1) Take
Then
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
3) Take![]()
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)
1) Take
Then
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
3) Take![]()
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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