Probability and Stochastic Processes

Probability and Stochastic Processes 35361 Probability and Stochastic Processes, Spring 2015 Assignment 1 (due to September 9, 2015) The assignment should be handed in to Tim Ling on 9/09/2015. You may use any software for calculations (Mathematica is preferable). Problem 1. 1) Let Xi; i = 1; 2 be independent random variables (i.r.v.'s) having a Chi-square distribution, EXi = 4. (i) Using characteristic functions and the inversion formula nd the probability density function (pdf) of Y = X1 ?? X2: (ii) Find E(Y 8): 1