題組內容

5、(20%) Let the random variables X and Y have the joint p.d.f. f(x, y) = (2/θ²)exp(-(x+y)/θ), 0 < x < y < ∞, zero elsewhere. (Hint: $\Gamma(z) = \int_0^\infty t^{z-1} e^{-t} dt$, and $\Gamma(n) = (n-1)!$ for $n = 1, 2, \ldots, \Gamma(1) = 0! = 1$)

(a) \( (10\%) \) Show that the mean and variance of Y are, respectively, \( 3\theta /2 \) and \( 5\theta^2 /4 \)