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Problem 1. Sum of two random variables
Two independent uniform random variables: X and Y. The pdf of X is 1 when 0 x 1 and the pdf of Y is 1 when -0.5 y 0.5. Find the pdf of X+Y.
Problem2. rv correlation
x1, x2, x3 are zero mean Gaussian random variables with STD=4. Let x1 and x2 be independent and x3= a*x1+b*x2. Find the constants “a” and “b” such that the correlation between x1 and x3 is 0.3. What is the correlation between x3 and x2?
Attachment:- 327450_1_assignment-46023.docx
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