Add first version of solution for exercise 2a
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@ -64,7 +64,6 @@
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\newlength{\depthofsumsign}
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\setlength{\depthofsumsign}{\depthof{$\sum$}}
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\newlength{\totalheightofsumsign}
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\newlength{\heightanddepthofargument}
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\newcommand{\nsum}[1][1.4]{
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\mathop{
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\raisebox
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@ -222,12 +221,13 @@
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\item Berechnen Sie den Korrelationskoeffizienten $\rho_{XY}$ .
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\end{enumerate}
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% tex-fmt: on
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\end{frame}
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\begin{frame}
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\frametitle{Aufgabe 2: Transformationssatz für 2D-Dichten}
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\vspace*{-15mm}
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Die Zufallsvariable $(X; Y)^T$ habe die gemeinsame
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Wahrscheinlichkeitsdichte $f (x, y) = x + y$ für
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$x, y \in (0; 1]$ und null sonst.
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@ -236,12 +236,53 @@
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\begin{enumerate}[a{)}]
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\item Berechnen Sie die Dichte von $(Z = X \cdot Y)$ mithilfe des
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Transformationssatzes.
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\pause\begin{align*}
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f(x) = \displaystyle\int_{-\infty}^{\infty} f(x,y) dy
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= x + 0{,}5 \\
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f(y) = \displaystyle\int_{-\infty}^{\infty} f(x,y) dx
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= y + 0{,}5
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\pause\begin{gather*}
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\left.
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\begin{array}{l}
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U := X \\
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V := Z = X \cdot Y
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\end{array}
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\right\}
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\Rightarrow
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\left\{
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\begin{array}{l}
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X = h_1(U,V) = U \\
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Y = h_2(U,V) = \frac{V}{U}
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\end{array}
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\right. \\[4mm]
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\mathcal{J} = \begin{pmatrix}
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\frac{\partial x}{\partial u} & \frac{\partial x}{\partial v} \\[2mm]
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\frac{\partial y}{\partial u} & \frac{\partial y}{\partial v}
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\end{pmatrix}
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= \begin{pmatrix}
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1 & 0 \\
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- \frac{v}{u^2} & \frac{1}{u}
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\end{pmatrix}
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\end{gather*}
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\vspace{3mm}
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\begin{align*}
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f_{U,V}(u,v) = \lvert \text{det}(\mathcal{J}) \rvert \cdot f_{X,Y} \big(h_1(u,v),h_2(u,v)\big)
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= \left\{ \begin{array}{ll}
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\frac{1}{u} \cdot \left(u + \frac{v}{u}\right) &,\hspace{2mm} 0 < v \le u \le 1 \\
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0 &,\hspace{2mm} \text{sonst}
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\end{array} \right.
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= \left\{ \begin{array}{ll}
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1 + \frac{v}{u^2} &,\hspace{2mm} 0 < v \le u \le 1 \\
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0 &,\hspace{2mm} \text{sonst}
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\end{array} \right.
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\end{align*}
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\vspace{3mm}
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\begin{gather*}
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\text{Für } 0 < v \le 1: \hspace{5mm} f_V(v)
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= \int_{-\infty}^{\infty} f_{U,V}(u,v) du
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= \int_{v}^{1} 1 + \frac{v}{u^2} dx
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= \left[ u - \frac{v}{u} \right]_v^1
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= 2(1-v) \\[3mm]
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f_Z(z) = \left\{\begin{array}{ll}
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2(1-z) \hspace{3mm}&,\hspace{3mm} 0 < z \le 1 \\
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0 \hspace{3mm}&,\hspace{3mm} \text{sonst}\\
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\end{array}\right.
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\end{gather*}
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\pause \item Verwenden Sie einen alternativen Ansatz zur Berechnung der
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Dichte. Hinweis: Beginnen Sie mit $P (Z \le z) = \ldots$
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\pause\begin{align*}
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@ -251,7 +292,6 @@
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\end{align*}
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\end{enumerate}
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% tex-fmt: on
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\end{frame}
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\end{document}
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