, and X of Bornstein’s axcumple _ deseribed in the Temark following Example 2.6.2. Show that M(t, 41.0) = M(4,,0,0) M [0,4 ,0) , M(4,0,45) = M0,,0,0) M(0,0,4), and M (0, £2 45) = M(040,0) M(o,0,5) are true, out that M(t,4s.4s) + M(4,,0,0) (0,4, ,0) MC0,0,45) Thus %.%,% ve pairwise independent Wit not rautvally independent . Jewel : Diketalui pola contsh 2.6.2, FKP gaburgan X%,% adalah PK MDE Z > (4%, %5) © £0,0.9, (0,1,0), (0,0,1), U0 4, dan © \ainsya Akan dicari FRM gabungan dori XM, dan X.. M(b, 40,45) e [ Bete er OX] a FEE ehh tha tin + mG 1 i ott &. Aythithy at (eredrreee ) Selanjutrya , akan dicot FPM gobunyon dari XX Xi GS don X_,X3 secara Veruruton. tha) 4x, 16 10% M(eets,0) = EM %+0%)] ~ FEE e } KX Ky =k (chee eet) @ © Dipindai dengan CamScannerHC) OST CILMI), oe eM XM \ t t 74 Cee, yeah + ebtts) DX thkrt tery Modan) > ElLemePHOn] ~ SEZ e 4 % He % a trehed + ony) Salewjukaya , dea dices FRM wik % ¥, dan % MEh,oo) = E(eN*AAM) = SEF OM - 9 x 4% , = Fee ite) > pen) bey OX the + 0%) Crs M(0,42,0) = ee J- ZER 4 = x (tere vel = 4 (es) Ask. (0.0.45) 7 € fer th) a sor oe ya % = H (t+ 140% +e) 2 £(e* +1) Kamudion , pechatkon Ayahwa IMC .0) OA(0et.0) = He (ebey (ere = Mba) M (0.2, 0040 (0,0,4) = (atr+iy(e+) = MCA») M CAs 0.) (0.0) = 4 (e+ )(o%+) = MCh OAs) Narn , . 1 (4,,0,0) M0,4..0) (0.045) = 4 (e+) (241) # + Cob aet pet, hte bs) e = M GAs ts) to dob, Xi XH tidak saling beloas , Letapr saling bnboas secara erpasangan | ® © Dipindai dengan CamScannerLet Ye CK Xa)" be an n-dimensional random vector, With the variance - covariance moatriy given in display (2.63). Show ha Me ith diagonal ontyy of Cov (X) is 6; *= Var OX) and Enat the (i))-th off diagonal entry IS Coy O40) Jawiob : Pechatikan bohwo Gv (&) = E [R-AK AY] X Ay - ee | [KrA, nA, oe teat Xq—/a C6 -A,) (dy) OA) Kary) (Au) (Xa 7h) og { ee GA) OaeAN%GAn) (Wiech) arta) (Xe-Abn) (ee Ay) (nA) (eed) a b+ J) (Ko-Arn) BLO AIAN] BLD A NAY]. B[be-Ad Ceara Pie ae -Al] eae by E [la--) (0 ze] E[GeA)Ordl] [ener wn [ea a) Gea“ As)] vee) Cov (%, Me) Sayles) Ge) eb) ee Gr (Xs Xa) Gv (%%,) ls, Ya) SS Var (Xa) Jodi, todas Yahwa ontri diagonal ke-i doi waliks Ov(%) adalah Var (Xi) dan efemen (i,j) dari matrts cov(X) adalah Cov bx X;) . ® i © Dipindai dengan CamScanner