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  3. suppose that z = xy, where x and y are independent

Suppose that z = xy, where x and y are independent and normally distributed random...

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Mechanical Engineering

Suppose that z = xy, where x and y are independent and normally distributed random variables. The mean and variance of x are µx = 10 and σ2x = 2. The mean and variance of y are µy = 15 and σ2y = 3. Find the mean and variance of z by simulation. Does µz = µxµy? Does σ2z = σ2x σ2y? Do this for 100, 1000, and 5000 trials.

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4.4 Ratings (693 Votes)
Two normally distributed variables x and y are given with their mean and variance For x mean x 10 and variance is 2x 2 And for y mean is y 15 and variance is 2y 3 Here one need to simulate the two variables and generate new variable by the equation z xyOnce the    See Answer
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