Welcome to Legit Writing

LegitWriting LegitWriting

Probability and Stochastic Processes

35361 Probability and Stochastic Processes, Spring 2015
Assignment 1 (due to September 9, 2015)
The assignment should be handed in to Tim Ling on 9/09/2015. You
may use any software for calculations (Mathematica is preferable).
Problem 1.
1) Let Xi; i = 1; 2 be independent random variables (i.r.v.’s) having a
Chi-square distribution, EXi = 4.
(i) Using characteristic functions and the inversion formula nd the
probability density function (pdf) of Y = X1 ?? X2:
(ii) Find E(Y 8):

Are you interested in this answer? Please click on the order button now to have your task completed by professional writers. Your submission will be unique and customized, so that it is totally plagiarism-free.