Segment 9

From Computational Statistics (CSE383M and CS395T)
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Calculation Problems

1. Show that the sum of two independent Gaussian random variables is itself a Gaussian random variable. What is the mean and variance?

Let and be two independent Gaussian random variables. with mean and and variance and

Similarly for .

Since the sum of two independent random variable X and Y is the product of the two seperate characteristic function.

The new random variable has mean and variance .

2. Calculate the characteristic function of the Exponential distribution.

Food for Thought Problems

Class Activity

Group : Noah, Kai, Tameen, Jin, Trettels