Sum of binomial random variables

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SUMMARY

The discussion focuses on the sum of independent and identically distributed (iid) binomial random variables, specifically y_1 and y_2, both following a binomial distribution with parameters bin(5, 1/4). The variables are transformed into u = 3*y_1 - 2*y_2 and v = y_1 + 2*y_2. The joint probability density function (pdf) f_uv(u, v) is derived using convolution, resulting in pdf(v) = bin(15, 1/4) and pdf(u) = bin(5, 1/4). The covariance between u and v is calculated using the formula cov(u, v) = E(uv) - E(u)E(v).

PREREQUISITES
  • Understanding of binomial distributions, specifically bin(5, 1/4)
  • Knowledge of convolution for combining probability distributions
  • Familiarity with covariance and expectation calculations
  • Ability to interpret random variables and their transformations
NEXT STEPS
  • Study the properties of binomial distributions and their applications
  • Learn about convolution techniques in probability theory
  • Explore covariance and correlation in random variables
  • Investigate joint probability distributions and their derivations
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Students and professionals in statistics, data science, and mathematics who are working with random variables, particularly those focused on binomial distributions and their transformations.

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Homework Statement



let y_1 and y_2 be iid bin(5,1/4) random variables

let v=y_1+2*y_2 and u = 3*y_1 -2y_2

find f_uv (u,v) and the cov(u,v)

Homework Equations



f_y (y) = (5 choose y) (1/4)^y (3/4)^5-x for x=0,1,2,3,4,5

covariance=E(uv)-E(u)E(v)

The Attempt at a Solution



By convolution the Sum of bin(n,p) and bin(m,p) = bin (n+m,p)

so pdf of v = bin(15,1/4) and pdf of u = bin (5,1/4)

The only way I know of to get the joint pdf is by a table. Is there a faster way?
 
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For clarity, it's better to use the standard typecase: uppercase for names of r.v.s and lower case for values they take.
When U = u and V = v, what can you say about the values of Y1 and Y2?
 

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