probability distributions: bivariate normal, expon. distros

[soureddy.c]

hi im struck with thz pblm........its basically my hw due within 2days.....can u please give me the solution for thz problem....?thanks a bunch

1) If X and Y have a bivariate normal distribution and U = X + Y and V = X - Y, find an expression for the correlation coefficient of U and V.

2) If X has an exponential distribution, show that P(X >= t + T \ X >= T) = P(X >= t)

This property of an exponential random variable parallels that of a geometric random variable given as [ P(X = x + n \ X > n) = P(X = x).

 

[stapel]

can u please give me the solution for thz problem....?

There are a couple of folks who come through occasionally and complete students' assignments for them, but I'm afraid legitimate tutors don't generally do that sort of thing. Sorry!

It would be helpful if you showed what you have tried so far. Then the tutors will be able to "see" where you are and what sort of assistance you need. :idea:

Please be complete. Thank you!

Eliz.

 

[royhaas]

1) Just do the algebra associated with the calculation of the relevant moments.
2) Use the basic definition of the conditional probability of A|B.