Need help with the following questions using Bernoulli varia
Need help with the following questions using Bernoulli variables, please:
1) Prove the following rules without the use of event notation.
2) Let X and Y be Bernoulli random variables.
a) Give the density function for Z
PLEASE SHOW STEPS
Thank you!
Solution
a) P(x=1 and y=1) = P(X=1)*P(y=1) = 1-P(x=0) *(1-P(Y=0)
Hence
1-P[(X=1) and (Y=1)] = P(x=0) or Y=0
b)
P[(X=1 or Y=1) and Z=1] = P(x=1,z=1)+P(y=1,z=1)
= P[(x=1 and Z=1) or (Y=1 and Z=1)]
z=(x-y)^2
x and y are binomial variables
Mean of Z = E(X^2)+E(Y^2)-2E(x)E(Y)
= npq+n^2p^2+np\'q\'+n^2p\'^2-2n^2pp\'
Z has mean as pq+np^2+np\'^2-2npp\'
P(X)P(Z) not equals P(x) P(Z) as z = x-y whole square
Hence x and z are not independent.
