Exercise Solution 3.4
In the following solution, ϕZ denotes the PDF of Z.
- By [3.6],
[s1]
[s2]
[s3]
[s4]
[s5]
[s6]
- By [3.6] and [3.7],
[s7]
[s8]
[s9]
[s10]
[s11]
[s12]
[s13]
[s14]
- The standard deviation of a random variable is simply the square root of its variance:
[s15]