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    random variables problem



    Hello i have a few questions in probability i can't make heads or tails of.
    hints or answer much appreciated

    for question 1 assume E[x*y]=E[x]*E[y]
    question 1:
    are there dependent random variables x,y such that E[x]!= 0 and E[Y]!= 0
    question 2:
    are there random variables such that E[x] and E[y] exist but E[x*y]
    doesn't?

    question 3:
    are there random variables x,y such that E[x*y] exist but either E[x] or E[y] doesn't exist?



    my approach to this have been exploring families of distributations as the 5 ones we saw in class don't really give a result

    (uniform , binomial , geometric , negative-binomial , hyper-geometric)

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    Re: random variables problem

    1) Take X \triangleq U \sim \mathrm{Uniform}(0,1),
Y \triangleq \left|U - \frac {1} {2}\right|
    Then E[XY] = E[X]E[Y] = \frac {1} {8}

    2) http://en.wikipedia.org/wiki/Inverse-gamma_distribution
    Since we just require a random variable only have the first moment well defined,
    we may take X = Y \sim \mathrm{InverseGamma}(\alpha \in (1, 2], \beta)

    3) Take \frac {1} {Y} = X \sim \mathrm{Cauchy}

  3. #3
    RotParaTon
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    Re: random variables problem


    For question 2 Let X=Y and X be distributed as a t-distribution with degrees of freedom in (1, 2] could work as well.

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