Add solution for exercise 2c
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@ -217,7 +217,8 @@
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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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\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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Dichte.\\
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\textit{Hinweis}: Beginnen Sie mit $P (Z \le z) = \ldots$
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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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@ -295,16 +296,109 @@
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\begin{frame}
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\frametitle{Aufgabe 2: Transformationssatz für 2D-Dichten}
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% tex-fmt: off
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\begin{enumerate}[a{)}]
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\setcounter{enumi}{1}
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\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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\end{align*}
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\pause \item Berechnen Sie den Korrelationskoeffizienten $\rho_{XY}$ .
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Dichte.\\
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\textit{Hinweis}: Beginnen Sie mit $P (Z \le z) = \ldots$
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\pause\begin{align*}
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P(Z \le z) = P(XZ \le z) &= \int_{-\infty}^{\infty}
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\int_{-\infty}^{z/x} f_{X,Y}(x,y) dy dx \\[1mm]
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&= \int_{-\infty}^{\infty} \int_{-\infty}^{z}
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f_{X,Y}\left(x, \frac{u}{x}\right) \frac{1}{x} \; du dx
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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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\begin{frame}
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\frametitle{Aufgabe 2: Transformationssatz für 2D-Dichten}
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\vspace*{-15mm}
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\begin{minipage}[c]{0.5\textwidth}
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% tex-fmt: off
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\begin{enumerate}[a{)}]
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\setcounter{enumi}{2}
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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{minipage}%
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\begin{minipage}[c]{0.5\textwidth}
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\begin{lightgrayhighlightbox}
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\vspace*{-8mm}
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% tex-fmt: off
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\begin{gather*}
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\text{Bekannt: } \hspace{10mm}
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\left\{\hspace{2mm}
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\begin{array}{l}
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f_{X,Y}(x,y) = x + y \\
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f_{Z}(z) = 2(1-z), \hspace{10mm} Z = X\cdot Y
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\end{array}
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\right.
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\end{gather*}
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% tex-fmt: on
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\vspace*{-10mm}
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\end{lightgrayhighlightbox}
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\end{minipage}
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\vspace*{2mm}
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\pause
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\begin{gather*}
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\rho_{XY} = \frac{\text{cov}(X,Y)}{\sqrt{V(X)V(Y)}},
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\hspace{15mm}
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\begin{array}{l}
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\text{cov}(X,Y) = \overbrace{E(XY)}^{E(Z)} - E(X)E(Y) \\
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V(X) = E(X^2) - E^2(X)
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\end{array},
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\hspace*{15mm}
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E(X) = \int_{-\infty}^{\infty} xf_X(x) dx
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\end{gather*}
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\vspace*{5mm}
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\pause
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\begin{gather*}
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f_X(x) = \int_{-\infty}^{\infty} f_{X,Y}(x,y) dy
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= \int_{0}^{1} x + y dy
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= \left[ xy + \frac{y^2}{2} \right]_0^1 = x + \frac{1}{2}
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\end{gather*}
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\vspace*{-3mm}
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\pause
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\begin{gather*}
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f(x,y) = f(y,x) \Rightarrow
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\left\{
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\begin{array}{l}
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E(X) = E(Y) \\
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V(X) = V(Y)
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\end{array}
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\right.
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\hspace{5mm} \Rightarrow \hspace{5mm}
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\rho_{XY} = \frac{E(Z) - E^2(X)}{E(X^2) - E^2(X)}
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\end{gather*}
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\vspace*{5mm}
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\pause
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\begin{gather*}
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\left.
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\begin{array}{rl}
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E(X) &= \displaystyle \int_{-\infty}^{\infty} x f_X(x) dx
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= \int_{0}^{1} x(x+ \frac{1}{2}) dx
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= \left[\frac{x^3}{3} + \frac{x^2}{4} \right]_0^1
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= \frac{7}{12} \\
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E(X^2) &= \displaystyle \int_{-\infty}^{\infty}
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x^2 f_X(x) dx
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= \int_{0}^{1} x^2 (x + \frac{1}{2} ) dx
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= \left[\frac{x^4}{4} + \frac{x^3}{6} \right]_0^1
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= \frac{5}{12} \\
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E(Z) &= \displaystyle \int_{-\infty}^{\infty} z f_Z(z) dz
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= \int_{0}^{1} z \cdot 2(1-z) dz
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= 2 \left[ \frac{z^2}{2} - \frac{z^3}{3} \right]_0^1
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= \frac{1}{3}
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\end{array}
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\hspace{3mm}
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\right\}
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\hspace{5mm} \Rightarrow \hspace{5mm}
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\rho_{XY} = \frac{\frac{1}{3} - (\frac{7}{12})^2}{\frac{5}{12}
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- (\frac{7}{12})^2} = -\frac{1}{11}
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\end{gather*}
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\end{frame}
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\end{document}
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