Let X be a gaussian rendom variable with the probability density

2
−x
1
f X ( x )= e 2

√ π
2
Let y be a new random variable defined as the cube of X:
3
Y ≜X
Determine the probability density of Y and plot your result.

Question

Let X, Y, and Z be independent random variables with the probability densities fx, fy and fz, respectively.
Let the random variable W be defined as the sum of the random variables X and Y:

W ≜ X +Y
Show that W and Z are independent random variables
 Let X be a two-dimensional random vector whose components Xi and X, are independent gaussian
random variables with the probability densities
2
− x1
1 2
f X ( x 1) = e
1
√2 π
And
2
− x1
1 2
f X ( x 2 )= e
2
√2 π
respectively. Let Y be a two-dimensional random vector whose com-ponents are defined by the
transformation
Y 1 ≜ √ X 21 + X 22
2
X2
and Y 1 ≜ tan −1
2
X1

a) Determine the inverse transformation h = (h1 , h2),where

X 1= h1 (Y 1 ,Y 2) and Y 2= h2 (Y 1 ,Y 2)
b) Determine the Jacobian of the transformation h

c) Determine the joint-probability density of the random variables Y 1∧Y 2

Part3
Suppose that te discrete random variable X is non negative

X ( s) ≥ 0
for every s in the sample space upon which X is defined. show that

E [X ]≥ 0
in this case. We will use this result in a number of our subsequent derivations

Solution