econometric chapter3.doc
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econometric chapter3
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?(x+y)/βex≥0,y≥0,β2
FindthepdfofU=X+Y.
?ANS:Forugt;0,
fU(u)=
=??otherwise..∞???∞u
0fXY(u?v,v)dv1
β?u/βue.2
U=X+YfollowsaGamma(2,β)distribution.
47
v?uv.
–Thejointpdfof(U,V)is
fUV(u,v)=1
|v|
48fXY(v,u/v)dv.
.
Chapter3MultipleProbabilityDistributions
1
S
HHT21XYTTH11
HTT12
THH20
7
00082118800
εδ
whenε,δaresmall.P{(X,Y)∈(x?0.5ε,x+0.5ε)×(y?0.5δ,y+0.5δ)}
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