Worksheet 6-18-2024

1 : LetRV A be
uniform over [0 , 1) and

RV B be
uniform own 10 2)
, .
A & B are

independent .
Var (v) = (b a) -

Let X (t) = A+ Bt .
var(A) =
1 varis =
+
12 3
Ma =
0 . 5 MB = I

(a) Sketch a
couple of possible outcome
of
X (A)

(b) Give
simplified eup for My () & C (t to)
(C) Sketch the PDF
of X (t) at += 6 .

(a) Let Also) = 0 . 1 B(SO) =

1

!
001 + t

* (t)

--
101 -

Ool

!
O t
 A(so) =
1 B(So) = 2

A = 1 B = 2

*()
a

1 +2t

i
3 ----

A 0 l B = 1
Nol = .

↑ ----- 0 . 1 +t

Ool

↑
St

(b) my(t) =

gufx)du
-N
=
E(A + Bt)

= ECA] + tE(B] - = It

(x(t +2) ,
=

ES(X(t)
-

Mx (t))](x(+c) -
Mx (
))
=
ESX(t)x(72)] =

My (t) My(te)

ES(A +
Bti) (A
Bt23-(MatMist) (MatMest)
+

=
ELA2] + E[B2] tite +
E(A)
-
#[] (t ,
++ z)
(since A , is are indeps)
-

ME-MaM/(t ++ ) - Mis te
 2

ELA2] =
var(A) ((A))
+

=
t
+
I =

-
E(B1 = + + 1
3
=

=>
(x(t , te)
= var(A) + var(B) tit

-
tit
I
[Note

Cov
we can

(A + Bt ,
get
A
the

+
Btc)
same

=
answer
using
COV(A A) ++z + t)coV(A B)
, ,

+ t tzcor(B
,
B)] ,

(C) PDF of X(b)

X(b) = A + 6B

The PDF
of sum
of
2
independent R v
is the convolution
of
the PDFs g each
-x(b)(x) =
(fa *
(6)(x)
=

T(a(a)fb(x -

a)da

-
-

Y12 01n[12
tos(a)
&
=

2 O OW .

E !
o &LI
ba(x) =

W
O .

For Ocul Exp(a) =

/1 t dA
.

For 1 < &12 Ex(s)(2) = +

12

=git
dA
12113
Ex(d)(2)
For
12

2 + 12
=
# =
-
13-4
12 12
 M
PDF A
of
tal
O I
x

PDF of GB .
-

Es [x)
Y12
#
↳
O 12

The AGB is convolution

PDF
of the

Ex (6) =
ba *
56B
(x)
fx(g)
&

N 13 x
-

12 -

-Fi
x 12

· I >
12 13 x